We first prove spectral convergence of the random feature method (RFM) for multidimensional targets in Sobolev, Gevrey, ultra-analytic, and bandlimited classes. The analysis establishes general high-probability approximation estimates in the interpolation scale generated by a kernel integral operator. On a single event determined only by the sampled features, one random space approximates every target in a prescribed source ball; moreover, for each target, a single coefficient vector defines an approximant that attains spectral accuracy simultaneously in all admissible error norms. For both regularity-adapted frequency distributions and uniform distributions on growing frequency windows, the resulting rates range from super-exponential to algebraic, depending on the regularity of the target. Second, we establish abstract error estimates for strong- and weak-form RFM discretizations, thereby converting the preceding approximation bounds into convergence estimates for multidimensional second-order elliptic boundary value and eigenvalue problems. Finally, for random feature matrices (RFMtxs), we prove super-exponential singular-value decay with Fourier features and exponential decay with $\tanh$ features, together with corresponding condition-number lower bounds. The analysis identifies a common mechanism: the same spectral approximation that yields high accuracy also drives severe ill-conditioning.
This paper introduces the Sierpiński-Knopp (SK) Wasserstein distance, a fast metric between persistence diagrams. The SK-Wasserstein distance, denoted $d_{\mathrm{SK}}$, maps diagram points and their diagonal projections to the unit interval via the Sierpiński-Knopp space-filling curve on the upper diagonal triangle. The encoded point sets are then efficiently matched via one-dimensional optimal assignment, in \(O(N\log N)\) steps, yielding an explicit diagonal-aware point assignment between the two input persistence diagrams. We show that the SK-Wasserstein distance controls the classical \(2\)-Wasserstein distance between diagrams, admits an explicit isometric embedding into a Hilbert space, and induces a positive-definite Gaussian kernel, making the resulting geometry directly compatible with Euclidean and kernel-based learning methods. A tighter surrogate dissimilarity, noted \(W_Γ\), is also introduced based on the point assignments along the curve. Experiments on 12 scientific collections comprising 227 diagrams show median per-collection speedup of \(d_{\mathrm{SK}}\) over state-of-the-art approximations of \(W_2\) is \(626\times\), while the aggregate speedup over the full benchmark is \(2100\times\). Average-linkage partitions obtained from \(d_{\mathrm{SK}}\) and \(W_Γ\) each exactly match the corresponding \(W_2\) partition on 8 of the 12 collections. Hilbert \(k\)-means and Gaussian spectral clustering, both based on \(d_{\mathrm{SK}}\), achieve mean adjusted Rand indices (ARI) of \(0.756\) and \(0.800\), respectively, with respect to the benchmark reference partitions, compared to \(0.750\) obtained by average linkage on \(W_2\). The Gaussian \(d_{\mathrm{SK}}\) kernel supports other kernel-based analysis tasks, as illustrated by its use for contiguous segmentation of ordered diagram collections in our experiments.
Multiple kernel $k$-means integrates complementary nonlinear similarities by learning a combination of base kernels. Its pointwise optimization, however, is sensitive to noisy and boundary samples and repeatedly operates on sample-scale kernel matrices. Granular-ball representations organize local sample groups into mesoscopic units, but granular balls generated once in the input space may be inconsistent with the fused-kernel geometry that evolves during multiple kernel learning. We propose dynamic kernel-space granular-ball multiple kernel $k$-means (DK-GBMKKM). The method generates granular balls in the current fused kernel space and alternates kernel-weight learning with granular-ball membership updates, allowing the representation to adapt to changes in the fused-kernel geometry. A sample-size-weighted granular-ball kernel is further constructed to preserve the contributions of balls of different sizes, and its positive semidefiniteness and related equivalence properties are established. Experiments on 12 public datasets demonstrate the strong overall clustering performance of DK-GBMKKM. The code has been open-sourced for reproducibility: https://github.com/lianxiaoyu724/DK-GBMKKM.
Angle-encoded quantum kernels on tabular data collapse when the feature map is wider than the intrinsic dimension of the data. We propose the correlation fractal dimension D2 as an a priori qubit budget: encode D2 coordinates chosen by FD-ASE instead of the PCA-95% width or all E attributes. On nine data sets and a statevector simulator (n= 32), a one-layer ZZ fidelity kernel at q=D2 stays geometrically alive while the same kernel at the PCA-95% width has already collapsed. The budget is map-dependent: product-state and IQP maps overshoot it; a second ZZ layer undershoots it. Packed dense-angle and re-uploading encodings still live at the fractal q, but not when PCA-95% features are stacked onto those qubits. Shrinking the angle bandwidth moves the ZZ knee later; stretching it kills the kernel earlier. On IBM Quantum (ibm_fez, 256 shots, n=8) the one-layer ZZ kernel at the fractal width matches the exact kernel (MAE 0.021); past that width both hardware and simulator have collapsed. The ceiling is a property of the map-data pair at a stated bandwidth, not of the classical table alone.
In online retailing, when a product sells out, a retailer often sees only the units sold, not how many customers would have bought it had inventory been available. However, the inventory level determines how much demand is revealed, and this information can influence subsequent decisions and future profits. We study an online selling problem in which, in each round, the seller observes a market context and then makes pricing and stocking decisions based on censored sales data from previous rounds. The challenge is to learn a context-dependent pricing and stocking policy without assuming a particular formula for demand or observing realized profit. To overcome this difficulty, we propose a Mean-Calibrated Kernel UCB (MCK-UCB) algorithm that turns each incomplete sales record into a reliable guide for both inventory and price decisions, using data from past rounds with similar market conditions. This design allows us to learn while serving customers, without a separate exploration phase or the need to recover all demand hidden by stockouts. We prove the minimax optimality of the proposed algorithm, with strictly faster rates when expected profit varies more smoothly with price. Comprehensive numerical experiments have been conducted to confirm the effectiveness of the proposed algorithm.
Lorenzo Rizzi, Arie Wortsman Zurich, Bruno Loureirostat.ML cs.LG
We study kernel ridge regression under anisotropic Gaussian data, where the input covariance decays as a power law with exponent $α\geq 0$ for polynomial inner-product kernels. We derive asymptotically sharp expressions for the kernel spectrum and the generalization error in the polynomial high-dimensional regime $n=Θ(d^κ)$, revealing how anisotropy reshapes the learning curves. For weak anisotropy ($0<α<1$), the problem remains effectively high-dimensional and retains some features of the isotropic case, while departing from it in others: the variance still peaks at integer sample complexities $κ\in\mathbb{N}$, but these peaks are progressively damped as $α$ grows; meanwhile, for targets strongly aligned with the data's principal directions, the bias drops at fractional sample complexities, decoupling the bias transitions from the interpolation peaks. For strong anisotropy ($α> 1$), the effective dimension of the problem is constant, and the variance stops depending on sample size altogether, plateauing under ridgeless interpolation or vanishing at an explicit rate under fixed ridge penalty. The bias undergoes a sharp transition governed by the target's decay rate: below a threshold, learning is abrupt rather than gradual; above it, the bias decays as a power law that recovers the classical source and capacity rates. We finally specialize these results to single-index targets, showing how the alignment of the index with the data's principal directions determines the effect of anisotropy on learning. Together, our results clarify how the input geometry shapes the kernel features and fundamentally impacts its generalization properties.
Toni Karvonen, Chris J. Oatesstat.ML cs.LG math.NA math.ST
Kernels measure similarity or correlation in tasks such as regression and classification. The Gaussian kernel, other names of which include squared exponential and radial basis function kernel, is one of the most popular in Gaussian process regression. We argue that the Gaussian kernel is best avoided and should never be used as a default. The argument rests on two results demonstrating that the Gaussian kernel is extremely brittle. First, the Gaussian kernel gives rise to a conditional variance that is unrealistically small. If the variance is used to quantify predictive uncertainty, catastrophic overconfidence is almost inevitable. Second, a small variance goes hand in hand with numerical ill-conditioning, so that to use the Gaussian kernel in practice requires tricks such as nugget terms that effectively modify the underlying regression or classification model. These problems are caused by the unnatural smoothness of the Gaussian kernel, a fact we are far from the first to take notice of. The problem is not the Gaussian form itself but the analyticity of the kernel: Our argument is more broadly that analytic kernels are best avoided. For stationary kernels analyticity is essentially equivalent to an exponential decay of the spectral density.
Similarity in many decision systems is governed not by distance alone but by interactions among variables. In fraud and anomaly detection, small local perturbations can cross interaction-sensitive decision boundaries while leaving ambient distance almost unchanged. Motivated by this setting, we introduce a thin-slab interaction model and an interaction-driven quantum kernel constructed from entangled Pauli-string feature maps. The feature map explicitly encodes sparse high-order block interactions. We show that the resulting fidelity kernel is positive semidefinite, admits an exact block-factorized formulation, and induces a geometry sensitive to changes in interaction regime. Across balanced and imbalanced synthetic experiments spanning third-, fourth-, sixth-, and eighth-order interactions, the proposed kernel consistently outperforms linear, radial basis function, Laplacian, and polynomial kernels, as well as an engineered-interaction linear baseline supplied with the planted block products. On real fraud-detection benchmarks, it achieves the highest mean accuracy and F1 on Credit Card Fraud Detection and ranks second on IEEE-CIS Fraud Detection. These findings show that quantum-kernel performance depends on alignment between feature-map geometry and the underlying predictive structure, rather than on Hilbert-space dimension alone. Because the prescribed block-factorized kernel can also be evaluated exactly on a classical computer, the results establish predictive and representational value rather than computational quantum speedup.
Sara Malacarne, Andrea Ceni, Claudio Gallicchiocs.LG cs.NE stat.ML
Reservoir computing (RC) couples a fixed recurrent dynamical system with a trained lightweight readout, but this efficiency is partly lost during hyperparameter selection: the recurrent gain, input scale, and leakage rate determine the reservoir's stability and temporal processing regime and are usually tuned through many rollouts. We introduce a deterministic, pilot-informed selector for leaky linear reservoirs followed by coordinate-wise nonlinear features. Free probability yields cross-lag propagation coefficients that summarize how the reservoir mixes past inputs. In the large-width limit, these coefficients define a deterministic temporal kernel that approximates the finite-reservoir feature geometry. Kernel ridge regression on a short labelled pilot sequence therefore ranks candidate operating regimes without instantiating or rolling out a reservoir, and the selected configuration transfers across widths. Across ten synthetic temporal benchmarks, zero-rollout selection obtains a mean deployment score of $0.772$, compared with $0.774$ for exhaustive simulation-based search, while avoiding $156\,600$ selection rollouts. With a small rollout budget, the proposed ranking provides the strongest mean performance at every tested budget and reaches the exhaustive reference using $4.8\%$ of its rollout cost. On four public electricity-transformer-temperature (ETT) forecasting datasets, five retained candidates recover the exhaustive operating point on three datasets. On multivariate cellular-traffic forecasting, 15 rollouts per cell reach the 462-rollout exhaustive reference and outperform random search and Bayesian optimization at low budgets. These results position free-probability kernels as deterministic surrogates for selecting reservoir operating regimes when validation rollouts are scarce.
This short work describes an extension of the permanental process model which includes fixed effects. By starting with a prior on the fixed effects coefficients we show that, in the diffuse prior limit, the intensity function of the permanental process can be found using the representer theorem and naturally decomposed into a fixed effects term and a function which is an element of a Reproducing Kernel Hilbert Space (RKHS). We show that the limiting equivalent kernel defines an RKHS whose squared norm is exactly the limiting penalty. This allows for straightforward scientific interpretation of permanental process models and the easy incorporation of domain knowledge into the estimation process.
We present a training-free method for multi-modal trajectory prediction that achieves comparable accuracy to a 57M-parameter transformer while requiring no GPU and zero learned parameters. The method builds a transition table of historical state-to-next position pairs and retrieves neighbors using a product kernel over spatial proximity, bearing, speed, and temporal context. Two inference modes operate over this shared representation: diversity-penalized sampling produces trajectories covering distinct plausible routes, while beam search finds the highest-likelihood path. On the TrAISformer benchmark (Danish Maritime AIS), our method achieves competitive accuracy at full data availability and dramatically outperforms the transformer in data-scarce regimes---remaining stable down to 10% of training data where TrAISformer degrades catastrophically. This enables deployment in new geographic regions from an order of magnitude less historical data.
Claims about the benefit of depth depend on the complexity assigned to a representation. We introduce the \emph{Variation Brownian Kernel Ladder} (VBKL), a path-atomic function-space framework that separates nonlinear recursive dictionary construction from linear variation superposition. Starting from linear projections, each atom recursively composes unit-ball profiles from the Brownian reproducing kernel Hilbert space; the full VBKL space is then the signed-measure variation hull of the completed dictionary. We identify each recursive dictionary as a union of Brownian pullback RKHS balls and establish variation-controlled Hölder regularity, compactness and attainment, and strict growth with depth under a local non-degeneracy condition whose trace lies in the support of the input measure. For associated finite lower-support architectures, we derive Rademacher and generalization bounds through Brownian quadratic chaos, signed threshold traces, and VC entropy. We also construct two-stage approximants by discretizing the outer measure and the selected outer Brownian profiles, obtaining an $M^{-1/2}+m^{-1/2}$ error bound, a sharp interpolation constant $\sqrt{A/2}$, and at most $2M$ active outer-profile basis contributions per evaluation. Controlled experiments illustrate the approximation mechanisms and indicate a favorable limited-data accuracy--complexity trade-off.
Random vector functional link (RVFL) networks are lightweight and fast neural models that offer efficient training and strong generalization through randomized hidden-layer weights and direct input-output connections. However, conventional RVFL models are sensitive to noisy labels, outliers, and imbalanced data, which limits their performance in real-world applications. To address these challenges, we propose the kernel risk-sensitive mean p-power based RVFL (KRPRVFL) model, which integrates the computational efficiency of RVFL with the robustness of the kernel risk-sensitive mean p-power (KRP) criterion. By replacing the standard least-squares objective with a KRP-based loss, KRPRVFL adaptively reduces the influence of corrupted or unreliable samples during training, resulting in improved stability and generalization. Additionally, a collaborative learning mechanism is introduced to enable adaptive interaction among model components, further enhancing robustness in complex and noisy environments. The proposed framework also leverages kernel-induced feature mapping to capture nonlinear relationships without requiring explicit hidden-layer selection, maintaining both efficiency and scalability. Extensive experiments on UCI and KEEL benchmark datasets demonstrate that KRPRVFL consistently outperforms baseline models in terms of accuracy, robustness, and statistical significance, highlighting its effectiveness as a fast, scalable, and reliable solution for challenging classification tasks.
Fair representation learning with a continuous sensitive attribute $S$ requires a representation $Z$ that is statistically independent of $S$. Existing criteria, including generalized demographic parity, the expectation of integral probability metrics (EIPM), and mutual information, enforce this independence by averaging a per-value discrepancy between the conditional law $P_{Z \mid S=s}$ and the marginal $P_Z$ over the law of $S$. This approach requires a nonparametric surrogate for the conditional law at each sensitive value. We propose evaluating independence through a single joint discrepancy $d\left(P_{Z, S}, P_Z \otimes P_S\right)$ between the joint law and the product of its marginals. We establish a disintegration identity; on decomposable witness classes it equals the conditional-integral functional that EIPM and generalized demographic parity instantiate. By reaching the same target without the conditional law, this discrepancy can be estimated directly from samples via a dependence statistic rather than conditional smoothing. We take the Hilbert-Schmidt independence criterion (HSIC) as an instance of the joint discrepancy $d$ to investigate the statistical efficiency of replacing the conditional formulation. The HSIC estimator is a closed-form $O\left(n^2\right)$ statistic that converges at the $O\left(n^{-1 / 2}\right)$ rate, in contrast to the nonparametric $O\left(n^{-2 / 5}\right)$ rate of the conditional-route estimators. We prove this instance is equivalent to the conditional maximum mean discrepancy (MMD) integral up to an explicit spectral tail. The corresponding algorithmic implementation, i.e., FRHSIC, attains fairness-accuracy tradeoffs comparable to conditional-route basel es while reducing per-epoch training time.
Unsupervised time-series domain adaptation (DA) addresses the challenge of transferring a classifier from a labeled source domain to an unlabeled target domain under distribution shifts induced by different users, sensors, devices, acquisition conditions, or temporal dynamics. Existing methods typically mitigate this shift by aligning marginal feature distributions through adversarial training, optimal transport, or moment-based discrepancies. In this paper, we propose Class-Conditional Path Distribution Alignment (CPDA), a non-adversarial discrepancy-based framework that aligns source and target class-conditional latent path distributions rather than only global feature marginals. CPDA introduces a composite signature-spectral kernel that jointly captures pooled semantic features, temporal path structure, frequency-domain information, and low-rank path-signature dynamics, while using source labels and target soft pseudo-labels to perform class-preserving alignment. We further provide a theoretical analysis showing that CPDA defines a valid kernel discrepancy, admits existing moment-matching methods as restricted cases, and yields a class-conditional target-risk bound. Extensive experiments with CNN, ResNet18, and TCN backbones on 13 different time-series DA benchmarks demonstrate the effectiveness of CPDA against 30 discrepancy, adversarial, and pseudo-labeling baselines.
Kernel spectral clustering with a single bandwidth can be inadequate for data exhibiting multiple characteristic pairwise-distance scales, a problem particularly prevalent in the high-dimensional regime. We address this issue through a multi-kernel formulation that aggregates kernels with different bandwidths. The bandwidths are selected as prescribed empirical quantiles of the pairwise squared distances, thereby capturing the relevant distance scales without requiring prior population-scale information. We develop a rigorous theoretical analysis of the resulting method under a general high-dimensional, multi-scale mixture model with heterogeneous cluster centers and covariance geometries. We construct a blockwise constant, low-rank informative approximation to the empirical multi-kernel matrix and establish row-wise $\ell_{2,\infty}$ perturbation bounds for its leading spectral components, as well as for the associated normalized Laplacian matrix. These bounds yield observation-level control of the spectral embedding, which is more informative than conventional global eigenspace perturbation estimates. Under suitable eigen-gap and cluster-separation conditions, we show that approximate $K$-means applied to the multi-kernel spectral embedding achieves exact recovery with high probability.
Developing nonlinear models that are both expressive and computationally efficient remains a challenge in machine learning and nonlinear system identification. Tensor network kernel machines (TNKM) address this challenge by combining nonlinear feature representations with compact low-rank tensor-network parameterizations. However, practical and extensible software frameworks for developing TNKM models remain limited. In this work, we introduce "tnkm", an open-source Python library for constructing and training TNKM models using JAX. The library provides a unified interface for combining different feature maps, tensor-network architectures, and optimization strategies, including alternating least squares and gradient-based methods. We demonstrate the capabilities of "tnkm" on nonlinear benchmark problems, showing that the implemented models achieve competitive prediction accuracy while retaining compact parameterizations and efficient training. The proposed framework facilitates reproducible development and application of tensor-network-based learning methods.
Quanling Zhao, Anthony Hitchcock Thomas, Ari Brin +2cs.LG cs.AI
Hyperdimensional computing (HDC) is an approach from the cognitive science literature for solving information processing tasks using data represented as high-dimensional random vectors. The technique has a rigorous mathematical backing, and is easy to implement in energy-efficient and highly parallel hardware like FPGAs and "processing-in-memory" architectures. The effectiveness of HDC in machine learning largely depends on how raw data is mapped to high-dimensional space. In this work, we propose NysHD, a new method for constructing this mapping that is based on the Nyström method from the literature on kernel approximation. Our approach provides a simple recipe to turn any user-defined positive-semidefinite similarity function into an equivalent mapping in HDC. There is a vast literature on the design of such functions for learning problems. Our approach provides a mechanism to import them into the HDC setting, expanding the types of problems that can be tackled using HDC. Empirical evaluation against existing HDC encoding methods shows that NysHD can achieve, on average, 11% and 17% better classification accuracy on graph and string datasets respectively.
Maximiliano Hertel, Ilja Klebanov, Manuel Schaller +1math.DS cs.LG math.NA math.ST stat.ML
Conditional expectation operators (CEOs) and their associated conditional mean embeddings (CMEs) play a central role across applied mathematics and machine learning, appearing in nonparametric regression, Bayesian inverse problems, and Koopman operator theory. A fundamental question is when a CEO maps a function space on $\mathcal{Y}$ into a prescribed function space on $\mathcal{X}$, particularly a reproducing kernel Hilbert space (RKHS). We show that such mapping properties are characterized by the regularity of the Radon--Nikodym density of the conditional law, and establish a simple, verifiable sufficient condition under which the CEO is bounded and Hilbert--Schmidt. For RKHSs norm-equivalent to Sobolev spaces, this condition reduces to Sobolev regularity of the conditional density. The result yields a direct route to validate CME representations and error bounds for Galerkin-type and CME-based estimators. We verify the regularity condition in three settings: nonparametric regression, Bayesian inverse problems, and Koopman operator theory for stochastic dynamical systems. We show in each case that classical regularity results on the underlying probabilistic model imply the required mapping properties. The resulting framework offers a unified perspective on conditional expectation operators across probability, operator theory, kernel methods, and stochastic dynamics.
Álvaro Sánchez-Paniagua Ríos, Juan P. Llerena, Alberto Lastra +2cs.LG stat.ML
The performance of Support Vector Machines (SVMs) critically depends on the kernel function choice, which enables implicit mapping of data into high-dimensional feature spaces. While classical kernels like Radial Basis Function (RBF) remain popular, orthogonal polynomial kernels offer mathematically interpretable alternatives that can incorporate structured prior knowledge. This work extends the orthogonal polynomial kernel paradigm by introducing a novel family based on discrete $q$-Hermite I polynomials, a class of $q$-orthogonal polynomials that generalize classical Hermite polynomials through a deformation parameter $q$. We formally define the q-Hermite kernel and establish its validity under Mercer's theorem. The kernel's inherent boundedness properties naturally prevent annihilation and explosion effects without requiring explicit scaling mechanisms. Extensive experiments across 20 benchmark datasets demonstrate that the proposed kernel achieves competitive performance compared to both classical kernels and other orthogonal polynomial kernels, while offering advantages in numerical stability and computational simplicity. Our results confirm that $q$-orthogonal polynomials constitute a promising direction for kernel design, bridging mathematical elegance with practical machine learning applications, that provides conceptual and algorithmic resources that may be further extended to emerging quantum computing paradigms. To facilitate full reproducibility, we provide the complete implementation and experimental pipeline in an open-access GitHub repository at https://github.com/Kokechacho/SVMs-QSVMs.
Detecting that a stream of high-dimensional embeddings has changed is usually framed as a choice of statistic. We give a scale law that constrains any moment-based choice and test it against topological alternatives. The law: certifying a feature of spatial scale eps carrying mass fraction f requires polynomial tests of degree N* >= log(1/f)/(2 eps), proved via the Chebyshev extremal problem; a Gauss-quadrature construction gives N* >= 4b-1 for a b-scale topology, so cost is set by feature fineness, not feature count. The law is one-sided: we exhibit an annulus whose mean, covariance and all fourth-order moments equal those of a filled disk, yet H_1 is nonzero. Its practical content is a calibration rule. The upper bound is attained by Gaussian test functions, the RKHS witness of an RBF kernel, so the law predicts which bandwidth an MMD test should use: the feature scale. On real embedding streams we measure sigma*/eps with median 1.12 (IQR 1.01-1.52, n=26) over three settings and three scales, and a data-driven bandwidth reaches AUC >= 0.95. Against an adversary optimised against the defender's statistics (mean, covariance, k-NN, kurtosis), only a bandwidth-matched kernel test still detects. For persistent homology the verdict is mixed and depends on choices usually left implicit. The summary matters more than the filtration: total persistence attains recall 0.75 at FPR 1% where the first persistence landscape attains 0.00. What survives is a cost gap, not a power gap: where persistence works it costs 116x kurtosis, which works at least as well. We conclude not that topological summaries are useless, but that on this task a kernel test whose bandwidth the law sets dominates them.
Adversarial training has emerged as a powerful approach for protecting models against adversarial attacks in a broad range of real-world applications. In this paper, we study adversarial training in the reproducing kernel Hilbert space (RKHS) framework through the associated kernel integral operator. We first derive source-uniform generalization error bounds for the RKHS adversarial training estimator in terms of the robustness level, sample size, source smoothness, and kernel spectrum. On a fixed polynomial-spectrum model, we further establish a matching lower bound showing that the optimally balanced generalization rate can be slower than the minimax prediction benchmark. This result reveals a loss of statistical accuracy in adversarial training. Our analysis shows that this loss arises from the interaction between adversarial robustness and observation noise: the noise contribution in the mixed robustness term slows the approximation rate, although the same term reduces the estimation complexity. To address this limitation, we propose a two-stage noise-debiased procedure that estimates and removes the noise contribution from the mixed term. The resulting estimator improves the generalization rate and attains the minimax polynomial rate, up to a logarithmic factor, when the robustness level is selected at the stated sample-dependent order. Our results characterize the generalization behavior of adversarial training in a nonparametric framework and provide a new interpretation and a principled solution for the trade-off between adversarial robustness and generalization. Numerical experiments support the theoretical findings and demonstrate the effectiveness of the proposed method.
Jose Cribeiro-Ramallo, Florian Kalinke, Zoltán Szabóstat.ML cs.LG math.ST
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. Their fastest estimators are known to converge at a parametric rate---$n^{-1/2}$---under mild conditions. While this rate is known to be minimax optimal on $\mathbb R^d$ under strict assumptions with bounded kernels, little is known about its optimality beyond the finite-dimensional Euclidean setting with unbounded kernels. In this work, we prove that the minimax lower bound of estimation of the most popular kernel discrepancies (maximum mean discrepancy, Hilbert-Schmidt independence criterion and kernel Stein discrepancy; MMD, HSIC, KSD) is $n^{-1/2}$ on general topological spaces, and under mild assumptions on the kernel; the same rates are shown (as corollaries) to hold for the estimation of the mean embedding and the centered cross-covariance operator. Our results settle the question of optimal estimation of these kernel discrepancies.
Masoud Badiei Khuzani, Sharath Honnaiah, Atiq Islam +2cs.LG cs.AI
Randomized features provide a scalable approximation to kernel machines, but their performance depends strongly on the choice of feature distribution. We propose a particle-based method that learns this distribution by optimizing kernel-target alignment while regularizing particles with a Riesz/Coulomb repulsive potential. The resulting Hamiltonian yields diverse, task-adaptive random features and admits a mean-field description through a McKean--Vlasov equation. We instantiate the method in linearized Transformer attention by learning positive random-feature maps in a first alignment phase, then freezing the kernel and training the remaining network parameters with cross-entropy. Experiments on synthetic classification and sentence-level benchmarks show that learned kernelized attention can improve accuracy, calibration, and robustness for several feature maps while preserving linear-attention inference complexity.
Yue Yao, Caleb N. Ellington, Jingyun Jia +9stat.ML cs.LG stat.ME
Modern predictive systems are expected to adapt their behavior to the specific situation they are facing. A clinical model should not treat every patient the same; a retrieval-augmented model should change its answer when given different evidence; a mixture-of-experts model should route different inputs to different experts. We call this capability context-adaptive inference: before predicting, the system uses information about the current context to specialize its parameters or computation for that instance. This article provides a unified view of context-adaptive inference across three traditions that are usually treated separately: (i) explicit adaptation in statistics (e.g. varying-coefficient models, local regression, hierarchical sharing), (ii) rapid task-specific adaptation in meta-learning and transfer, and (iii) implicit adaptation in large foundation models via prompting, retrieval, and expert routing. We formalize these approaches under a common objective: to map context $c$ to adapted parameters $θ(c)$, then to predict via $f(x; θ(c))$. Under squared loss, linear prediction heads, and fixed features, we prove that explicit parameter adaptation and implicit routing are mathematically equivalent to kernel ridge regression on joint features of inputs and context. Building on this bridge, we propose practical design principles and evaluation metrics including adaptation-efficiency, routing stability, and context-specific robustness to guide when to specialize, how to constrain that specialization, and how to audit context-adaptive models in deployment. Finally, we identify open problems in identifiability, robustness under distribution shift, and efficient large-scale adaptation, outlining design principles for methods that are scalable, reliable, and transparent in real-world settings.
We show that, up to isotropic scaling, the Gaussian RBF reproducing kernel Hilbert space (RKHS) is asymptotically isometric to Euclidean space in the large bandwidth limit. This strongly suggests that kernel-based constructions reliant on metric properties of the RKHS will yield results for Gaussian RBF kernels that similarly approach those of linear kernels for large bandwidths. The asymptotic behavior of Gaussian CKA can be understood in this light. We further consider kernel PCA, showing that Gaussian RBF eigenvalues, eigenprojections, and principal components all converge to those of classical (linear) PCA as bandwidth $σ\rightarrow \infty$. For a given data representation, both the RKHS feature embeddings and the orthogonal PCA eigenframes of the two kernel types differ asymptotically by a geometric similarity transformation, up to a residual of size $O \left (\fracρσ \right )^2$, where $ρ$ is a measure of geometric eccentricity of the representation, equal to the ratio of maximum to median pairwise distance between data examples. Experiments over a diverse collection of data sets demonstrate that $ρ$ provides a simple and reliable predictor of dataset-specific convergence behavior in the top principal directions.
We introduce the Directional Kernel Mean Difference (DKMD), a signed statistic for univariate distribution comparison that preserves the direction of distributional shifts. Unlike the squared Maximum Mean Discrepancy (MMD), which discards directional information by squaring the RKHS distance, DKMD integrates the difference of kernel mean embeddings against a fixed odd weighting function. This construction yields three structural properties: antisymmetry, immunity to symmetric distributional differences, and directional monotonicity under stochastic dominance. We derive a data-driven Riemann estimator that ensures asymptotic consistency with the continuous formulation, strictly preserving the theoretical guarantees of the signed statistic in empirical evaluations. To overcome the quadratic computational cost of kernel methods, we develop an $O(N \log N)$ prefix--suffix scanning algorithm that exploits the total order of the real line while requiring only $O(N)$ memory. Experiments on synthetic benchmarks demonstrate that DKMD correctly isolates directional shifts from symmetric perturbations, remains robust to heavy-tailed outliers that can flip the sign of the mean difference, and scales to millions of samples in seconds.
Most existing nonlinear adaptive filtering algorithms only account for output noise, neglecting the fact that input noise is also prevalent in practice. Although the recently proposed bias-compensated kernel least mean square (BCKLMS) algorithm addresses input noise in the nonlinear errors-in-variables (EIV) model, it still suffers from two major limitations. First, the use of a fixed-size dictionary restricts network growth but also prevents it from fully capturing the characteristics of the input signal. Second, as an least mean square (LMS) based algorithm, it exhibits poor robustness in the presence of non-Gaussian noise in the output signal. To overcome these issues, this paper proposes the random Fourier bias-compensated filter under general adaptive function (RFFBCGA) algorithm. Within the random Fourier feature based bias-compensated (RFFBC) framework, the proposed algorithm not only maintains a fixed network structure and effectively mitigates input noise interference through the BC term, but also achieves improved characterization of the input signal. Moreover, by leveraging the flexible form of the general adaptive (GA) function, the algorithm's robustness across various noise scenarios is further enhanced. Extensive simulations, including real-world time series prediction tasks, demonstrate the superiority of the proposed method.
Kernel methods are powerful tools in machine learning but commonly used full-Gram kernels face three key limitations: (1) quadratic scaling with training set size; (2) the use of fixed, non-trainable kernels; and (3) the absence of an intrinsic formulation for multiclass classification. We present McQuack, a trainable quantum kernel method for multiclass problems that achieves linear scaling in the number of training samples. This is accomplished by replacing the full training-set Gram matrix with a trainable sample-to-(class-centroid) fidelity matrix. We evaluate the model in simulation and on 124 qubits of two IBM devices, across more than 150 datasets. In simulation, McQuack outperforms existing "pure" quantum baselines, while results from hardware inference -- obtained without training -- achieve performance similar to an RBF kernel. Finally, we study the trainability of the model and observe no evidence of barren plateaus in our experiments with up to 13 qubits, and highlight the importance of parameter initialization for successful optimization.
Improved Kernel Partial Least Squares (IKPLS) algorithms 1 and 2 are among the fastest PLS calibration algorithms. This article focuses on two shared steps, the computation of the $\mathbf{X}$ rotations, $\mathbf{R}$, and the $\mathbf{Y}$ loadings, $\mathbf{Q}$, and accelerates both. For $\mathbf{R}$, term-by-term accumulation is replaced by a direct evaluation strategy that requires the same number of multiplications but parallelizes better on modern hardware. For $\mathbf{Q}$, I identify - to the best of my knowledge, for the first time - equivalences showing that each $\mathbf{Y}$ loading is obtainable, up to explicitly derived constants, from quantities already computed earlier in the same iteration, and I exploit them in IKPLS to reduce the cost of each loading from $Θ\left(KM\right)$ to $Θ\left(M\right)$ operations whenever $M = 1$ or $2 \leq M < K$, with $K$ predictor variables (number of columns in $\mathbf{X}$) and $M$ response variables (number of columns in $\mathbf{Y}$). Both improvements provably yield exactly the same $\mathbf{W}$, $\mathbf{P}$, $\mathbf{Q}$, $\mathbf{R}$, and $\mathbf{T}$ as the original algorithms. Benchmarks with NumPy (CPU) and JAX (GPU) show speedups of up to two orders of magnitude for the isolated steps and of approximately $2\times$ (CPU) and $6\times$ (GPU) for entire fits. Both improvements are implemented in the free, open-source Python package \texttt{ikpls}.