arXiv Machine Learning

On Universality of Non-Separable Approximate Message Passing Algorithms

The paper studies universality in non‑separable Approximate Message Passing (AMP) algorithms. It introduces a Bounded Composition Property (BCP) for polynomial non‑linearities and a BCP‑approximability condition for Lipschitz AMP, showing that these conditions guarantee state‑evolution universality for matrices with non‑Gaussian entries. The authors demonstrate that many common non‑separable non‑linearities—such as local denoisers, spectral denoisers, and compositions of separable functions with generic linear maps—satisfy these conditions, thereby extending universality results beyond Gaussian or rotationally‑invariant data.

arXiv Machine Learning
Sep 7

The Sample Complexity of Learning Lipschitz Operators with respect to Gaussian Measures

The paper investigates how many linear samples are needed to learn Lipschitz operators under Gaussian measures. It establishes both lower and upper bounds on the Hermite polynomial approximation error and shows that the minimal worst‑case error cannot converge algebraically with the number of samples. However, if the covariance operator of the Gaussian measure decays rapidly, convergence rates arbitrarily close to any algebraic rate can be achieved.

By Ben Adcock, Michael Griebel, Gregor Maier
arXiv Machine Learning
Sep 4

A Closed-Form Formula for Consistent Lipschitz Regression on Metric Spaces with Sparse Neural Network Realizations

arXiv:2609. 03129v1 Announce Type: cross Abstract: Several classical machine-learning methods, such as KRRs and SVRs, are both computationally and analytically tractable since their estimators either admit closed-form expressions or are obtained by minimizing convex training objectives; neither feature is generally available for deep neural networks.

By Ruiyang Hong, Hrad Ghoukasian, Anastasis Kratsios
arXiv Machine Learning
Jun 19

Spectral DPPs via NEPv: A Scalable Continuous Relaxation of Determinantal MAP for Diversity-Aware Data Selection

arXiv:2606. 19411v1 Announce Type: new Abstract: Selecting a small, diverse, high-quality subset from a massive pool of candidates is a recurring primitive in modern machine learning -- data curation and coreset selection for training and fine-tuning large models, active-learning batch acquisition, prompt and exemplar selection for in-context learning, retrieval diversification, and experimental design.

By Richard Yi Da Xu
arXiv Machine Learning
Jul 21

Concentration and Mean-Square Bounds for Contractive Stochastic Approximation: A Unified Elementary Approach

arXiv:2607. 17595v1 Announce Type: new Abstract: We establish mean-square and concentration bounds for stochastic approximation (SA) with arbitrary norm contractive mappings, under a multiplicative noise model where the noise may scale affinely with the norm of the iterates, and the iterates are potentially unbounded.

By Siddharth Chandak
arXiv Machine Learning
Jul 27

gp2Scale: A Class of Compactly Supported Non-Stationary Kernels and Distributed Computing for Exact Gaussian Processes on 10 Million Data Points

arXiv:2512. 06143v2 Announce Type: replace Abstract: Despite a large corpus of recent work on scaling up Gaussian processes, a stubborn trade-off between computational speed, prediction and uncertainty quantification accuracy, and customizability persists.

By Marcus M. Noack, Mark D. Risser, Hengrui Luo, Vardaan Tekriwal, Ronald J. Pandolfi