Investigating the Histogram Loss in Regression
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Abstract (arXiv)
It is becoming increasingly common in regression to train neural networks that model the entire distribution even if only the mean is required for prediction. This additional modeling often comes with performance gain and the reasons behind the improvement are not fully known. This paper investigates a recent approach to regression, the Histogram Loss, which involves learning the conditional distribution of the target variable by minimizing the cross-entropy between a target distribution and a flexible histogram prediction. We design theoretical and empirical analyses to determine why and when this performance gain appears, and how different components of the loss contribute to it. Our results suggest that the benefits of learning distributions in this setup come from improvements in optimization rather than modelling extra information. We then demonstrate the viability of the Histogram Loss in common deep learning applications without a need for costly hyperparameter tuning.
Key facts. Cited by 11 papers in the map (data through 7 Oct 2026). Builds on 32 of its 65 references that are in the map. First posted on arXiv 20 Feb 2024.
Builds on
32 of 65 references.
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20 more
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Citing papers per year: 2024: 2; 2025: 7; 2026: 2.
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