Overcoming Saturation in Density Ratio Estimation by Iterated Regularization
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Abstract (arXiv)
Estimating the ratio of two probability densities from finitely many samples, is a central task in machine learning and statistics. In this work, we show that a large class of kernel methods for density ratio estimation suffers from error saturation, which prevents algorithms from achieving fast error convergence rates on highly regular learning problems. To resolve saturation, we introduce iterated regularization in density ratio estimation to achieve fast error rates. Our methods outperform its non-iteratively regularized versions on benchmarks for density ratio estimation as well as on large-scale evaluations for importance-weighted ensembling of deep unsupervised domain adaptation models.
Key facts. Cited by 5 papers in the map (data through 14 Oct 2026). Builds on 35 of its 98 references that are in the map. First posted on arXiv 21 Feb 2024.
Builds on
35 of 98 references.
References · 35
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23 more
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Built on by
Citing papers per year: 2024: 2; 2025: 2; 2026: 1.
5 papers.
- 2025Projection Pursuit Density Ratio Estimationcited by 5
- 2025Diffusion Secant Alignment for Score-Based Density Ratio Estimationcited by 3
- 2024Binary Losses for Density Ratio Estimationcited by 2
- 2026One-Step Score-Based Density Ratio Estimationcited by 1
- 2024Mutual Information Multinomial Estimationcited by 0
- 2026One-Step Score-Based Density Ratio Estimation12 Apr 2026
- 2025Diffusion Secant Alignment for Score-Based Density Ratio Estimation5 Sep 2025
- 2025Projection Pursuit Density Ratio Estimation1 Jun 2025
- 2024Mutual Information Multinomial Estimation18 Aug 2024
- 2024Binary Losses for Density Ratio Estimation1 Jul 2024