Kōsaku Takanashi

Takumi Nakagawa, Yutaro Sanada, Hiroki Waida et al.

Representation learning has been increasing its impact on the research and practice of machine learning, since it enables to learn representations that can apply to various downstream tasks efficiently. However, recent works pay little attention to the fact that real-world datasets used during the stage of representation learning are commonly contaminated by noise, which can degrade the quality of learned representations. This paper tackles the problem to learn robust representations against noise in a raw dataset. To this end, inspired by recent works on denoising and the success of the cosine-similarity-based objective functions in representation learning, we propose the denoising Cosine-Similarity (dCS) loss. The dCS loss is a modified cosine-similarity loss and incorporates a denoising property, which is supported by both our theoretical and empirical findings. To make the dCS loss implementable, we also construct the estimators of the dCS loss with statistical guarantees. Finally, we empirically show the efficiency of the dCS loss over the baseline objective functions in vision and speech domains.

Kōsaku Takanashi, Kenichiro McAlinn

We discuss the finite sample theoretical properties of online predictions in non-stationary time series under model misspecification. To analyze the theoretical predictive properties of statistical methods under this setting, we first define the Kullback-Leibler risk, in order to place the problem within a decision theoretic framework. Under this framework, we show that a specific class of dynamic models -- random walk dynamic linear models -- produce exact minimax predictive densities. We first show this result under Gaussian assumptions, then relax this assumption using semi-martingale processes. This result provides a theoretical baseline, under both non-stationary and stationary time series data, for which other models can be compared against. We extend the result to the synthesis of multiple predictive densities. Three topical applications in epidemiology, climatology, and economics, confirm and highlight our theoretical results.