Kernel Method

Operator learning for partial differential equations (PDEs) aims to learn solution operators on infinite-dimensional function spaces from finite-resolution data. In this setting, it is important for the learned model to be discretization-invariant, or resolution-robust, and to reflect PDE-specific structure. It is therefore natural to ask how such structure should be encoded in the model architecture, hypothesis class, or learning procedure. In this paper, we study operator learning for solution operators of nonlinear parabolic PDEs based on Duhamel--Picard iteration. We formulate Picard iteration as an abstract state-transition model and present a theoretical framework for Picard-type operator learning. We derive implementation-agnostic generalization error bounds that separate the implementation error from the estimation error associated with the abstract state-transition model induced by Picard iteration. A key consequence is that increasing the Picard depth reduces the Picard truncation error without causing an unbounded growth of the entropy-based estimation error. We also extend the analysis to long-time prediction by rolling out the same learned local model over successive time blocks. Finally, we illustrate the theory for nonlinear heat equations on the torus using a Picard-type Fourier neural operator as a concrete implementation.

We introduce the observable Wasserstein distance, a framework for deriving lower bounds on the Wasserstein distance between probability measures on Polish metric spaces, designed to bypass the computational intractability of exact optimal transport in large-scale, non-Euclidean datasets. Analogous to the sliced Wasserstein distance in $\mathbb{R}^d$, our approach projects measures onto the real line via 1-Lipschitz observables and computes the Wasserstein distances between the resulting pushforward distributions. We define a hierarchy of pseudo-metrics by restricting observables to a nested chain of subspaces. A central theoretical contribution is an injectivity result linking the metric covering dimension of the support of a measure to the specific order in the hierarchy that guarantees unique recovery. This serves as a metric-space analogue to the Cramér-Wold Device for Euclidean distributions. We demonstrate that this hierarchy offers a tunable trade-off between sharpness as a lower bound on the Wasserstein distance and computational efficiency. We also present a discrete computational model for finite grids and numerical experiments validating the efficacy and utility of these approximations.

Bayesian optimization (BO) is an efficient framework for optimizing expensive black-box functions. However, it is typically formulated as learning an end-to-end mapping from inputs to scalar objectives, thereby discarding the potentially rich information whenever a structured system output is available. In this work, we study Bayesian optimization over a vector-valued operator with structured measurements, where each measurement observes multidimensional or functional outputs, e.g., trajectories or spatial fields, rather than a single scalar value. The objective is then defined as a linear functional of these measurements. This allows each observation to reveal substantially richer information about the underlying system compared to scalar observations. Assuming the unknown operator lies in a vector-valued reproducing kernel Hilbert space (RKHS), we derive high-probability concentration bounds for the kernel ridge regression (KRR) estimator directly in the measurement space, characterizing uncertainty in a general Hilbert space. Building on these results, we propose an algorithm based on the upper confidence bound (UCB) acquisition function with regret guarantees under mild assumptions, recovering sublinear rates for common kernels. Empirically, we demonstrate that leveraging structured measurements leads to improved sample efficiency by enabling efficient transfer of information across objectives and adaptation to time-varying settings.

Fairness impossibility results often look like distinct scalar incompatibility statements. We show that several share one RKHS geometry: fairness criteria are linear constraints on conditional mean embeddings, and unequal base rates make the law of total expectation overdetermine those constraints. This view yields four results. The Kleinberg--Mullainathan--Raghavan dichotomy needs only group-conditional unbiasedness, not full calibration. The \emph{Pokémon theorem} shows that a distinct group pair satisfying any finite collection of linear mean-fairness criteria leaves a residual violation witnessed by the MMD, decaying at the Kolmogorov $m$-width rate under spectral regularity. The same tools prove an impossibility for fair feature learning: parity and class-conditional separation in representation space force class collapse under unequal base rates. The approximate relaxations yield signal and error frontiers, allowing a trade-off between real-world estimators and fairness goals. Experiments on standard fairness benchmarks are consistent with our bounds.

Reliable short horizon forecasting of solar and wind generation is a structural prerequisite of any modern power system yet most published forecasters are tuned and evaluated on a single climatic regime and most algorithmic novelty has been concentrated either on classical recurrent networks or on monolithic foundation models that combine forecasting and explanation We develop a four stage hybrid framework that separates these concerns The first stage acquires hourly generation irradiance and surface weather records through public application programming interfaces The second stage trains three classical baselines autoregressive integrated moving average gradient boosted regression trees and a two layer long short term memory network and produces a strong point forecast together with a residual error series The third stage corrects the residual through a quantum inspired variational kernel built on a six qubit hardware efficient ansatz with three repeated entangling layers The fourth stage uses generative artificial intelligence strictly as an explainability layer that reads the measured benchmark numbers and produces a structured natural language interpretation Across three regions drawn from open public archives Iberian solar North Sea wind and a mixed Texas trace the proposed configuration stays within one percentage point of the strongest classical baseline on the in domain forecasting task and the quantum inspired kernel separates calm and stormy weather regimes with a Fisher discriminant ratio approximately fifteen fold higher than a tuned radial basis kernel

In machine learning, a critical class of decision-related problems concerns preventing predicted undesirable outcomes, referred to as the \textit{avoiding undesired future} (AUF) problem. To address this, the \textit{rehearsal learning} framework has been proposed to model influence relations for effective decisions. However, existing rehearsal methods rely on restrictive parametric assumptions such as linear systems or additive noise, limiting their practical applicability. In this paper, we propose the first non-parametric rehearsal learning approach for AUF without assuming specific functional forms of data generation processes. Specifically, we use kernel machinery to reformulate the AUF objective into a unified representation that disentangles desirability modeling from action-induced distributional changes. To handle the discontinuity of desirability indicator, we present a smooth Probit surrogate and provide an approximation error bound. Meanwhile, we capture the action-induced changes via conditional mean embeddings, and develop a kernel ridge regression based nested estimator for AUF objective with consistency guarantees. Such a formulation naturally accommodates nonlinear systems and non-additive noise, and empirical results on synthetic and real-data-derived semi-synthetic benchmarks demonstrate the effectiveness and flexibility of our approach.

Convex functionals are ubiquitous in applied analysis, appearing as value functions, risk measures, super-hedging prices, and loss functionals in machine learning. In many applications, however, the functional is only observed through finitely many exact pointwise evaluations. We ask whether a convex functional on a separable Hilbert space $H$ can be reconstructed, up to arbitrary uniform accuracy, by an explicit formula which preserves convexity and Lipschitz regularity and is finitely computable. We answer this affirmatively. For every compact convex $C\subseteq H$, every $L$-Lipschitz convex functional $ρ:C\to\mathbb{R}$, and every $\varepsilon>0$, we construct an explicit finite-sample reconstruction which is convex, $L$-Lipschitz, and uniformly $\varepsilon$-accurate on $C$. The construction uses only finitely many linear measurements $\langle b,\cdot\rangle_H$, with $b$ lying in a finite-dimensional subspace of $H$, and is exactly implementable by a $\operatorname{ReLU}$-MLP. Building on this, we introduce convex neural functionals (CNFs), a structured trainable architecture class containing our reconstruction, whose every admissible parameter configuration is automatically convex and Lipschitz, providing a principled foundation for learning convex functionals from finite data.

Mechanistic accounts of in-context learning (ICL) have identified iterative algorithms for linear regression and related linear prediction tasks, often using linear or ReLU attention variants. For nonlinear ICL, prior work has related softmax and kernelized attention to functional-gradient-type dynamics, but it remains unclear whether a standard transformer with softmax attention can implement a convergent solver with an end-to-end prediction-error guarantee. In this paper, we study in-context kernel ridge regression (KRR) with Gaussian kernels and show that a standard softmax-attention transformer can approximate the KRR predictor during its forward pass by implementing preconditioned Richardson iteration on the associated kernel linear system. Under bounded-data assumptions, we construct a single-head transformer with $O(\log(1/ε))$ blocks and MLP width $O(\sqrt{N/ε})$ that achieves $ε$-accurate prediction for prompts of length $N$. Our construction reveals a functional decomposition within the transformer architecture: softmax attention produces a row-normalized Gaussian-kernel operator needed for cross-token interactions, while ReLU MLP layers act locally to approximate the intra-token scalar arithmetic required by the update. Empirically, we train GPT-2-style transformers on Gaussian-process regression tasks to further test the preconditioned Richardson interpretation. Through linear probing, we compare the transformer's layer-wise predictions with the step-wise outputs of classical KRR solvers and find that its error profiles align most consistently with preconditioned Richardson iteration. Ablation studies further support this interpretation. Together, our theory and experiments identify preconditioned Richardson iteration as a concrete mechanism that softmax-attention transformers can realize for nonlinear in-context Gaussian-kernel regression.

We introduce CUTS-GPR, a new method for performing numerically exact Gaussian process regression (GPR) in high-dimensional settings. The key component of CUTS-GPR is an extremely fast kernel matrix-vector product, which exhibits near-linear or even linear scaling with the amount of training data, $N$, and low-order polynomial scaling with dimensionality, $D$. This is obtained by combining an additive kernel with an incomplete grid and exploiting the resulting structure of the kernel matrix. We demonstrate the scalability of the matrix-vector product by running benchmarks with billions of data points and thousands of dimensions. Full GPR calculations, including hyperparameter optimization, are completed in a matter of hours for $N = 447 265$ and $D = 24$. We demonstrate that our CUTS-GPR enables Bayesian modeling of high-dimensional potential energy surfaces - a longstanding challenge in computational chemistry.

Distributional treatment effects can be invisible to means: a treatment may preserve average outcomes while changing tails, modes, dispersion, or rare-event probabilities. Kernel tests can detect discrepancies between interventional outcome laws, but global tests do not reveal where the laws differ. We propose DR-ME, to our knowledge the first semiparametrically efficient finite-location test for interpretable distributional treatment effects. DR-ME evaluates an interventional kernel witness at learned outcome locations, returning causal-discrepancy coordinates rather than only a global rejection. From observational data, we derive orthogonal doubly robust kernel features whose centered oracle form is the canonical gradient of this finite witness. For fixed locations, we characterize the local testing limit: DR-ME is chi-square calibrated under the null, has noncentral chi-square local power, and uses the covariance whitening that optimizes local signal-to-noise for discrepancies visible through the selected coordinates. This efficient local-power geometry yields a principled location-learning criterion, with sample splitting preserving post-selection validity. Experiments show near-nominal type-I error, competitive power against global doubly robust kernel tests, and interpretable learned locations that localize distributional effects in a semi-synthetic medical-imaging study.

We generalize Jan Willems' behavioral approach to a class of discrete-time nonlinear systems in a vector-valued reproducing kernel Hilbert space (RKHS). Apart from linear time-invariant systems, this class covers nonlinear systems modeled by Volterra series and their autoregressive variants, as well as systems admitting Hammerstein-type state-space realizations. We apply the proposed framework to the problem of data-driven modeling of such systems, i.e., when simulation or control objectives for an unknown system are carried out without an explicit system identification step. To that end, we link the behavioral approach to two data-driven modeling methods in a vector-valued RKHS: (1) minimum-norm interpolation and (2) subspace identification.

The Maximum Mean Discrepancy (MMD) is a cornerstone statistic for nonparametric two-sample testing, but its test power is dictated entirely by the chosen kernel. Because any fixed kernel inherently fails to distinguish certain distributions, the kernel must be dynamically optimized. However, data-driven optimization violates the foundational i.i.d. assumption, forcing a strict trade-off in existing frameworks. Ratio criteria ignore this dependence, inducing overfitting and variance collapse on rich kernel classes. Conversely, aggregation methods bypass the dependence using finite grids, but this strategy cannot scale to continuous search spaces like deep kernels. To break this dichotomy, we establish data-driven kernel selection as a model selection problem. We propose Complexity-Penalized MMD (CP-MMD), a criterion derived by applying the two-sample uniform concentration inequality of preceding works to the post-optimization MMD problem. The resulting penalty bounds the empirical MMD by the complexity of the kernel search space, mathematically absorbing the cost of optimization, so that CP-MMD enables direct, grid-free maximization over continuous parametric classes, including scalar bandwidths, polynomial feature bandwidths, and deep network parameters. By formally accounting for optimization complexity, we prove that CP-MMD maximizes true test power while ensuring unconditional Type-I validity. Consequently, CP-MMD enables grid-free kernel selection across linear, polynomial-feature, and deep regimes, matching or exceeding state-of-the-art test power.

Since its introduction in 2017, the Transformer has become one of the most widely adopted architectures in modern deep learning. Despite extensive efforts to improve positional encoding, attention mechanisms, and feed-forward networks, the core token-mixing mechanism in Transformers remains attention. In this work, we show that the attention module in Transformers can be interpreted as performing Nadaraya-Watson regression, where it computes similarities between tokens and aggregates the corresponding values accordingly. Motivated by this perspective, we propose Cubit, a potential next-generation architecture that leverages Kernel Ridge Regression (KRR), while the vanilla Transformer relies on Nadaraya-Watson regression. Specifically, Cubit modifies the classical attention computation by incorporating the closed-form solution of KRR, combining value aggregation through kernel similarities with normalization via the inverse of the kernel matrix. To improve the training stability, we further propose the Limited-Range Rescale (LRR), which rescales the value layer within a controlled range. We argue that Cubit, as a KRR-based architecture, provides a stronger mathematical foundation than the vanilla Transformer, whose attention mechanism corresponds to Nadaraya-Watson regression. We validate this claim through comprehensive experiments. The experimental results suggest that Cubit may exhibit stronger long-sequence modeling capability. In particular, its performance gain over the Transformer appears to increase as the training sequence length grows.

Modern datasets across many disciplines increasingly consist of time-evolving, potentially infinite-dimensional random objects, such as dynamic functional data, which are naturally modeled in Hilbert spaces. In these settings, characterizing probability measures, for example, through densities, can be ill-defined or technically challenging. Motivated by clustering applications, we propose a Gaussian mixture framework for Hilbert-space-valued data based on kernel mean embeddings and develop efficient optimization algorithms for estimation. We establish theoretical guarantees showing that the proposed algorithm is well defined and that the model yields a dense class of approximations in infinite-dimensional spaces. We evaluate the framework through extensive experiments on diverse structures and data geometries, including $L^2$-functional data and random graphs in Laplacian spaces arising in modern medical applications.

Existing guarantees for misspecified kernelized bandit optimization pay for misspecification through kernel complexity: in generic offline bounds, the misspecification level $\varepsilon$ is multiplied by $\sqrt{d_\mathrm{eff}}$, where $d_\mathrm{eff}$ is the kernel effective dimension, while in online regret bounds, the corresponding penalty is $\sqrt{γ_n}\,n\varepsilon$, where $γ_n$ is the maximum information gain after $n$ rounds of interaction. In this work, we show that, for a large class of kernels, the misspecification amplification can be reduced to logarithmic or polylogarithmic growth. In the offline setting, we first prove high-probability simple-regret bounds whose misspecification term is governed by a spectral Lebesgue constant. This yields logarithmic amplification for one-dimensional monotone spectra and polylogarithmic amplification for multivariate Fourier-diagonal product kernels. In the online setting, we modify a domain-splitting algorithm and prove a cumulative regret bound of $\widetilde{\mathcal O}(\sqrt{γ_n n}+n\varepsilon)$ under mild localized eigendecay assumptions, removing the extra $\sqrt{γ_n}$ factor from the misspecification term. The common principle is localization: spectral localization controls the Lebesgue constant of the offline approximation operator, while domain splitting implements the spatial analogue of this mechanism in the online setting, preventing local misspecification errors from being amplified globally.

We study the efficient computation of Shapley values for \emph{product games} -- cooperative games in which the coalition value factorizes as a product of per-player terms. Such games arise in machine learning explainability whenever the value function inherits a multiplicative structure from the underlying model, as in kernel methods with product kernels and tree-based models. Our key result is that the Shapley value of each player in a product game admits an exact one-dimensional integral representation: the weighted sum over exponentially many feature coalitions collapses to the integral of a degree-$(d-1)$ polynomial over $[0,1]$, where $d$ is the total number of features. This yields a Gauss--Legendre quadrature scheme that is \emph{provably exact} whenever the number of nodes satisfies $m_q \geq \lceil d/2 \rceil$, and otherwise provides a \emph{near-exact} approximation with error provably decaying geometrically in $m_q$. In practice, a few hundred nodes can achieve highly precise estimates even with thousands of features. Building on this formulation, we derive a numerically stable implementation via log-space evaluation, together with an efficient parallel implementation based on associative scan primitives that achieves $O(d\,m_q)$ total work and $O(\log d)$ parallel time. Experiments show that \textsc{QuadraSHAP} is the fastest numerically stable method across all tested configurations.

Kernel quadrature can exploit RKHS spectral structure and outperform Monte Carlo on smooth integrands, but optimized quadrature weights are generally signed and may be numerically unstable. We study whether spectral acceleration remains possible when the weights are constrained to be positive, i.e., simplex weights. In the exact-target fixed-pool setting, an evaluated i.i.d. candidate pool of size $N$ is already available and the task is to reweight it so as to approximate the kernel mean embedding. We show that this positive reweighting problem is governed not by the equal-weight empirical average, but by the random convex hull generated by the pool. Our main geometric result shows that the mean of a bounded $d$-dimensional random vector can be approximated by a convex combination of $N$ i.i.d. samples at accuracy $O(d/N)$ with high probability, sharper than equal-weight averaging in the fixed-dimensional regime. We transfer this $d$-dimensional convex-hull approximation to full RKHS worst-case error through an augmented Mercer-truncation argument. The resulting positive-weight KQ bounds consist of a spectral tail term and a finite-sample convex-hull term, yielding Monte-Carlo-beating rates in favorable spectral regimes, including near-$O(1/N)$ rates up to logarithmic factors under exponential spectral decay. We also provide a constructive Frank--Wolfe algorithm that operates directly on the pool atoms, maintains simplex weights, and admits an explicit optimization-error bound.

We introduce PALACE (Persistence Adaptive-Landmark Analytic Classification Engine), the data-adaptive companion to PLACE, paying a small cross-validation tier on three knobs (budget, radii, bandwidth; $\leq 5$ choices each). A cover-theoretic core (Lebesgue-number criterion on the landmark cover) yields four closed-form guarantees. (i) A structural lower distortion bound $λ(τ;ν)$ on $\mathcal{D}_n$ under cross-diagram non-interference, with a $(D/L)^2$ budget reduction over the uniform grid when diagrams concentrate. (ii) Equal weights $w_k = K^{-1/2}$ maximizing $λ$, and farthest-point-sampling positions $2$-approximating the optimal $k$-center covering radius; both derived from training labels alone, no gradient training. (iii) A kernel-RKHS classification rate $O((k-1)\sqrt{K}/(γ\sqrt{m_{\min}}))$ with binary necessity threshold $m = Ω(\sqrt K/γ)$ from a matching Le Cam lower bound, and a closed-form filtration-selection rule. The kernel-Mahalanobis margin $\hatρ_{\mathrm{Mah}}$ is the strongest closed-form ranker across the chemical-graph pool (mean Spearman $ρ\approx +0.60$); the isotropic surrogate $\hatγ/\sqrt{K}$ admits a selection-consistency rate, and $\widehatλ$ from (i) provides an independent data-level signal (positive on COX2 and PTC). (iv) A per-prediction certificate, in non-asymptotic Pinelis and asymptotic Gaussian forms, with no calibration split. Empirically, PALACE is the strongest closed-form diagram-based method on Orbit5k ($91.3 \pm 1.0\%$, matching Persformer), leads every diagram-based competitor on COX2 and MUTAG, and is competitive on DHFR (within 1 pp of ECP). At $8\times$ domain inflation, adaptive placement maintains $94\%$ while the uniform grid collapses to chance ($25\%$ on 4-class data).

We describe a dynamical system in which a symbolic field is coupled to a geometric field via a bipartite Hilbert-Schmidt kernel. The system is fully described by a retarded functional differential equation (RFDE) on the history space, subject to Lipschitz and small gain conditions. We show that the RFDE is well-posed under constant input and that it admits a compact global attractor. The principal subsystem $(H_L, X_R, P)$, which is comprised of the two primary fields as well as an executive field, is shown to be globally stable independent of delay, provided that the interfield coupling satisfies $C_{\mathcal{K}}^2<μ_Lμ_R$. In addition, we describe design specifications that fulfill the hypotheses of the main Theorem.

Labeling medical images is a major bottleneck in the field of medical imaging, as it requires domain-specific expertise, and it gets further complicated due to variability across different medical centers and different imaging devices. Such heterogeneity introduces domain shifts and modality discrepancies, which limits the generalization of trained models. To address this important challenge, we propose an unsupervised domain adaptation framework that combines transfer learning with a Reproducing Kernel Hilbert Space based Maximum Mean Discrepancy loss for the alignment of source and target domains. By jointly optimizing classification and RKHS-MMD losses, the methodology enhances generalization to unannotated medical datasets while diminishing reliance on manual annotation. Experimental evaluations presented on two chest X-ray datasets, which are obtained from different medical centers, show outstanding improvements over models trained without adaptation. Furthermore, we perform a comparative study to see that RKHS-MMD performs better than the standard Maximum Mean Discrepancy in reducing modality gap, emphasizing its effectiveness for medical image classification and also its strong capability in advanced AI-driven medical diagnostics.

We introduce the Yat kernel $k_{b,\varepsilon}(\mathbf{w},\mathbf{x})=\frac{(\mathbf{w}^\top\mathbf{x}+b)^2}{\|\mathbf{x}-\mathbf{w}\|^2+\varepsilon},\qquad b\ge 0,\ \varepsilon>0,$ a rational hidden-unit primitive whose units are Mercer sections over a shared input/weight space. For $b\ge 0$ the kernel is PSD; for $b>0$ it dominates a scaled inverse-multiquadric (IMQ) in the Loewner order, yielding fixed-kernel universality, characteristicness, and strict positive definiteness on every compact domain. The polynomial numerator opens nonradial alignment channels absent from finite IMQ expansions, witnessed by the directional far-field trace $T_\infty g_\varepsilon(\cdot;\mathbf{w},b)(\mathbf{u})=(\mathbf{u}^\top\mathbf{w})^2$. Algebraically, a second finite difference in the bias recovers any IMQ atom from three positive-bias Yat atoms exactly, sharp at three atoms in every dimension at exact pointwise equality. A trained shared-$(b,\varepsilon)$ Yat layer is therefore a finite learned-center expansion in a fixed universal characteristic RKHS, with closed-form norm $\boldsymbolα^\top\mathbf{K}\boldsymbolα$ and explicit diagonal $(\|\mathbf{x}\|^2+b)^2/\varepsilon$ driving a Rademacher generalization bound.

Across many scientific disciplines, multiple observations are collected from the same experimental units, and in modern datasets these observations often arise as non-Euclidean random objects. In such settings, the incorporation of random effects is a critical modeling step for efficient estimation and personalized prediction. Although mixed-effects models are well established for scalar outcomes and, more recently, for functional data in Hilbert spaces, general random-effects frameworks for objects in metric spaces remain underdeveloped. In this paper, we propose a nonlinear Fréchet-based algorithm for random-effects modeling of arbitrary random objects defined on a metric space. Using M-estimation theory, we establish conditions under which the proposed metric-space prediction target is consistently estimated under a working random-effects formulation. We then evaluate the empirical performance of the proposed method using both synthetic data and digital health datasets that require practical tools for analyzing random objects in metric spaces, such as multivariate probability distributions and random graphs. We show that, although our method is developed beyond Hilbert spaces, it can outperform existing Hilbert space-based methods.

Deep neural networks dominate modern machine learning, while alternative function approximators remain comparatively underexplored at scale. In this work, we revisit kernel methods as drop-in components for standard deep learning pipelines. We introduce \emph{Sparse Kernels} (SKs), a differentiable, localized, and lazy variant of kernel ridge regression (KRR) that defers training to inference time and reduces to the solution of small local systems. We integrate SKs into PyTorch as modular layers that preserve end-to-end trainability, and we show that they expose three distinct sets of parameters -- feature representations, target values, and evaluation points -- each of which can be fixed or learned. This decomposition broadens the design space available to practitioners, enabling, in particular, training-free transfer, nonlinear probing, and hybrid kernel-neural models. Across convolutional networks, vision transformers, and reinforcement learning, SK-based modules serve two complementary roles: in some settings, they match the performance of trained neural readouts with substantially less training; in others, they augment existing models and improve their performance when used as additional components. Our results suggest that kernel methods, once made scalable and differentiable, can be readily integrated with deep learning rather than treated as a separate paradigm.

Comparing conditional distributions is a fundamental challenge in statistics and machine learning, with applications across a wide range of domains. While proposed methods for measuring discrepancies using kernel embeddings of distributions in a reproducing kernel Hilbert space (RKHS) provide powerful non-parametric techniques, the existing literature remains fragmented and lacks a unified theoretical treatment. This paper addresses this gap by establishing a coherent framework for studying kernel-based methods to measure divergence between conditional distributions through what we refer to as conditional maximum mean discrepancy (CMMD). The CMMD consists of a family of metrics which we call levels, with three special cases each using a different type of RKHS embedding: CMMD$_0$ (conditional mean operators), CMMD$_1$ (conditional mean embeddings), and CMMD$_2$ (joint mean embeddings). We additionally introduce a general level $s$ CMMD, clarifying the required assumptions, and establishing mathematical connections between the levels through the lens of operator-based smoothing. In addition to reviewing previously proposed estimators, we introduce a novel doubly robust estimator for the CMMD that maintains consistency provided at least one of the underlying models is correctly specified. We provide numerical experiments demonstrating that the CMMD effectively captures complex conditional dependencies for statistical testing.

In this paper, we propose Complex Diffusion Maps (CDM), a novel diffusion mapping framework that aims to reveal the dominant complex harmonics of high-dimensional data. Inspired by the local Gaussian kernel relevant to the heat equation and the nonlocal Schrödinger kernel relevant to the Schrödinger equation, we propose a unified family of $ω$-parameterized complex-valued kernels for the trade-off between local and nonlocal connections. We establish the theoretical foundation based on the operator spectrum theory, where the corresponding diffusion operator, diffusion distance, and complex harmonic maps are well-defined. An optimization-based interpretation of the maps is also developed, aiming to preserve angular structure in the complex diffusion space rather than relying solely on real-valued magnitude. We extensively evaluate CDM on both synthetic and real-world datasets. The complex-valued kernel amplifies differences among easily confusable samples, improving discriminative power over both linear and nonlinear methods based on real-valued kernels. CDM remains robust in high-noise settings, yielding a clearer eigengap that enhances spectral separation. For resting-state fMRI data, CDM captures more strongly correlated and nonlocal spatiotemporal dynamics. Without task-specific tuning, CDM achieves competitive performance on a public EEG sleep dataset, while maintaining high computational efficiency compared with both traditional machine learning and deep neural network approaches, highlighting its generality and practical value.

We introduce the Banach-Butterfly Invariant (BBT), an influence-adaptive Banach geometry on the Walsh-Hadamard butterfly factorization. For a Boolean function $f:\{-1,+1\}^n\to\{-1,+1\}$ with coordinate influences $\mathrm{Inf}_\ell(f)$, BBT assigns exponent $p_\ell = 1+\mathrm{Inf}_\ell(f)$ to butterfly layer $\ell$, yielding the contraction invariant $μ(f)=\prod_\ell 2^{-\mathrm{Inf}_\ell/(1+\mathrm{Inf}_\ell)}$. We prove a Jensen lower bound $\log_2μ(f) \ge -I(f)/(1+I(f)/n)$ and that $μ$ is strictly Schur-convex in the influence vector (modulo permutation), giving scaling classes $μ\sim 2^{-n/2}$ (parity), $2^{-Θ(\sqrt{n})}$ (majority), $2^{-1/2}$ (dictators). $\log_2μ$ is rational but not polynomial in the Fourier coefficients while $μ$ is algebraic, and $μ$ separates functions with identical total influence (122 pairs at $n=3$). Using the certified $n \le 4$ ternary Walsh-threshold universe from a companion synthesis manuscript as a finite testbed, we compute exact MILP minimum-support certificates for all 65,536 Boolean functions at $n=4$ (mean 6.42, max 9, all-odd by a parity argument) and on 10,000 of the 616,126 NPN-canonical representatives we enumerate at $n=5$ (matching OEIS A000370). Conditional Spearman $ρ(μ,|\mathrm{supp}|)$ at fixed total influence is $+0.571$ in the largest stratum at $n=4$ but reverses to $-0.38$ at $n=5$ under both function-uniform and NPN-canonical sampling: $μ$ is a valid Schur-convex concentration invariant, not a universal monotone predictor of minimum support across $n$. A companion application paper validates a real-valued WHT activation-energy proxy inspired by this theory on five pretrained LLMs at W2A16, cutting wikitext-2 perplexity by 15-58% versus vanilla auto-round; the transfer from Boolean theory to the real-valued proxy is qualitative, not formal.

We study query time bounds for the fundamental problem of estimating the kernel mean $\frac1{|X|}\sum_{x\in X}\mathbf{k}(x,y)$ of a query $y$ in a finite dataset $X\subset\mathbb{R}^d$ up to a prescribed additive error $\varepsilon$. The best known bounds for the Gaussian kernel are $O(d/\varepsilon^2)$, $\widetilde O(d+1/\varepsilon^4)$, and $\widetilde O(d+Δ^2/\varepsilon^2)$, where $Δ$ is the diameter of a region containing the points. We prove the new bound $\tilde O(d+\varepsilonΔ^2+1/\varepsilon^3)$, which improves over the previous ones in regimes with small error $\varepsilon$ and intermediate diameter $Δ$. At the center of our proof is a new fast spherical embedding theorem in the sense introduced by Bartal, Recht and Schulman (2011), which limits the embedded data diameter while preserving local Euclidean distances and avoiding ``distance collapse'' at larger scales. This fast embedding theorem may be of independent interest.

R2 score is the standard metric for evaluating regression tasks, offering a normalized magnitude-agnostic measure of accuracy that captures variance. However, R2 has three key limitations: it is limited to at most two dimensional inputs, it reduces the score to a single scalar that hides rich patterns of prediction accuracy, and it is sensitive to low-variance noise channels which can yield large, uninterpretable negative values. We introduce the Dimensional R2 score (Dim-R2), a simple extension of R2 that accepts data of arbitrary dimensionality, provides a multidimensional view of accuracy, and reduces sensitivity to noise. We demonstrate its advantages on both synthetic sinusoidal data and three multidimensional regression datasets. Dim-R2 offers an interpretable and flexible metric that highlights patterns in regression accuracy, guiding regression modeling.

Double-machine-learning pipelines for the Average Dose-Response Function rely on kernel-weighted local-linear smoothers, which inherit unbounded functional influence: a single outlier within a kernel window biases the curve across the entire window. We introduce SHIFT (Self-calibrated Heavy-tail Inlier-Fit with Tempering), a robust DML estimator combining cross-fit nuisance orthogonalization with a kernel-local Welsch-loss second stage optimized by Graduated Non-Convexity, and -- the principal design choice -- a defensive OLS refit whose inlier cutoff is scaled by post-GNC residual MAD rather than the raw-outcome MAD. On a localized-contamination stress test at $p=0.25$ this design choice drops level-RMSE from 1.03 to 0.33 while leaving clean and uniformly-contaminated runs unchanged. Across 1,400 main-sweep fits, SHIFT has competitive worst-case shape recovery (RMSE $0.325$ at $p=0.25$, second to Huber-DML's $0.276$); among the three methods with worst-case RMSE below $0.35$, only SHIFT emits a non-uniform per-sample weight vector, recovering the ground-truth outlier mask at mean $F_1 \approx 0.96$ (range $0.945$--$0.968$) on Gaussian-jump DGPs. We pair the estimator with a six-technique Extreme Value Theory diagnostic suite (Hill, GPD-MLE/PWM, GEV, Mean Excess, parameter stability, causal tail coefficient) that lets a practitioner distinguish Frechet from Weibull regimes and choose between SHIFT and L1 alternatives on empirical grounds. Extensions to binary-treatment CATE (Huber pseudo-outcome X-Learner) and time-series ADRF (block-CV + rolling MAD) are included. A counter-intuitive ablation: linear nuisance models (Ridge, Lasso) outperform gradient-boosted nuisances for robust DML under uniform contamination, inverting the usual more-flexible-is-better heuristic.

Heterogeneous graphs with heterophily have emerged as a powerful abstraction for modeling complex real-world systems, where nodes of different types and labels interact in diverse and often non-homophilous ways. Despite recent advances, robust representation learning for such graphs remains largely unexplored, particularly in the presence of noisy or misleading connectivity. In this work, we investigate this problem and identify structural noise as a critical challenge that significantly degrades model performance. To address this issue, we propose a unified framework, Heterogeneous Graph Unified Learning (HGUL), which jointly handles heterophily and noisy graph structures. The framework consists of three complementary modules: a kNN-based graph construction module that recovers reliable local neighborhoods, a graph structure learning module that adaptively refines the adjacency by filtering noisy edges, and a heterogeneous affinity learning module that captures class-level relationships via an extended affinity matrix derived from a polynomial graph kernel. Extensive experiments on multiple datasets demonstrate that HGUL consistently outperforms existing methods on clean graphs and maintains strong robustness under varying levels of structural noise. The results further underscore the importance of jointly modeling heterophily and noise in heterogeneous graph learning.

Uncertainty estimation is essential for robust decision-making in the presence of ambiguous or out-of-distribution inputs. Gaussian Processes (GPs) are classical kernel-based models that offer principled uncertainty quantification and perform well on small- to medium-scale datasets. Alternatively, formulating the weight space learning problem under tensor network assumptions yields scalable tensor network kernel machines. However, these assumptions break Gaussianity, complicating standard probabilistic inference. This raises a fundamental question: how can tensor network kernel machines provide principled uncertainty estimates? We propose a novel Bayesian Tensor Network Kernel Machine (LA-TNKM) that employs a (linearized) Laplace approximation for Bayesian inference. A comprehensive set of numerical experiments shows that the proposed method consistently matches or surpasses Gaussian Processes and Bayesian Neural Networks (BNNs) across diverse UCI regression benchmarks, highlighting both its effectiveness and practical relevance.

Multimodal recommendation improves user modeling by integrating collaborative signals with heterogeneous item content. In real applications, user interests evolve over time and exhibit nonstationary dynamics, where different preference factors change at different rates. This challenge is amplified in multimodal settings because visual and textual cues can dominate decisions under different temporal regimes. Despite strong progress, most multimodal recommenders still rely on static interaction graphs or coarse temporal heuristics, which limits their ability to model continuous preference evolution with fine-grained temporal adaptation. To address these limitations, we propose TimeMM, a time-conditioned spectral filtering framework for dynamic multimodal recommendation. TimeMM instantiates Time-as-Operator by mapping interaction recency to a family of parametric temporal kernels that reweight edges on the user--item graph, producing component-specific representations without explicit eigendecomposition. To capture non-stationary interests, we introduce Adaptive Spectral Filtering that mixes the operator bank according to temporal context, yielding prediction-specific effective spectral responses. To account for modality-specific temporal sensitivity, we further propose Spectral-Aware Modality Routing that calibrates visual and textual contributions conditioned on the same temporal context. Finally, a ranking-space Spectral Diversity Regularization encourages complementary expert behaviors and prevents filter-bank collapse. Extensive experiments on real-world benchmarks demonstrate that TimeMM consistently outperforms state-of-the-art multimodal recommenders while maintaining linear-time scalability.

Studying nonlinear dynamical systems through their state space behavior can be challenging, and one possible alternative is to analyze them via their associated Koopman operator. This turns the nonlinear problem into a linear, infinite-dimensional one. To approximate the operator in finite dimensions, extended dynamic mode decomposition (EDMD) is a commonly used algorithm. It requires a finite list of functionals and a set of snapshots from the system to compute an approximation of the operator and its corresponding spectrum. Instead of choosing the list of functionals directly, it can be implicitly defined via kernels, a method known as kernel extended dynamic mode decomposition (kEDMD). However, one still needs to define the kernel and choose its parameter values. In this paper, we aim to streamline this process by extending dictionary learning for EDMD to kernel learning in kEDMD. By simplifying kEDMD we show how to perform gradient-based optimization over the learnable kernel parameters, and demonstrate that this method leads to useful kernels for the original kEDMD. The focus of our work is a method that takes a weighted list of kernels with randomly initialized values as input and outputs a list of kernels and parameter values suitable for approximating the Koopman operator of the underlying system. We demonstrate that unimportant kernels can be removed from the list by analyzing the weights in the weighted sum. We evaluate the method across several experiments, including the Duffing oscillator and the Kuramoto-Sivashinsky PDE, showcasing the method's different strengths.

The second-order harmonic (2f) component generated by twin-rotary compressor is a dominant low-frequency noise source of variable refrigerant flow (VRF) outdoor units, yet its amplitude fluctuates strongly with environmental thermal load and valve opening, making it difficult to assess accurately using conventional mechanism-based models. This paper proposes an unsupervised transfer learning method based on Domain-invariant Partial Least Squares (Di-PLS) to accurately predict 2f noise levels under new conditions using different signals. Prediction models utilizing thermodynamic signals and acceleration signals are constructed respectively, and the generalization performance of the proposed Di-PLS is systematically compared with traditional Partial Least Squares (PLS). Results demonstrate that Di-PLS significantly outperforms PLS by extracting cross-condition common features and minimizing the distribution discrepancy between the source and target domains. Specifically, the acceleration-based Di-PLS model achieves the best performance, maintaining prediction errors within 3 dB for all test cases. This superiority over thermodynamic-based models highlights a physical insight: while thermodynamic states drive dynamic changes, structural vibration possesses a stronger and more direct causal link to acoustic radiation.

We study online regression with the square loss in a reproducing kernel Hilbert space under a dynamic regret criterion. The learner is compared with a time-varying comparator sequence, and the bounds depend on its path length in the RKHS norm. The proposed method transfers the finite-dimensional discounted Vovk--Azoury--Warmuth approach of Jacobsen & Cutkosky (2024) to the RKHS setting by means of finite-dimensional subspace approximations. For a fixed subspace, we run a VAW-based ensemble of discounted VAW forecasters over a geometric grid of discount factors. The additional approximation error is controlled by the uniform projection error of kernel sections. We then introduce a general orthogonal truncation method: starting from a feature expansion of the kernel, we construct the associated RKHS by introducing an inner product that makes the feature functions orthonormal, and then use the spans of the first basis functions as finite-dimensional approximation spaces. The resulting subspace reduction is applied to several approximation schemes. Explicit feature expansions yield fast-regime bounds for Gaussian and analytic dot-product kernels. Mercer truncations provide a spectral approximation method and lead to dynamic regret bounds in fast and slow regimes, depending on the eigenvalue decay. Finally, we study subspaces spanned by kernel sections and apply this construction to Matérn kernels.

This paper studies the identifiability and stability of drifting fields in the framework of Generative Modeling via Drifting. The motivating question is whether a zero-drift equilibrium identifies the target distribution and whether an approximately vanishing drift implies weak distributional convergence. Since the original drifting model employs the Laplace kernel by default, we first analyze why Gaussian score-based arguments fail to apply. This analysis motivates the introduction of companion-elliptic kernel families, which are characterized by a companion potential satisfying an elliptic closure relation. We show that this class naturally contains the Laplace kernel and consists precisely of Gaussian and Matérn kernels with smoothness parameter $ν>0$. Within this class, we establish field identifiability for arbitrary Borel probability measures on $R^d$: if the drifting field between two such measures vanishes identically, then they must coincide. For stability, we demonstrate that convergence of the field alone does not guarantee weak convergence, since mass may escape to infinity while remaining invisible to the field. Although tightness directly removes this obstruction and restores weak stability, we prove that, even without tightness, every $C_0$-vague cluster point lies exactly on the defect ray $\{cp:0\le c\le1\}$. Consequently, a single scalar $C_0$ observable suffices to detect the missing mass and recover weak convergence.

Bregman divergences play a pivotal role in statistics, machine learning and computational information geometry. Particularly in the context of machine learning, they are central to clustering, exponential families, parameter estimation and optimisation, among other things. Despite this, the full toolkit of Hilbert spaces and in particular reproducing kernel Hilbert spaces have not been systematically developed and applied to functional Bregman divergences, where points are functions rather than finite-dimensional parameter vectors. While other types of functional Bregman divergences have been studied, these are typically in a Banach space rather than more directly aligned with kernel methods and Hilbert-space geometry commonly used in machine learning. We consider functional Bregman divergences on a Hilbert space, where the self-dual pairing and Riesz representer afford us particularly convenient calculus. Further specialising Bregman generators as a composition involving a kernel mean embedding makes such divergences easy to estimate. We discuss applications in clustering, universal estimation, robust estimation and generative modelling, and contrast our approach with other types of Bregman divergences.

Gaussian basis functions provide an efficient and flexible alternative to spline activations in KANs. In this work, we introduce the partition-of-unity Gaussian KAN (PU-GKAN), a Shepard-type normalized Gaussian KAN in which the Gaussian basis values on each edge are divided by their local sum over fixed centers. This produces a partition-of-unity feature map with trainable coefficients, while preserving the standard edge-based KAN structure. The normalized construction gives exact constant reproduction at the edge level and admits an explicit finite-feature kernel interpretation. We formulate both the standard Gaussian KAN (GKAN) and PU-GKAN from a finite-feature and additive-kernel viewpoint, making the induced layer kernels and empirical feature matrices explicit. Using the first-layer feature matrix as the reference object, we adopt a practical scale-selection interval for $ε$, with the lower endpoint determined by adjacent-center overlap and the upper endpoint determined by a conservative conditioning threshold. Numerical experiments show that PU-GKAN reduces sensitivity to $ε$, improves validation accuracy for most smooth and moderately non-smooth targets, and gives more stable training behavior. The benefit persists across sample-size and center-number sweeps, higher-dimensional architectures, Matérn RBF bases, and physics-informed examples involving Helmholtz and wave equations. These results indicate that Shepard-type partition-of-unity normalization is a simple and effective stabilization mechanism for RBF-based KANs.

An approach to construct explicit integral representations for two-layer ReLU networks is presented, which provides relatively simple representations for any multivariate polynomial. Quantitative bounds are provided for a particular, sharpened ReLU integral representation, which involves a harmonic extension and a projection. The bounds demonstrate that functions can be approximated with $L^{2}(\mathcal{D})$ errors that do not depend explicitly on dimension or degree, but rather the coefficients of their monomial expansions and the distribution $\mathcal{D}$. We also present a connection to the RKHS of the exponential kernel $K(x,y)=\exp\left(\left\langle x,y\right\rangle \right)$, and a very simple integral representation involving additionally multiplication via a fixed function which has better quantitative bounds.

Existing large-dimensional theory for spectral algorithms resolves either the optimally tuned point or the interpolation limit, but leaves the under-regularized regime unexplored. We study the learning curve and benign overfitting of spectral algorithms in the large-dimensional setting where the sample size and dimension are of comparable order, i.e., $n \asymp d^γ$ for some $γ>0$. We first consider inner-product kernels on the sphere $\mathbb{S}^{d-1}$ and establish a sharp asymptotic characterization of the excess risk across the full regularization path under various source conditions $s \geq 0$, where $s$ measures the relative smoothness of the regression function. Our results reveal that the learning curve is not simply U-shaped but instead consists of three distinct regimes: over-regularized, under-regularized, and interpolation regimes. This characterization allows us to fully capture the benign overfitting phenomenon, demonstrating that benign overfitting arises consistently across both the under-regularized and interpolation regimes whenever $s$ is positive but no larger than a critical threshold. We further show that, in the sufficiently regularized regime, the kernel learning curve is recovered by an associated sequence model. Finally, we extend the learning-curve analysis to large-dimensional KRR for a class of kernels on general domains in $\mathbb{R}^d$ whose low-degree eigenspaces satisfy spectral-scaling and hyper-contractivity conditions.

Stochastic Gradient Descent (SGD) is a known stochastic iterative method popular for large-scale convex optimization problems due to its simple implementation and scalability. Some objectives, such as those found in complex-valued neural networks, benefit from updates like in SGD and Gradient Descent (GD) with a newly defined ``gradient'' that allows for complex parameters. This complex variant of the SGD/GD methods has already been proposed, but convergence guarantees without analyticity constraints have not yet been provided. We propose a variant of SGD (complex SGD) that allows for complex parameters, and we provide convergence guarantees under assumptions that parallel those from the real setting. Notably, these results extend to GD as well, and with the same set of assumptions, we confirm that some directional bias results extend from the real to the complex setting for kernel regression problems. We provide empirical results demonstrating the efficacy of the complex SGD in kernel regression problems utilizing complex reproducing kernel Hilbert spaces. In particular, we demonstrate we may recover superoscillation functions and Blaschke products from the Fock Space and Hardy Space, respectively, as the optimal functions for a particular choice of a loss function.

K-plane clustering (KPC), hyperplane clustering, and mixture regression all essentially fall within the same class of problems. This problem can be conceptualized as clustering in relatively high-dimensional K subspaces or K linear manifolds. Traditional KPC or fuzzy KPC models demonstrate a pronounced susceptibility to outliers, as they presuppose that the projection distance between data points and the plane normal vector adheres to the L2 distance. Meanwhile, the assumption of infinitely extending clusters adversely affects clustering performance. To solve these problems, this paper proposed a new robust fuzzy local k-plane clustering (RFLkPC) method that combines the mixture distance of hinge loss and L1 norm. The RFLkPC model assumes that each plane cluster is bounded to a finite area, which can flexibly and robustly handle plane clustering tasks with outliers or not. The corresponding model and optimization algorithms of RFLkPC were provided. Compared to other related models on this topic, a large number of experiments verify the efficiency of RFLkPC on simulated data and real data. The source code for the proposed RFLkPC method is publicly available at https://github.com/xuelin-xie/RFLkPC.

One of the major limits of kernel ridge regression (KRR) is that storing and manipulating the kernel matrix K_n for n samples requires O(n^2) space, which rapidly becomes unfeasible for large n. Nystrom approximations reduce the space complexity to O(nm) by sampling m columns from K_n. Uniform sampling preserves KRR accuracy (up to epsilon) only when m is proportional to the maximum degree of freedom of K_n, which may require O(n) columns for datasets with high coherence. Sampling columns according to their ridge leverage scores (RLS) gives accurate Nystrom approximations with m proportional to the effective dimension, but computing exact RLS also requires O(n^2) space. (Calandriello et al. 2016) propose INK-Estimate, an algorithm that processes the dataset incrementally and updates RLS, effective dimension, and Nystrom approximations on-the-fly. Its space complexity scales with the effective dimension but introduces a dependency on the largest eigenvalue of K_n, which in the worst case is O(n). In this paper we introduce SQUEAK, a new algorithm that builds on INK-Estimate but uses unnormalized RLS. As a consequence, the algorithm is simpler, does not need to estimate the effective dimension for normalization, and achieves a space complexity that is only a constant factor worse than exact RLS sampling.

GBM is a highly aggressive primary malignancy in adults, necessitating personalized therapeutic strategies due to its inherent molecular heterogeneity. MGMT promoter methylation is a pivotal prognostic biomarker for anticipating response to temozolomide-based chemotherapy. Although various AI frameworks have been developed for non-invasive MGMT prediction, spatial heterogeneity of methylation status and the high-dimensional and correlated nature of MRI data frequently constrain discriminative feature learning and generalizability of classical models. To circumvent these limitations, a specialized IA-QCNN architecture is proposed, based on the principles of quantum mechanics, including superposition and entanglement, and enabling more efficient representation learning in high-dimensional Hilbert space. The framework establishes a methodological bridge between GBM radiogenomics and quantum deep learning by integrating energy-based slice selection, importance-aware weighting, ring-topology quantum convolution, and folding-based pooling layers. When the model predicts MGMT promoter methylation status using both mpMRI and T1Gd images, experimental results demonstrate that the IA-QCNN achieves high accuracy despite its low number of trainable parameters while effectively minimizing the overfitting problem observed in classical models. Quantitative analyses reveal that the T1Gd modality possesses higher discriminative power than mpMRI, establishing a clinically significant sequence preference. Furthermore, the model exhibits exceptional robustness in hybrid noise environments, effectively utilizing noise as a regularization mechanism to enhance predictive performance. Consequently, the specialized IA-QCNN architecture provides a robust and computationally efficient alternative to classical approaches in the analysis of heterogeneous radiogenomic data.

Every ML kernel ships with an implicit contract about what it computes. People rarely write the contract down. When two kernels disagree -- when a matmul on AMD produces a different gradient than the same matmul on NVIDIA, when a fused attention kernel silently downcasts an accumulator, when an out-of-bounds access returns zero on one stack and garbage on another -- there is no formal artifact to arbitrate the dispute. Recent empirical work has measured the gap across silicon platforms, but none of it specifies the contract being violated. We present a specification language for kernel contracts. A contract has eight parts: identifier, scope, precondition, postcondition, tolerance, reference oracle, measurement protocol, and violation signature. We use it to state twelve contract classes covering precision, ordering, compiler-induced, and exceptional-value failure modes, each grounded in published empirical evidence. We require a three-state calibration: every contract must admit at least one reference-conforming implementation and at least one contract-violating implementation that passes basic functional tests. We apply the framework to three documented incidents -- Huawei Ascend silent precision coercion, Sakana AI CUDA Engineer reward hacking, AMD out-of-bounds silent acceptance -- and show that each informal diagnosis maps to a specific contract violation with a measurable signature. A kernel contract suite is a normative reference against which conformance can be graded, in the way that ISASecure grades industrial control systems against IEC 62443.

Multivariate conformal prediction requires nonconformity scores that compress residual vectors into scalars while preserving certain implicit geometric structure of the residual distribution. We introduce a Multivariate Kernel Score (MKS) that produces prediction regions that explicitly adapt to this geometry. We show that the proposed score resembles the Gaussian process posterior variance, unifying Bayesian uncertainty quantification with the coverage guarantees of frequentist-type. Moreover, the MKS can be decomposed into an anisotropic Maximum Mean Discrepancy (MMD) that interpolates between kernel density estimation and covariance-weighted distance. We prove finite-sample coverage guarantees and establish convergence rates that depend on the effective rank of the kernel-based covariance operator rather than the ambient dimension, enabling dimension-free adaptation. On regression tasks, the MKS reduces the volume of prediction region significantly, compared to ellipsoidal baselines while maintaining nominal coverage, with larger gains at higher dimensions and tighter coverage levels.

This work focuses on per-video unsupervised action segmentation, which is of interest to applications where storing large datasets is either not possible, or nor permitted. We propose to segment videos by learning in deep kernel space, to approximate the underlying frame distribution, as closely as possible. To define this closeness metric between the original video distribution and its approximation, we rely on maximum mean discrepancy (MMD) which is a geometry-preserving metric in distribution space, and thus gives more reliable estimates. Moreover, unlike the commonly used optimal transport metric, MMD is both easier to optimize, and faster. We choose to use neural tangent kernels (NTKs) to define the kernel space where MMD operates, because of their improved descriptive power as opposed to fixed kernels. And, also, because NTKs sidestep the trivial solution, when jointly learning the inputs (video approximation) and the kernel function. Finally, we show competitive results when compared to state-of-the-art per-video methods, on six standard benchmarks. Additionally, our method has higher F1 scores than prior agglomerative work, when the number of segments is unknown.

The quadratic complexity of softmax attention presents a major obstacle for scaling Transformers to high-resolution vision tasks. Existing linear attention variants often replace the softmax with Gaussian kernels to reduce complexity, but such approximations lack theoretical grounding and tend to oversuppress mid-range token interactions. We propose LaplacianFormer, a Transformer variant that employs a Laplacian kernel as a principled alternative to softmax, motivated by empirical observations and theoretical analysis. To address expressiveness degradation under low-rank approximations, we introduce a provably injective feature map that retains fine-grained token information. For efficient computation, we adopt a Nyström approximation of the kernel matrix and solve the resulting system using Newton--Schulz iteration, avoiding costly matrix inversion and SVD. We further develop custom CUDA implementations for both the kernel and solver, enabling high-throughput forward and backward passes suitable for edge deployment. Experiments on ImageNet show that LaplacianFormer achieves strong performance-efficiency trade-offs while improving attention expressiveness.

Large-scale kernel ridge regression (KRR) is limited by the need to store a large kernel matrix K_t. To avoid storing the entire matrix K_t, Nystrom methods subsample a subset of columns of the kernel matrix, and efficiently find an approximate KRR solution on the reconstructed matrix. The chosen subsampling distribution in turn affects the statistical and computational tradeoffs. For KRR problems, recent works show that a sampling distribution proportional to the ridge leverage scores (RLSs) provides strong reconstruction guarantees for the approximation. While exact RLSs are as difficult to compute as a KRR solution, we may be able to approximate them well enough. In this paper, we study KRR problems in a sequential setting and introduce the INK-ESTIMATE algorithm, that incrementally computes the RLSs estimates. INK-ESTIMATE maintains a small sketch of K_t, that at each step is used to compute an intermediate estimate of the RLSs. First, our sketch update does not require access to previously seen columns, and therefore a single pass over the kernel matrix is sufficient. Second, the algorithm requires a fixed, small space budget to run dependent only on the effective dimension of the kernel matrix. Finally, our sketch provides strong approximation guarantees on the distance between the true kernel matrix and its approximation, and on the statistical risk of the approximate KRR solution at any time, because all our guarantees hold at any intermediate step.

We study replicable algorithms for stochastic multi-armed bandits (MAB) and linear bandits with UCB (Upper Confidence Bound) based exploration. A bandit algorithm is $ρ$-replicable if two executions using shared internal randomness but independent reward realizations produce the same action sequence with probability at least $1-ρ$. Prior approaches to this problem are elimination-based and, in linear bandits with infinitely many actions, rely on discretization, leading to suboptimal dependence on the dimension $d$ and $ρ$. We develop optimistic alternatives for both settings. For stochastic multi-armed bandits, we propose RepUCB, a replicable batched UCB algorithm and show that it attains a regret $O\!\left(\frac{K^2\log^2 T}{ρ^2}\sum_{a:Δ_a>0}\left(Δ_a+\frac{\log(KT\log T)}{Δ_a}\right)\right)$. For stochastic linear bandits, we first introduce RepRidge, a replicable ridge regression estimator that satisfies both a confidence guarantee and a $ρ$-replicability guarantee. Beyond its role in our bandit algorithm, this may also be of independent interest in other statistical estimation settings. We then use RepRidge to design RepLinUCB, a replicable optimistic algorithm for stochastic linear bandits, and show that its regret is bounded by $\widetilde{O}\!\big(\big(d+\frac{d^3}ρ\big)\sqrt{T}\big)$. This improves the best prior regret guarantee by a factor of $O(d/ρ)$, showing that our optimistic algorithm can substantially reduce the price of replicability. This is the first linear-bandit algorithm with an optimal dependence on $ρ$ for large number of arms. Finally, we extend our framework to stochastic generalized linear bandits by developing RepGLM, a replicable penalized GLM estimator, and RepGLMUCB, a replicable optimistic algorithm for this setting.

\We introduce the horospherical depth, an intrinsic notion of statistical depth on Hadamard manifolds, and define the Busemann median as the set of its maximizers. The construction exploits the fact that the linear functionals appearing in Tukey's half-space depth are themselves limits of renormalized distance functions; on a Hadamard manifold the same limiting procedure produces Busemann functions, whose sublevel sets are horoballs, the intrinsic replacements for halfspaces. The resulting depth is parametrized by the visual boundary, is isometry-equivariant, and requires neither tangent-space linearization nor a chosen base point. For arbitrary Hadamard manifolds, we prove that the depth regions are nested and geodesically convex, that a centerpoint of depth at least $1/(d+1)$ exists, and hence that the Busemann median exists for every Borel probability measure. Under strictly negative sectional curvature and mild regularity assumptions, the depth is strictly quasi-concave and the median is unique. We also establish robustness: the depth is stable under total-variation perturbations, and under contamination escaping to infinity the limiting median depends on the escape direction but not on how far the contaminating mass has moved along the geodesic ray, in contrast with the Fréchet mean. Finally, we establish uniform consistency of the sample depth and convergence of sample depth regions and sample Busemann medians; on symmetric spaces of noncompact type, the argument proceeds through a VC analysis of upper horospherical halfspaces, while on general Hadamard manifolds it follows from a compactness argument under a mild non-atomicity assumption.

Contrastive objectives power state-of-the-art multimodal models, but their training remains slow, relying on long stochastic optimization. We propose a Unified Framework for Efficient Contrastive Alignment via Kernels (UniCon), which spans linear and nonlinear encoders as well as one-to-one and many-to-many alignments. At its core, UniCon introduces the contrastive similarity weight matrix $S(γ)$, which enables closed-form global solutions that provably replace minibatch back-propagation with exact updates. Through the lens of reproducing kernel Hilbert spaces (RKHS), UniCon provides a kernelized perspective that unifies contrastive alignment and reveals its connection to spectral methods. To validate the theory, we conduct experiments on synthetic, unimodal, multimodal, and zero-shot tasks, demonstrating that UniCon achieves substantial efficiency gains while preserving generality and strong empirical performance.

We study discrete k-clustering problems in general metric spaces that are constrained by a combination of two different fairness conditions within the demographic fairness model. Given a metric space (P,d), where every point in P is equipped with a protected attribute, and a number k, the goal is to partition P into k clusters with a designated center each, such that a center-based objective function is minimized and the attributes are fairly distributed with respect to the following two fairness concepts: 1) group fairness: We aim for clusters with balanced numbers of attributes by specifying lower and upper bounds for the desired attribute proportions. 2) diverse center selection: Clusters have natural representatives, i.e., their centers. We ask for a balanced set of representatives by specifying the desired number of centers to choose from each attribute. Dickerson, Esmaeili, Morgenstern and Zhang (2023) denote the combination of these two constraints as doubly constrained fair clustering. They present algorithms whose guarantees depend on the best known approximation factors for either of these problems. Currently, this implies an 8-approximation with a small additive violation on the group fairness constraint. For k-center, we improve this approximation factor to 4 with a small additive violation. This guarantee also depends on the currently best algorithm for DS-fair k-center given by Jones, Nguyen and Nguyen (2020). For k-median and k-means, we propose the first constant-factor approximation algorithms. Our algorithms transform a solution that satisfies diverse center selection into a doubly constrained fair clustering using an LP-based approach. Furthermore, our results are generalizable to other center-selection constraints, such as matroid k-clustering and knapsack constraints.

We study post-training interpretability for Support Vector Machines (SVMs) built from truncated orthogonal polynomial kernels. Since the associated reproducing kernel Hilbert space is finite-dimensional and admits an explicit tensor-product orthonormal basis, the fitted decision function can be expanded exactly in intrinsic RKHS coordinates. This leads to Orthogonal Representation Contribution Analysis (ORCA), a diagnostic framework based on normalized Orthogonal Kernel Contribution (OKC) indices. These indices quantify how the squared RKHS norm of the classifier is distributed across interaction orders, total polynomial degrees, marginal coordinate effects, and pairwise contributions. The methodology is fully post-training and requires neither surrogate models nor retraining. We illustrate its diagnostic value on a synthetic double-spiral problem and on a real five-dimensional echocardiogram dataset. The results show that the proposed indices reveal structural aspects of model complexity that are not captured by predictive accuracy alone.

Higher-order learning is fundamentally rooted in exploiting compositional features. It clearly hinges on enriching the representation by more elaborate interactions of the data which, in turn, tends to increase the model complexity of conventional large-scale deep learning models. In this paper, a kernelized Volterra Neural Network (kVNN) is proposed. The key to the achieved efficiency lies in using a learnable multi-kernel representation, where different interaction orders are modeled by distinct polynomial-kernel components with compact, learnable centers, yielding an order-adaptive parameterization. Features are learned by the composition of layers, each of which consists of parallel branches of different polynomial orders, enabling kVNN filters to directly replace standard convolutional kernels within existing architectures. The theoretical results are substantiated by experiments on two representative tasks: video action recognition and image denoising. The results demonstrate favorable performance-efficiency trade-offs: kVNN consistently yields reduced model (parameters) and computational (GFLOPs) complexity with competitive and often improved performance. These results are maintained even when trained from scratch without large-scale pretraining. In summary, we substantiate that structured kernelized higher-order layers offer a practical path to balancing expressivity and computational cost in modern deep networks.

We present GP-4DGS, a novel framework that integrates Gaussian Processes (GPs) into 4D Gaussian Splatting (4DGS) for principled probabilistic modeling of dynamic scenes. While existing 4DGS methods focus on deterministic reconstruction, they are inherently limited in capturing motion ambiguity and lack mechanisms to assess prediction reliability. By leveraging the kernel-based probabilistic nature of GPs, our approach introduces three key capabilities: (i) uncertainty quantification for motion predictions, (ii) motion estimation for unobserved or sparsely sampled regions, and (iii) temporal extrapolation beyond observed training frames. To scale GPs to the large number of Gaussian primitives in 4DGS, we design spatio-temporal kernels that capture the correlation structure of deformation fields and adopt variational Gaussian Processes with inducing points for tractable inference. Our experiments show that GP-4DGS enhances reconstruction quality while providing reliable uncertainty estimates that effectively identify regions of high motion ambiguity. By addressing these challenges, our work takes a meaningful step toward bridging probabilistic modeling and neural graphics.

Grokking occurs when a model achieves high training accuracy but generalization to unseen test points happens long after that. This phenomenon was initially observed on a class of algebraic problems, such as learning modular arithmetic (Power et al., 2022). We study grokking on algebraic tasks in a class of feature learning kernels via the Recursive Feature Machine (RFM) algorithm (Radhakrishnan et al., 2024), which iteratively updates feature matrices through the Average Gradient Outer Product (AGOP) of an estimator in order to learn task-relevant features. Our main experimental finding is that generalization occurs only when a certain symmetry in the training set is broken. Furthermore, we empirically show that RFM generalizes by recovering the underlying invariance group action inherent in the data. We find that the learned feature matrices encode specific elements of the invariance group, explaining the dependence of generalization on symmetry.

Non-conservative uncertainty bounds are essential for making reliable predictions about latent functions from noisy data, and thus, a key enabler for safe learning-based control. In this domain, kernel methods such as Gaussian process regression are established techniques, thanks to their inherent uncertainty quantification mechanism. Still, existing bounds either pose strong assumptions on the underlying noise distribution, are conservative, do not directly apply in the multi-output case, or are difficult to integrate into downstream tasks. This paper addresses these limitations by presenting a tight, deterministic bound for multi-output functions in Reproducing Kernel Hilbert Spaces (RKHSs) subject to bounded noise. It is obtained through an unconstrained, duality-based formulation, which shares the same structure as classic Gaussian process confidence bounds, and can thus be straightforwardly integrated into downstream optimization pipelines. We show that the proposed bound generalizes existing results and illustrate its application using an example inspired by quadrotor dynamics learning.

We introduce a spectral hierarchy of cosmic-web classifications obtained by applying simple scale-weighting kernels to the density field before performing a standard eigenvalue-based web classification. This unifies and extends several widely used web definitions within a single framework: the familiar potential/tidal web (large-scale, nonlocal), a curvature-based web (more local, peak- and ridge-sensitive), and additional higher-derivative levels that progressively emphasize smaller-scale structure. Because the classification is built from second derivatives of the filtered field, successive hierarchy levels align naturally with operator families that appear in renormalised bias and effective descriptions of large-scale structure, providing an explicit bridge between cosmic-web environments and long- and short-range nonlocal bias ingredients. We quantify the information content of the hierarchy with a compact statistic: we map each cell to one of four ordered web types (void, sheet, filament, knot), construct a corresponding ``web contrast'' field, and measure its cross-correlation with halos from the AbacusSummit simulation suite on a coarse mesh with $ΔL\simeq 5.5\,h^{-1}\mathrm{Mpc}$. We find that the hierarchy retains significant tracer-relevant information from very large scales down to the mesh Nyquist limit, with the more local (curvature/higher-derivative) levels dominating toward nonlinear scales. This makes the spectral hierarchy a practical, interpretable conditioning basis for fast mock-galaxy production and field-level modelling, and a flexible tool for studying environment-dependent clustering and assembly bias.

Margin-based learning, exemplified by linear and kernel methods, is one of the few classical settings where generalization guarantees are independent of the number of parameters. This makes it a central case study in modern highly over-parameterized learning. We ask what minimal mathematical structure underlies this phenomenon. We begin with a simple margin-based problem in arbitrary metric spaces: concepts are defined by a center point and classify points according to whether their distance lies below $r$ or above $R$. We show that whenever $R>3r$, this class is learnable in \emph{any} metric space. Thus, sufficiently large margins make learnability rely only on the triangle inequality, without any linear or analytic structure being necessary. Our first main result extends this phenomenon to concepts defined by bounded linear combinations of distance functions, and reveals a sharp threshold: there exists a universal constant such that whenever the margin is larger than this constant, the class is learnable in every metric space, while below it there exist metric spaces where it is not learnable at all. We then ask whether margin-based learnability can always be explained via an embedding into a linear space -- that is, reduced to linear classification in some Banach space through a kernel-type construction. We answer this negatively by demonstrating a margin learnable class that cannot be embedded into any Banach space in which linear classification with margins is learnable.