Arbel, M;
Gretton, AL;
(2018)
Kernel Conditional Exponential Family.
In:
Proceedings of the 21st International Conference on Artifi- cial Intelligence and Statistics (AISTATS) 2018.
(pp. pp. 1337-1346).
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Abstract
A nonparametric family of conditional distributions is introduced, which generalizes conditional exponential families using functional parameters in a suitable RKHS. An algorithm is provided for learning the generalized natural parameter, and consistency of the estimator is established in the well specified case. In experiments, the new method generally outperforms a competing approach with consistency guarantees, and is competitive with a deep conditional density model on datasets that exhibit abrupt transitions and heteroscedasticity.
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