Search Results for author: Pierre-Cyril Aubin-Frankowski

Found 5 papers, 2 papers with code

Approximation of optimization problems with constraints through kernel Sum-Of-Squares

no code implementations16 Jan 2023 Pierre-Cyril Aubin-Frankowski, Alessandro Rudi

Assuming further that the functions appearing in the problem are smooth, focusing on pointwise equality constraints enables the use of scattering inequalities to mitigate the curse of dimensionality in sampling the constraints.

Mirror Descent with Relative Smoothness in Measure Spaces, with application to Sinkhorn and EM

no code implementations17 Jun 2022 Pierre-Cyril Aubin-Frankowski, Anna Korba, Flavien Léger

We also show that Expectation Maximization (EM) can always formally be written as a mirror descent.

Kernel Stein Discrepancy Descent

2 code implementations20 May 2021 Anna Korba, Pierre-Cyril Aubin-Frankowski, Szymon Majewski, Pierre Ablin

We investigate the properties of its Wasserstein gradient flow to approximate a target probability distribution $\pi$ on $\mathbb{R}^d$, known up to a normalization constant.

Handling Hard Affine SDP Shape Constraints in RKHSs

no code implementations5 Jan 2021 Pierre-Cyril Aubin-Frankowski, Zoltan Szabo

The modular nature of the proposed approach allows to simultaneously handle multiple shape constraints, and to tighten an infinite number of constraints into finitely many.

Econometrics

Hard Shape-Constrained Kernel Machines

1 code implementation NeurIPS 2020 Pierre-Cyril Aubin-Frankowski, Zoltan Szabo

Shape constraints (such as non-negativity, monotonicity, convexity) play a central role in a large number of applications, as they usually improve performance for small sample size and help interpretability.

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