arXiv Machine Learning By Sayan Banerjee, Krishnakumar Balasubramanian, Promit Ghosal

Improved Finite-Particle Convergence Rates for Stein Variational Gradient Descent

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arXiv:2409. 08469v4 Announce Type: replace-cross Abstract: We provide finite-particle convergence rates for the Stein Variational Gradient Descent (SVGD) algorithm in the Kernelized Stein Discrepancy ($\mathsf{KSD}$) and Wasserstein-2 metrics.

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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
Jul 21

Scaling Limits of Constant-Stepsize SGD at Flat Minima

arXiv:2607. 16384v1 Announce Type: new Abstract: For stochastic gradient descent (SGD) with a constant stepsize $\alpha$, the invariant law of the iterates, centered at a minimizer, describes the behavior of the algorithm over long time horizons.

By Jingyi Zhang, Cheng Mao, Debankur Mukherjee
arXiv AI
Jun 8

A Temporal Spatial Minimax Rate for Smoothly-Varying Distributions in Wasserstein Space

arXiv:2606. 07325v1 Announce Type: cross Abstract: We study the minimax rate of estimating a future value $\mu_{t_n+h}$ of a curve $t\mapsto\mu_t$ in the $2$-Wasserstein space $\mathcal{P}_2(\mathbb{R}^d)$ from finitely many noisy snapshots of its past, under an adiabatic bound $\|\nabla_t^k v\|\le\varepsilon$ on the $k$-th covariant derivative of the velocity field.

By Munsik Kim
arXiv Machine Learning
Jun 11

Bernstein-Schur Kernels: Random Features by Sketched Modulation and Radial Randomization

arXiv:2606. 11255v1 Announce Type: new Abstract: Bernstein--Schur kernels are products of a finite-feature kernel (one with an explicit finite-dimensional feature map) and a completely monotone shift-invariant kernel: nonstationary kernels that fall between the shift-invariant and dot-product templates random features usually exploit, so in general neither Bochner sampling nor polynomial sketching applies to the full kernel directly.

By Taha Bouhsine