Constructive Setting of the Density Ratio Estimation Problem and its Rigorous Solution

Autor:	Vapnik, Vladimir, Braga, Igor, Izmailov, Rauf
Rok vydání:	2013
Předmět:	Statistics - Machine Learning
Druh dokumentu:	Working Paper
Popis:	We introduce a general constructive setting of the density ratio estimation problem as a solution of a (multidimensional) integral equation. In this equation, not only its right hand side is known approximately, but also the integral operator is defined approximately. We show that this ill-posed problem has a rigorous solution and obtain the solution in a closed form. The key element of this solution is the novel V-matrix, which captures the geometry of the observed samples. We compare our method with three well-known previously proposed ones. Our experimental results demonstrate the good potential of the new approach. Comment: Added funding information
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1306.0407 Zobrazit plný text záznamu View this record from Arxiv