cs.LGSep 28, 2026

Subgroup Rank-1 Lattice for Practical High-dimensional Black-box Integral Approximation

Authors: Yueming Lyu

Organizations: Centre for Frontier AI Research (CFAR) Agency for Science, Technology and Research (A*STAR) 1 Fusionopolis Way #16-16 Connexis Singapore, 138632

Abstract

Estimating integrals of black-box, high-dimensional functions, from expectations and kernel mean embeddings to the softmax kernel in self-attention, is a basic subroutine in machine learning. Rank-1 lattice rules suit this setting: they query the integrand only at a fixed point set and need no gradients. When the nn points serve as a design matrix X∈Rn×dX\in\mathbb{R}^{n\times d} for a feature map, however, computing Ψ(X)⊤vΨ(X)^\top v or Ψ(X)wΨ(X)w for an elementwise nonlinearity ΨΨ costs O(nd)O(nd) time and memory for any standard quasi-Monte Carlo point set. We study subgroup rank-1 lattices, whose Korobov generator (1,t,…,td−1)(1,t,\dots,t^{d-1}) uses a scalar tt of fixed multiplicative order mm. Splitting Fn×\mathbb{F}_n^\times into cosets of ⟨t⟩\langle t\rangle reduces both maps to short cyclic correlations evaluated by FFT, giving exact results for arbitrary ΨΨ in O(nlog⁡m)O(n\log m) time and O(n)O(n) memory, without forming XX. Since fixing mm falls outside classical component-by-component theory, we prove convergence directly: via resultants with the cyclotomic polynomial ΦmΦ_m, the squared worst-case error in the Korobov space decays as O(n−(α−1)/(m−1))O(n^{-(α-1)/(m-1)}) for prime m≥d+1m\ge d+1, and this threshold is exact. Using the splitting of nn in Q(ζm)\mathbb{Q}(ζ_m), averaging over the m−1m-1 admissible generators improves the constant by a factor Θ(m−1)Θ(m-1). Empirically, the subgroup lattice beats Gaussian and orthogonal random features and scrambled Sobol' and Halton points in 49 of 54 synthetic kernel-estimation settings and all 45 softmax-attention settings on nine real datasets, and builds a sample set with d=2048d=2048, n≈4.1×107n\approx4.1\times10^7 in 2.3 ms.

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