Kernel Method

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.

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.

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.

Algorithmic decisions about individuals require predictions that are not only accurate but also fair with respect to sensitive attributes such as gender and race. Causal notions of fairness align with legal requirements, yet many methods assume access to detailed knowledge of the underlying causal graph, which is a demanding assumption in practice. We propose a learning framework that achieves interventional fairness by leveraging a causal graph over \textit{clusters of variables}, which is substantially easier to estimate than a variable-level graph. With possible \textit{adjustment cluster sets} identified from such a cluster causal graph, our framework trains a prediction model by reducing the worst-case discrepancy between interventional distributions across these sets. To this end, we develop a computationally efficient barycenter kernel maximum mean discrepancy (MMD) that scales favorably with the number of sensitive attribute values. Extensive experiments show that our framework strikes a better balance between fairness and accuracy than existing approaches, highlighting its effectiveness under limited causal graph knowledge.

We develop a kernel method for generative modeling within the stochastic interpolant framework, replacing neural network training with linear systems. The drift of the generative SDE is $\hat b_t(x) = \nablaφ(x)^\topη_t$, where $η_t \in \mathbb{R}^P$ solves a $P\times P$ system computable from data, with $P$ independent of the data dimension $d$. Since estimates are inexact, the diffusion coefficient $D_t$ affects sample quality; the optimal $D_t^*$ from Girsanov diverges at $t=0$, but this poses no difficulty and we develop an integrator that handles it seamlessly. The framework accommodates diverse feature maps: scattering transforms, pretrained generative models, etc, enabling generation and model combination without neural network training. We demonstrate the approach on financial time series, turbulence, and image generation.

We study optimal learning rate (LR) schedules under the functional scaling law (FSL) framework (Li et al., 2025), which decomposes training dynamics into signal learning and noise forgetting. In power-law kernel regression, these two components are governed by a source exponent $s>0$ and a capacity exponent $q>1$, respectively, with smaller $s$ corresponding to harder tasks. For a fixed training horizon $N$, we characterize the schedules that minimize the final-step loss under a stability constraint and reveal a sharp phase transition. In the easy-task regime $s>1-1/q$, the optimal schedule follows power decay from the beginning of training; in the hard-task regime $s<1-1/q$, it becomes warmup-stable-decay (WSD)-like (Hu et al., 2024), staying at the largest admissible LR for most of training before a final decay. In both regimes, the decay exponent is $2q-1$: task difficulty determines when to decay, while model capacity determines how to decay. Beyond the exact optimum, we study fractional schedules, whose shape is defined over relative training progress. We show that precise tuning of the decay shape is often unnecessary: a broad class of profiles attains the optimal convergence rate, while overly slow terminal decay leads to schedule-induced capacity saturation. Finally, for one-pass SGD in kernel regression, FSL-motivated power-decay schedules achieve optimal last-iterate rates. Experiments support the theoretical predictions and the task-dependent transition between early and delayed decay.

We address the problem of classifying trajectories or sequences generated by nonlinear dynamical systems, where each class corresponds to a distinct dynamical system. We propose Dynafit, a kernel-based method that learns a distance metric between training data and the underlying dynamics. New observations are assigned to the class whose dynamics best fit the observations according to the learned metric.The learning algorithm approximates the Koopman operator, which globally linearizes the dynamics in a (potentially infinite-dimensional) feature space associated with a kernel function. The distance metric is computed in the feature space independently of its dimensionality by exploiting the kernel trick commonly used in machine learning. The kernel function can be tailored to incorporate prior knowledge of the dynamics when available. We consider a classical test example, the logistic map as a discrete dynamical system, and derive analytically the kernel function from the polynomial Koopman basis that exactly linearizes the dynamics. Dynafit is applicable to a wide range of classification tasks involving nonlinear dynamical systems and sensors. We illustrate its effectiveness through three examples: chaos detection in the logistic map, recognition of handwritten dynamical patterns, and classification of visual dynamic textures.

High-performance Host processors can integrate Processing-In-Memory (PIM) devices, which can accelerate memory-intensive kernels of Machine Learning (ML) models, including Large Language Models (LLMs), by leveraging the large memory bandwidth available at PIM cores. However, Host processor needs consecutive elements distributed across DRAM banks, while PIM cores need consecutive elements within their local banks. This necessitates data rearrangements in ML kernel execution that pose significant performance and programmability challenges, further exacerbated by the need to support diverse PIM devices. Current compilation approaches lack systematic optimization for diverse ML kernels and multiple PIM devices, and may largely ignore data rearrangement costs during the compute code optimization step. We show that data rearrangements and compute code optimization are interdependent, and need to be jointly optimized during the tuning process. Therefore, we design DCC, the first data-centric ML compiler for PIM systems that jointly co-optimizes data rearrangements and compute code in a unified tuning process. DCC integrates a multi-layer PIM abstraction to support multiple PIM backends. DCC enables effective co-optimization of data partitioning strategies with compute loop partitioning schemes. DCC applies PIM-specific code optimizations, and leverages a fast and accurate performance prediction model to select the bestperforming code schedule for a given kernel on a target PIM architecture. Our evaluations in various individual ML kernels show that DCC achieves up to 7.68x speedup (2.21x average) on HBM-PIM, and up to 13.17x speedup (3.92x average) on AttAcc PIM, over GPU-only execution. In end-to-end LLM inference, DCC on AttAcc accelerates GPT-3 and LLaMA-2 by 4.52x average (up to 7.71x in LLaMA-2) over GPU. DCC is open-sourced at https://github.com/SPIN-Research-Group/DCC.

Approximate Nearest Neighbor (ANN) search and Approximate Kernel Density Estimation (A-KDE) are fundamental problems at the core of modern machine learning, with broad applications in data analysis, information systems, and large-scale decision making. In massive and dynamic data streams, a central challenge is to design compact sketches that preserve essential structural properties of the data while enabling efficient queries. In this work, we develop new sketching algorithms that achieve sublinear space and query time guarantees for both ANN and A-KDE for a dynamic stream of data. For ANN in the streaming model, under natural assumptions, we design a sublinear sketch that requires only $\mathcal{O}(n^{(1-η)(1+ρ)})$ memory by storing only a sublinear ($n^{-η}$) fraction of the total inputs, where $ρ$ is a parameter of the LSH family, and $0<η<1$. Our method supports sublinear query time, batch queries, and extends to the more general Turnstile model. While earlier works have focused on Exact NN, this is the first result on ANN that achieves near-optimal trade-offs between memory size and approximation error. Next, for A-KDE in the Sliding-Window model, we propose a sketch of size $\mathcal{O}\left(LW \cdot \frac{1}{\sqrt{1+ε} - 1} \log^2 N\right)$, where $L$ is the number of sketch rows, $W$ is the LSH range, $N$ is the window size, and $ε$ is the approximation error. This, to the best of our knowledge, is the first theoretical sublinear sketch guarantee for A-KDE in the Sliding-Window model. We complement our theoretical results with experiments on various real-world datasets, which show that the proposed sketches are lightweight and achieve consistently low error in practice.

We propose refined GRFs (GRFs++), a new class of Graph Random Features (GRFs) for efficient and accurate computations involving kernels defined on the nodes of a graph. GRFs++ resolve some of the long-standing limitations of regular GRFs, including difficulty modeling relationships between more distant nodes. They reduce dependence on sampling long graph random walks via a novel walk-stitching technique, concatenating several shorter walks without breaking unbiasedness. By applying these techniques, GRFs++ inherit the approximation quality provided by longer walks but with greater efficiency, trading sequential, inefficient sampling of a long walk for parallel computation of short walks and matrix-matrix multiplication. Furthermore, GRFs++ extend the simplistic GRFs walk termination mechanism (Bernoulli schemes with fixed halting probabilities) to a broader class of strategies, applying general distributions on the walks' lengths. This improves the approximation accuracy of graph kernels, without incurring extra computational cost. We provide empirical evaluations to showcase all our claims and complement our results with theoretical analysis.

Hamiltonian dynamics describe a wide range of physical systems. As such, data-driven simulations of Hamiltonian systems are important for many scientific and engineering problems. In this work, we propose kernel-based methods for identifying and forecasting Hamiltonian systems directly from trajectory data. We present two approaches: a 2-step method that reconstructs trajectories before learning the Hamiltonian, and a 1-step method that jointly infers both. Across several benchmark systems, including mass-spring dynamics, a nonlinear pendulum, and the Henon-Heiles system, we demonstrate that our framework achieves accurate, data-efficient predictions and outperforms 2-step kernel-based baselines, particularly in scarce-data regimes, while preserving the Hamiltonian structure. Moreover, we prove a priori error estimates, ensuring reliability of the learned models. We also provide a more general, problem-agnostic numerical framework that goes beyond Hamiltonian systems and can be used for data-driven learning of arbitrary dynamical systems.

We study a compositional variant of kernel ridge regression in which the predictor is applied to a coordinate-wise reweighting of the inputs. Formulated as a variational problem, this model provides a tractable setting for studying feature learning in compositional architectures. From the perspective of variable selection, we show how relevant variables are recovered while noise variables are eliminated. We prove that both global minimizers and stationary points discard noise coordinates when the noise variables are Gaussian distributed. A central finding is that $\ell_1$-type kernels, such as the Laplace kernel, succeed in recovering features contributing to nonlinear effects at stationary points, whereas Gaussian kernels recover only linear ones.

Clustering algorithms often assume all features contribute equally to the data structure, an assumption that usually fails in high-dimensional or noisy settings. Feature weighting methods can address this, but most require additional parameter tuning. We propose SHARK (Shapley Reweighted $k$-means), a feature-weighted clustering algorithm motivated by the use of Shapley values from cooperative game theory to quantify feature relevance, which requires no additional parameters beyond those in $k$-means. We prove that the $k$-means objective can be decomposed into a sum of per-feature Shapley values, providing an axiomatic foundation for unsupervised feature relevance and reducing Shapley computation from exponential to polynomial time. SHARK iteratively re-weights features by the inverse of their Shapley contribution, emphasising informative dimensions and down-weighting irrelevant ones, and is equivalent to replacing the arithmetic mean of feature dispersions with their harmonic mean. Experiments on synthetic and real-world data sets show that SHARK consistently matches or outperforms existing methods, achieving superior robustness and accuracy, particularly in scenarios where noise may be present. Software: https://github.com/rickfawley/SHARK.

This monograph studies the relations between two approaches using positive definite kernels: probabilistic methods using Gaussian processes, and non-probabilistic methods using reproducing kernel Hilbert spaces (RKHS). They are widely studied and used in machine learning, statistics, and numerical analysis. We study connections and equivalences for fundamental topics such as regression, interpolation, numerical integration, distributional discrepancies, and statistical dependence, as well as sample path properties of Gaussian processes. A unifying perspective for these equivalences is established, based on the equivalence between the Gaussian Hilbert space and the RKHS. The monograph serves as a basis to bridge many other methods based on Gaussian processes and reproducing kernels, which are developed in parallel by the two research communities.

Out-of-Distribution (OoD) detection is vital for the reliability of deep neural networks, the key of which lies in effectively characterizing the disparities between OoD and In-Distribution (InD) data. In this work, such disparities are exploited through a fresh perspective of non-linear feature subspace. That is, a discriminative non-linear subspace is learned from InD features to capture representative patterns of InD, while informative patterns of OoD features cannot be well captured in such a subspace due to their different distribution. Grounded on this perspective, we exploit the deviations of InD and OoD features in such a non-linear subspace for effective OoD detection. To be specific, we leverage the framework of Kernel Principal Component Analysis (KPCA) to attain the discriminative non-linear subspace and deploy the reconstruction error on such subspace to distinguish InD and OoD data. Two challenges emerge: (i) the learning of an effective non-linear subspace, i.e., the selection of kernel function in KPCA, and (ii) the computation of the kernel matrix with large-scale InD data. For the former, we reveal two vital non-linear patterns that closely relate to the InD-OoD disparity, leading to the establishment of a Cosine-Gaussian kernel for constructing the subspace. For the latter, we introduce two techniques to approximate the Cosine-Gaussian kernel with significantly cheap computations. In particular, our approximation is further tailored by incorporating the InD data confidence, which is demonstrated to promote the learning of discriminative subspaces for OoD data. Our study presents new insights into the non-linear feature subspace for OoD detection and contributes practical explorations on the associated kernel design and efficient computations, yielding a KPCA detection method with distinctively improved efficacy and efficiency.

The problem of using proximity (similarity or dissimilarity) data for the purpose of "adding a point to a vector diagram" was first studied by J.C. Gower in 1968. Since then, a number of methods -- mostly kernel methods -- have been proposed for solving what has come to be called the problem of out-of-sample embedding. We survey the various kernel methods that we have encountered and show that each can be derived from one or the other of two competing strategies: projection or restricted reconstruction. Projection can be analogized to a well-known formula for adding a point to a principal component analysis. Restricted reconstruction poses a different challenge: how to best approximate redoing the entire multivariate analysis while holding fixed the vector diagram that was previously obtained. This strategy results in a nonlinear optimization problem that can be simplified to a unidimensional search. Various circumstances may warrant either projection or restricted reconstruction.

Kernel selection for regression of physical observables is often heuristic. We investigate a physics-informed strategy in which functional forms and spectral structures associated with Green's functions motivate kernel selection without requiring an exact identification between a machine-learning kernel and a physical propagator. The principal construction is a Jackson-damped Chebyshev kernel inspired by the kernel polynomial method (KPM); its explicit feature map yields a positive-semidefinite Gram matrix by construction and provides an inspectable spectral prior for structured observables. We evaluate standard and custom SVR models on copper-conductivity proxies, local Dirac-like band dispersion, quartic-oscillator energy levels, photonic-crystal transmission, and Fibonacci-chain transmission using repeated nested validation, learning curves, random-forest and multilayer-perceptron baselines, and low-rank Nyström tests where relevant. The framework is intended for finite-data regression of precomputed observables while boundary conditions remain part of the physical model that generates those observables.

Quantum Support Vector Machine is a kernel-based approach to classification problems. We study the applicability of quantum kernels to financial data, specifically our self-curated Dhaka Stock Exchange (DSEx) Broad Index dataset. To the best of our knowledge, this is the first systematic study of quantum kernels applied to this dataset. Working within the empirical quantum advantage (EQA) framework of Krunic et al., we benchmark several quantum kernels against a classical RBF-kernel SVM baseline, propose the best-performing kernel for this dataset, and relate the observations to the Phase Space Terrain Ruggedness Index metric. We estimate the resources needed to carry out these investigations on a larger scale for future practitioners.

Ranking generative models based on the fidelity and diversity of their outputs is required to identify the best generator in a group of candidate generative AI models. To rank a group of models in a conventional centralized setting, a standard score is commonly evaluated for each involved model. The selection and design of reference-based evaluation scores have been extensively studied in centralized settings, where the reference samples are drawn from a single probability distribution. However, in practical scenarios including distributed learning contexts, reference samples are distributed across multiple clients, each potentially with a heterogeneous data distribution. In this work, we investigate the ranking of generative models in such distributed settings with heterogeneous data distributions across clients. We focus on the widely used family of kernel distance (KD) evaluation metrics. We prove that, for every kernel function, ranking models by the averaged KD scores of individual clients yields the same ordering as a centralized KD evaluation using the combined reference data from all the clients. We further extend our analysis to other popular metrics, including the Fréchet Distance (FD), for which the individual client scores could be insufficient for accurate model ranking. We present the numerical results of several experiments on standard image datasets and generative models to validate our theoretical findings regarding distributed ranking using various evaluation scores.

We propose a data-driven approach to quantify the uncertainty of models constructed by kernel methods. Our approach minimizes the needed distributional assumptions, hence, instead of working with, for example, Gaussian processes or exponential families, it only requires knowledge about some mild regularity of the measurement noise, such as it is being symmetric or exchangeable. We show, by building on recent results from finite-sample system identification, that by perturbing the residuals in the gradient of the objective function, information can be extracted about the amount of uncertainty our model has. Particularly, we provide an algorithm to build exact, non-asymptotically guaranteed, distribution-free confidence regions for ideal, noise-free representations of the function we try to estimate. For the typical convex quadratic problems and symmetric noises, the regions are star convex centered around a given nominal estimate, and have efficient ellipsoidal outer approximations. Finally, we illustrate the ideas on typical kernel methods, such as LS-SVC, KRR, $\varepsilon$-SVR and kernelized LASSO.

Two-sample tests have been extensively employed in various scientific fields and machine learning to discriminate whether two sets of samples come from the same distribution or not. Kernel-based procedures for hypothetical testing have been proposed to efficiently disentangle high-dimensional complex structures in data to obtain accurate results in a model-free way by embedding the data into the reproducing kernel Hilbert space (RKHS). While the choice of kernels plays a crucial role for their performance, little is understood about how to choose kernel especially for small datasets. Here we construct a hypothetical test which can be effective even for small datasets, based on the theoretical foundation of kernel-based tests using maximum mean discrepancy, which is called MMD-FUSE. We enhance the MMD-FUSE framework by incorporating quantum kernels and propose a novel hybrid testing strategy that fuses classical and quantum kernels. This approach creates a powerful and adaptive test by combining the domain-specific inductive biases of classical kernels with the unique expressive power of quantum kernels. We evaluate our method on various synthetic and real-world clinical datasets, and our experiments reveal two key findings: 1) With appropriate hyperparameter tuning, MMD-FUSE with quantum kernels consistently improves test power over classical counterparts, especially for small and high-dimensional data. 2) The proposed hybrid framework demonstrates remarkable robustness, adapting to different data characteristics and achieving high test power across diverse scenarios. These results highlight the potential of quantum-inspired and hybrid kernel strategies to build more effective statistical tests, offering versatile tools for data analysis where sample sizes are limited.