Functional data analysis is an important statistical field that treats data as random functions. In practice, the random functions are often not fully observed but instead measured at discrete times. While simpler problems, such as mean and covariance estimation, have been widely studied for discretely observed data, optimal estimation of linear regression for this data type has remained unsolved for over two decades. To tackle this fundamental challenge, we propose a novel approach, referred to as pooling ridge estimation, which combines the advantages of pooling strategy and RKHS-based method by incorporating the unbiased estimation of operators based on discretely observed measurements from all subjects. This unified estimation framework enables us to achieve minimax optimality in prediction risk in arbitrary sampling schemes ranging from sparse to dense designs, for both scalar-on-function and function-on-function regression models. Such methodological and theoretical advances are obtained for the first time and accurately reveal the influence of discrete sampling. For scalar-on-function regression, the phase transition occurs once, separating the convergence behavior into two distinct regimes. Remarkably, for function-on-function regression, up to three phase transitions may occur, determined by the sampling frequencies of the predictor/response functions. Finally, simulation experiments and two real data examples provide empirical support for the proposed methods.
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.
Mahdi Mohammadigohari, Thomas Borsani, Giuseppe Di Fattacs.LG
We develop operator-theoretic generalization bounds for deep multi-output function classes by representing network layers as Koopman composition operators on vector-valued reproducing kernel Hilbert spaces. In vector-valued Sobolev RKHSs, we derive Rademacher complexity bounds for invertible and width-expanding injective architectures. The estimates separate the output-coupling contribution, represented by the trace of the task matrix, from the layerwise operator norms, Sobolev symbol ratios, determinant factors, and restriction constants generated by the linear maps. We then analyze a distinct one-dimensional Brownian/Cameron--Martin regime. Using the exact anchored derivative-norm characterization of the vector-valued Brownian RKHS, we obtain layerwise bounds for domain-preserving scalar linear maps and anchored diffeomorphic activations; the corresponding factors scale as $|W_l|^{1/2}$ and $\|σ_l'\|_\infty^{1/2}$, respectively, and do not involve Sobolev smoothness exponents. Because the Sobolev and Brownian results concern different hypothesis spaces, neither is asserted to dominate the other uniformly. We additionally formulate shared operator learning across tasks, prove a finite-rank representer theorem, derive the exact finite-dimensional problem for squared loss, and establish a target-transfer bound when the learned operator is obtained independently of the target sample. Synthetic and MNIST studies examine stabilized Sobolev-inspired and Brownian-inspired complexity proxies; these empirical proxies are not evaluations of the proved bounds for rank-deficient architectures.
We propose a new framework for machine-learning-oriented argument analysis tasks. Our proposal involves replacing traditional contextualized word embeddings used in most NLP tasks with logical embeddings, an alternative encoding that directly exploits argumentation structures. In essence, logical embeddings encapsulate the logical semantics of an argument, allowing for a better representation of its meaning. Supporting these embeddings is a mathematical logic-based similarity measure that offers a transparent notion of proximity and is guaranteed to satisfy several desirable theoretical properties that current cosine similarity-based contextualized word embeddings cannot assure. This similarity measure induces a positive semi-definite kernel on the set of arguments, enabling us to uniquely define logical embeddings using the theory of Reproducing Kernel Hilbert Spaces (RKHS). Moreover, we prove that this encoding is optimal, in the sense that no logical information is lost in the process. As with other RKHS applications, logical embeddings can be used in numerous supervised and unsupervised tasks. We provide an implementation of the method and aim to test it against literature benchmarks. Additionally, we demonstrate that logical embeddings outperform most standard embedding methods on a classification task.
We study the expected improvement (EI) policy for minimizing a deterministic objective function $f$ on a nonempty compact set $\mathcal X \subset\mathbb R^d$. We assume that $f$ belongs to the RKHS $\mathcal H_k$ of a continuous positive-semidefinite kernel $k$ on $\mathcal X$. Function values are observed exactly, and EI is computed from a fixed zero-mean Gaussian-process model with covariance $σ^2k$. After an initial design, the policy queries a point whose EI is at least a fixed positive fraction of its maximum. We identify the normalized posterior standard deviation at a candidate point $x$ with the norm of the corresponding innovation in the canonical feature space, namely the component of $k(x,\cdot)$ orthogonal to the span of the preceding evaluation representers. Sequential separation radii bound the ranked innovation norms along arbitrary query sequences. We estimate these radii using Gram determinants and Kolmogorov widths for subspaces of different dimensions, then combine the estimates with a one-step regret inequality to obtain finite-budget bounds for simple regret. After $N$ post-initial queries, simple regret is $O(N^{-ν/d})$ for isotropic Matérn kernels of smoothness $ν>0$. For the isotropic squared-exponential kernel, simple regret is $O(\exp[-c_1\min\{N, N^{1/d}\log(eN)\}])$ for some $c_1>0$. With exact EI maximization, it is $O(\exp[-c_2N^{1/d} \log(eN)])$ for some $c_2>0$. For every fixed $B\geq0$, these bounds are uniform over the RKHS ball of radius $B$. If $\mathcal X$ has nonempty interior and $B>0$, then, among deterministic methods whose final recommendation may be any point of $\mathcal X$, the exact EI policy is minimax-rate optimal over the RKHS ball of radius $B$ for Matérn kernels and minimax-rate optimal up to constants in the exponent for squared-exponential kernels.
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.
Building on the large-sample analysis of infinitesimal gradient boosting (Dombry and Duchamps, 2024b), we study the fluctuations of the process around its deterministic limit and establish a functional central limit theorem: the rescaled deviations converge in distribution to a Gaussian process. The analysis is carried out in a reproducing kernel Hilbert space (RKHS) naturally associated with the softmax gradient tree base learner, in which the boosting process is characterized as the solution of an autonomous ordinary differential equation (ODE). The proof rests on a general stochastic perturbation analysis of ODEs in Banach spaces, which is of independent interest: whenever a sequence of vector fields converges and satisfies a central limit theorem, so does the associated ODE solution. We first illustrate this perturbation approach in the simpler setting of kernel gradient flow, where the Gaussian limit admits an explicit characterization, and then consider the more complicated tree-based gradient boosting setting.
We study inverse reinforcement learning for discrete-time, infinite-horizon mean-field games (MFGs) under an average-reward criterion. Expert demonstrations are assumed to arise from a stationary mean-field equilibrium under an unknown reward, and the goal is to recover a policy explaining the observed behaviour via the maximum causal entropy principle. We formulate the inverse problem by enforcing consistency with the expert mean-field term and long-run feature expectations, treating two reward classes within a unified occupation-measure framework. For finite-dimensional linear rewards, we give a convex dual reformulation with an explicit log-partition objective, and prove smoothness and curvature properties justifying constant-step-size gradient descent. For infinite-dimensional RKHS rewards, we develop a Lagrangian relaxation whose inner-maximising policy is characterised by a soft Bellman equation. The main obstacle is the absence of a discount-factor contraction. We resolve this by introducing a minorisation-based sub-stochastic kernel that yields a strict contraction of the soft Bellman operator. We establish Fréchet differentiability and Lipschitz smoothness of the log-likelihood score, leading to a gradient ascent algorithm with convergence guarantees. Two numerical examples, a malware-spread MFG and an RKHS-based consumer-choice model, show that the recovered policies closely match expert behaviour.
Quantifying the influence of hybrid aleatory and epistemic uncertainties on high-dimensional system responses remains a major challenge in global sensitivity analysis (GSA). Existing Hilbert--Schmidt Independence Criterion (HSIC)-based approaches are primarily restricted to single-output settings and lack a rigorous decomposition of heterogeneous uncertainty sources and their interactions. To address this limitation, a novel double-space tensor-product RKHS framework is proposed for sensitivity analysis under hybrid uncertainty. By constructing factorized kernels over both the latent input space and the multidimensional output space, a concurrent double Möbius inversion is derived to orthogonally decompose the global dependence measure into pure aleatory effects, pure epistemic effects, and their interaction contributions. The resulting dimension-wise sensitivity indices preserve the uncertainty attribution structure across all output dimensions. To satisfy the independence assumptions required by the decomposition, an auxiliary-variable representation based on the inverse probability integral transform is introduced, enabling the treatment of hierarchical uncertainties and Copula-induced correlations within a unified latent space. A fully vectorized single-loop implementation is further developed to avoid the computational burden of nested Monte Carlo simulation. Statistical significance and estimation uncertainty are quantified through permutation testing and Bootstrap confidence intervals. Numerical studies on a modified multi-output Ishigami function and an aerodynamic pressure-field problem demonstrate the accuracy, scalability, and practical applicability of the proposed framework.