arXiv Machine Learning

Sample-Optimal Estimation of the Fr\'echet Inception Distance

The paper investigates the sample complexity of estimating the Fréchet Inception Distance (FID) between high‑dimensional Gaussian distributions when one distribution is known. It establishes tight bias and variance bounds for the empirical plug‑in estimator, shows how higher‑order extrapolation reduces bias, and introduces a new Relative Taylor Debiasing (RTD) algorithm that achieves optimal sample complexity. Experiments on synthetic data and ImageNet confirm the theoretical predictions and demonstrate RTD’s superior accuracy with limited samples.

arXiv Machine Learning
4d ago

Computational and Statistical Hardness of Calibration Distance

The paper investigates the computational and statistical challenges of the calibration distance, a key metric for measuring miscalibration in probabilistic predictors. It presents an efficient algorithm for exact computation when the distribution has a uniform marginal and noiseless labels, and shows that the problem becomes NP‑hard if either assumption is dropped. The authors also provide a polynomial‑time approximation scheme for the general case and establish tight sample complexity bounds for estimating the calibration distance from data.

By Mingda Qiao
arXiv Statistics ML
Oct 1

Local polynomial density ratio estimation

arXiv:2609. 38412v1 Announce Type: cross Abstract: We propose a novel local-polynomial estimator of the ratio $r=f/g$ of two $d$-dimensional densities $f$ and $g$, from which independent samples are available.

By Hajo Holzmann, Alexander Meister
arXiv Machine Learning
Jul 13

A Fourier analytique approach to Gaussian mixture learning

arXiv:2004. 05813v3 Announce Type: replace-cross Abstract: Suppose that we are given independent, identically distributed random samples $x_1,\cdots,x_n$ from a mixture at most $k$ many $d$-dimensional spherical Gaussian distributions $\mu_1,\cdots,\mu_{k_0}$ of identical and known variance $\sigma^2$ in each coordinate, such that the minimum $\ell^2$ distance between two distinct centers $y_l$ and $y_j$ is greater than $2\Delta\sigma \min\{\sqrt{d},\sqrt k\}$, where $\Delta>C_0$, and $C_0$ is a sufficiently large universal constant.

By Somnath Chakraborty, Hariharan Narayanan
arXiv Machine Learning
Oct 2

The Normalized Maximum Likelihood for Regular Non-Smooth Models: Measure-Theoretic Foundations and Geometric Sampling

The paper develops a rigorous framework for computing the Normalized Maximum Likelihood (NML) codelength for regular path‑differentiable Lipschitz (PDL) estimators, which include non‑smooth models such as Lasso and Sparse SVMs. By leveraging geometric measure theory and a novel Propose‑and‑Project Metropolis‑Hastings sampler, the authors provide a method to exactly evaluate the stochastic complexity for these non‑smooth estimators and demonstrate its scalability to high‑dimensional settings. The study shows that the exact NML criterion can match cross‑validation performance while being more data‑efficient, offering a theoretically grounded alternative for model selection in modern machine learning.

By Trenton Lau, Gary P. T. Choi
arXiv Machine Learning
Jul 28

Minimax Lower Bounds of Kernel Discrepancy Estimation: MMD, HSIC, KSD

arXiv:2607. 24235v1 Announce Type: cross Abstract: Over the past 20 years, kernel discrepancies have been leveraged as a highly powerful tool for quantifying the disagreement of distributions, with numerous successful applications in two-sample, goodness-of-fit, and independence testing, among others.

By Jose Cribeiro-Ramallo, Florian Kalinke, Zolt\'an Szab\'o