Abstract:
Current meta-learning approaches focus on learning functional representations of relationships between variables, <i>i.e.</i> estimating conditional expectations in regression. In many applications, however, the conditional distributions cannot be meaningfully summarized solely by expectation (due to <i>e.g.</i> multimodality). We introduce a novel technique for meta-learning conditional densities, which combines neural representation and noise contrastive estimation together with well-established literature in conditional mean embeddings into reproducing kernel Hilbert spaces. The method shows significant improvements over standard density estimation methods on synthetic and real-world data, by leveraging shared representations across multiple conditional density estimation tasks.