Slides used in Tensor Networks for Density Estimation Beyond KL Divergence
at PhD Summer School at DTU (2026), 02901 Advanced Topics in Machine Learning: Tensor Networks for Machine Learning
27th Aug. 2026, 1:00 pm – 4:00 pm @ Summer school in DTU (Lyngby campus)
How can we estimate the true distribution underlying observed data? This is a fundamental question in machine learning. In this lecture, I will show that tensor decomposition is particularly well suited to discrete (categorical) density estimation, because it can naturally exploit the discreteness of tensor indices. We will then discuss recent developments in tensor-based density estimation beyond the Kullback–Leibler (KL) divergence, with a focus on improving robustness to noise and outliers. Although the KL divergence is often easier to optimize than other divergences, it is known to be less robust to outliers and noise. To address this issue, we will see efficient closed-form optimization methods based on a doubly bounded EM algorithm, as well as a relaxation approach to density estimation that uses deformed algebra to flatten the feasible set, thereby enabling iterative convex optimization. We will also discuss the limitations of conventional low-rank modeling approaches and introduce tensor many-body decomposition as an alternative energy-based modeling for density estimation.
Exercise:
https://gist.github.com/gkazunii/38b1cba9f20541ddc589ca57e28af9b7
Quiz:
https://gist.github.com/gkazunii/38b1cba9f20541ddc589ca57e28af9b7#file-quiz-md
Whiteboard:
https://gkazu.info/wp-content/uploads/2026/08/whiteboard_note1.pdf