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arXiv stat.ML · Papers

Error Analysis of Neural-Network-Based Engression

arXiv:2607.27723v1 Announce Type: new Abstract: Engression (Shen and Meinshausen, 2024) learns a conditional distribution by fitting a generative model $Y = f(X,varepsilon)$ under the energy score, a strictly proper scoring rule. We provide a theoretical error analysis of engression implemented with deep neural networ