arXiv Machine Learning

Equilibrium Distribution for t-Distributed Stochastic Neighbor Embedding with Generalized Kernels

The paper investigates the large‑sample variational problem for t‑Distributed Stochastic Neighbor Embedding (t‑SNE) using a broad class of input and output kernels. It shows that an entropy equation uniquely determines the scale parameter of the input kernel at interior points of positive density, and provides sufficient conditions for the existence and uniform boundedness of solutions across the entire support. Under these conditions, together with a decay assumption on the output kernel, the discrete optimal values converge to a continuum minimum, and empirical measures of approximate minimizers are tight after translation, yielding compactly supported minimizers that satisfy the equilibrium equation. The study includes Gaussian and, in two dimensions, Cauchy output kernels, and presents numerical comparisons of two‑dimensional representations obtained with different kernels.

arXiv Machine Learning
Jul 28

Minimax Lower Bounds of Kernel Discrepancy Estimation: MMD, HSIC, KSD

arXiv:2607. 24235v1 Announce Type: cross Abstract: Over the past 20 years, kernel discrepancies have been leveraged as a highly powerful tool for quantifying the disagreement of distributions, with numerous successful applications in two-sample, goodness-of-fit, and independence testing, among others.

By Jose Cribeiro-Ramallo, Florian Kalinke, Zolt\'an Szab\'o
arXiv Machine Learning
Aug 10

A proximal subgradient method for nonconvex stochastic optimization under the Kurdyka-{\L}ojasiewicz condition

arXiv:2608. 05460v1 Announce Type: cross Abstract: This work introduces a proximal stochastic subgradient method for minimizing the sum of an expected cost, whose integrand is potentially nonsmooth and nonconvex, and a lower semicontinuous, prox-bounded function.

By Felipe Atenas, Alejandro Jofr\'e, Pedro P\'erez-Aros, David Torregrosa-Bel\'en
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