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The current implementation of chirho.robust.ops.influence_fn is defined only for functionals of one distribution, but there are many functionals of interest in machine learning, e.g. the KL divergence or mutual information, that are defined over 2 or more distributions and are known to benefit from multivariate versions of one-step correction: https://proceedings.neurips.cc/paper_files/paper/2015/hash/06138bc5af6023646ede0e1f7c1eac75-Abstract.html
Extending our implementation of influence_fn to these cases is conceptually straightforward - we just compute a tuple containing the influence of each individual distribution with the others held fixed.
Here is code illustrating the binary case in terms of the existing unary influence_fn, with guides suppressed as in #477:
The current implementation of
chirho.robust.ops.influence_fn
is defined only for functionals of one distribution, but there are many functionals of interest in machine learning, e.g. the KL divergence or mutual information, that are defined over 2 or more distributions and are known to benefit from multivariate versions of one-step correction: https://proceedings.neurips.cc/paper_files/paper/2015/hash/06138bc5af6023646ede0e1f7c1eac75-Abstract.htmlExtending our implementation of
influence_fn
to these cases is conceptually straightforward - we just compute a tuple containing the influence of each individual distribution with the others held fixed.Here is code illustrating the binary case in terms of the existing unary
influence_fn
, with guides suppressed as in #477:Tasks:
influence_fn
andFunctional
type signatures to support n-ary functionals Make influence_fn a higher-order Functional #492influence_fn
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