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Data-centric AI · Everything Else

Dominic Broadbent, Nick Whiteley, Robert Allison, Tom Lovett

Existing distribution compression methods, like Kernel Herding (KH), were originally developed for unlabelled data. However, no existing approach directly compresses the conditional distribution of *labelled* data. To address this gap, we first introduce the *Average Maximum Conditional Mean Discrepancy* (AMCMD), a metric for comparing conditional distributions, and derive a closed form estimator. Next, we make a key observation: in the context of distribution compression, the cost of constructing a compressed set targeting the AMCMD can be reduced from $\mathcal{O}(n^3)$ to $\mathcal{O}(n)$. Leveraging this, we extend KH to propose Average Conditional Kernel Herding (ACKH), a linear-time greedy algorithm for constructing compressed sets that target the AMCMD. To better understand the advantages of *directly* compressing the conditional distribution rather than doing so via the joint distribution, we introduce *Joint Kernel Herding* (JKH), an adaptation of KH designed to compress the joint distribution of labelled data. While herding methods provide a simple and interpretable selection process, they rely on a greedy heuristic. To explore alternative optimisation strategies, we also propose *Joint Kernel Inducing Points* (JKIP) and *Average Conditional Kernel Inducing Points* (ACKIP), which *jointly* optimise the compressed set while maintaining linear complexity. Experiments show that directly preserving conditional distributions with ACKIP outperforms both joint distribution compression and the greedy selection used in ACKH. Moreover, we see that JKIP consistently outperforms JKH.

Theory · Everything Else

Yaroslav Mukhin

The influence function (IF) of a statistical functional is the Riesz representer of its derivative, also known as its first variation and Fisher-Rao gradient. It is a key object for numerical optimization over probability measures, semiparametric efficiency theory, standard constructions of efficient estimators, and an arsenal of inference methods for these estimators. Yet, deriving the IF analytically is often an obstruction for practitioners. To automate this task, we develop a novel spectral representation of the IF that lends itself to a low-rank functional estimator in a reproducing kernel Hilbert space (rkHs). Our estimator (i) does not require analytic derivations by the user, (ii) relies on kernel Principal Component Analysis and numerical pathwise derivatives along these components. We present the derivation of the representation and prove consistency of the low-rank rkHs estimator.

Computer Vision · Image and Video Generation

Peiyuan Zhang, Yongqi Chen, Haofeng Huang, Will Lin, Zhengzhong Liu, Ion Stoica, Eric Xing, Hao Zhang

Scaling video diffusion transformers (DiTs) is limited by their quadratic 3D attention, even though most of the attention mass concentrates on a small subset of positions. We turn this observation into VSA, a trainable, hardware-efficient sparse attention that replaces full attention at both training and inference. In VSA, a lightweight coarse stage pools tokens into tiles and identifies high-weight critical tokens; a fine stage computes token-level attention only inside those tiles subjecting to block computing layout to ensure hard efficiency. This leads to a single differentiable kernel that trains end-to-end, requires no post-hoc profiling, and sustains 85\% of FlashAttention3 MFU. We perform a large sweep of ablation studies and scaling-law experiments by pretraining DiTs from 60M to 1.4B parameters. VSA reaches a Pareto point that cuts training FLOPS by 2.53$\times$ with no drop in diffusion loss. Retrofitting the open-source Wan2.1-1.3B model speeds up attention time by 6$\times$ and lowers end-to-end generation time from 31s to 18s with comparable quality, while for the 14B model, end-to-end generation time is reduced from 1274s to 576s. Furthermore, we introduce a preliminary study of Sparse-Distill, the first method to enable sparse attention and distillation concurrently, achieving 50.9x speed up for Wan-1.3B while maintaining quality. These results establish trainable sparse attention as a practical alternative to full attention and a key enabler for further scaling of video diffusion models. Code is available at https://github.com/hao-ai-lab/FastVideo.

Deep Learning · Generative Models and Autoencoders

Benjamin Hoover, Zhaoyang Shi, Krishnakumar Balasubramanian, Dmitry Krotov, Parikshit Ram

We propose a novel energy function for Dense Associative Memory (DenseAM) networks, the log-sum-ReLU (LSR), inspired by optimal kernel density estimation. Unlike the common log-sum-exponential (LSE) function, LSR is based on the Epanechnikov kernel and enables exact memory retrieval with exponential capacity without requiring exponential separation functions. Uniquely, it introduces abundant additional emergent local minima while preserving perfect pattern recovery --- a characteristic previously unseen in DenseAM literature. Empirical results show that LSR energy has significantly more local minima (memories) that have comparable log-likelihood to LSE-based models. Analysis of LSR's emergent memories on image datasets reveals a degree of creativity and novelty, hinting at this method's potential for both large-scale memory storage and generative tasks.

Theory · Learning Theory

Fares El Khoury, Edouard Pauwels, Samuel Vaiter, Michael Arbel

Bilevel optimization has emerged as a technique for addressing a wide range of machine learning problems that involve an outer objective implicitly determined by the minimizer of an inner problem. While prior works have primarily focused on the parametric setting, a learning-theoretic foundation for bilevel optimization in the nonparametric case remains relatively unexplored. In this paper, we take a first step toward bridging this gap by studying Kernel Bilevel Optimization (KBO), where the inner objective is optimized over a reproducing kernel Hilbert space. This setting enables rich function approximation while providing a foundation for rigorous theoretical analysis. In this context, we derive novel finite-sample generalization bounds for KBO, leveraging tools from empirical process theory. These bounds further allow us to assess the statistical accuracy of gradient-based methods applied to the empirical discretization of KBO. We numerically illustrate our theoretical findings on a synthetic instrumental variable regression task.

Optimization · Bayesian & Black-box Optimization

Richard Suwandi, Feng Yin, Juntao Wang, Renjie Li, Tsung-Hui Chang, Sergios Theodoridis

The efficiency of Bayesian optimization (BO) relies heavily on the choice of the Gaussian process (GP) kernel, which plays a central role in balancing exploration and exploitation under limited evaluation budgets. Traditional BO methods often rely on fixed or heuristic kernel selection strategies, which can result in slow convergence or suboptimal solutions when the chosen kernel is poorly suited to the underlying objective function. To address this limitation, we propose a freshly-baked Context-Aware Kernel Evolution (CAKE) to enhance BO with large language models (LLMs). Concretely, CAKE leverages LLMs as the crossover and mutation operators to adaptively generate and refine GP kernels based on the observed data throughout the optimization process. To maximize the power of CAKE, we further propose BIC-Acquisition Kernel Ranking (BAKER) to select the most effective kernel through balancing the model fit measured by the Bayesian information criterion (BIC) with the expected improvement at each iteration of BO. Extensive experiments demonstrate that our fresh CAKE-based BO method consistently outperforms established baselines across a range of real-world tasks, including hyperparameter optimization, controller tuning, and photonic chip design. Our code is publicly available at https://github.com/richardcsuwandi/cake.

Applications · Neuroscience, Cognitive Science

Hyunmo Kang, Abdulkadir Canatar, SueYeon Chung

Understanding representational similarity between neural recordings and computational models is essential for neuroscience, yet remains challenging to measure reliably due to the constraints on the number of neurons that can be recorded simultaneously. In this work, we apply tools from Random Matrix Theory to investigate how such limitations affect similarity measures, focusing on Centered Kernel Alignment (CKA) and Canonical Correlation Analysis (CCA). We propose an analytical framework for representational similarity analysis that relates measured similarities to the spectral properties of the underlying representations. We demonstrate that neural similarities are systematically underestimated under finite neuron sampling, mainly due to eigenvector delocalization. To overcome this, we introduce a denoising method to infer population-level similarity, enabling accurate analysis even with small neuron samples. Theoretical predictions are validated on synthetic and real datasets, offering practical strategies for interpreting neural data under finite sampling constraints.

Deep Learning · Theory

Yuqian Cheng, Zhuo Chen, Qian Lin

The physics-informed neural networks (PINNs) are widely applied in solving differential equations. However, few studies have discussed their consistency. In this paper, we consider the consistency of PINNs when applied to second-order elliptic equations with Dirichlet boundary conditions. We first provide the necessary and sufficient condition for the consistency of the physics-informed kernel gradient flow algorithm, and then as a direct corollary, when the neural network is sufficiently wide, we obtain a necessary and sufficient condition for the consistency of PINNs based on the neural tangent kernel theory. We also estimate the non-asymptotic loss bounds of physics-informed kernel gradient flow and PINN under suitable stronger assumptions. Finally, these results inspires us to construct a notable pathological example where the PINN method is inconsistent.

Probabilistic Methods · Gaussian Processes

Wenlong Chen, Naoki Kiyohara, Harrison Zhu, Jacob Curran-Sebastian, Samir Bhatt, Yingzhen Li

We propose a novel online Gaussian process (GP) model that is capable of capturing long-term memory in sequential data in an online learning setting. Our model, Online HiPPO Sparse Variational Gaussian Process (OHSVGP), leverages the HiPPO (High-order Polynomial Projection Operators) framework, which is popularized in the RNN domain due to its long-range memory modeling capabilities. We interpret the HiPPO time-varying orthogonal projections as inducing variables with time-dependent orthogonal polynomial basis functions, which allows the SVGP inducing points to memorize the process history. We show that the HiPPO framework fits naturally into the interdomain GP framework and demonstrate that the kernel matrices can also be updated online in a recurrence form based on the ODE evolution of HiPPO. We evaluate OHSVGP with online prediction for 1D time series, continual learning in discriminative GP model for data with multidimensional inputs, and deep generative modeling with sparse Gaussian process variational autoencoder, showing that it outperforms existing online GP methods in terms of predictive performance, long-term memory preservation, and computational efficiency.

Computer Vision · 3D Rendering & Reconstruction

Mae Younes, Adnane Boukhayma

2D Gaussian Splatting (2DGS) has recently emerged as a promising method for novel view synthesis and surface reconstruction, offering better view-consistency and geometric accuracy than volumetric 3DGS. However, 2DGS suffers from severe aliasing artifacts when rendering at different sampling rates than those used during training, limiting its practical applications in scenarios requiring camera zoom or varying fields of view. We identify that these artifacts stem from two key limitations: the lack of frequency constraints in the representation and an ineffective screen-space clamping approach. To address these issues, we present AA-2DGS, an anti-aliased formulation of 2D Gaussian Splatting that maintains its geometric benefits while significantly enhancing rendering quality across different scales. Our method introduces a world-space flat smoothing kernel that constrains the frequency content of 2D Gaussian primitives based on the maximal sampling frequency from training views, effectively eliminating high-frequency artifacts when zooming in. Additionally, we derive a novel object-space Mip filter by leveraging an affine approximation of the ray-splat intersection mapping, which allows us to efficiently apply proper anti-aliasing directly in the local space of each splat. Code will be available at https://github.com/maeyounes/AA-2DGS.

Theory · Learning Theory

Pierre-François Massiani, Christian Fiedler, Lukas Haverbeck, Friedrich Solowjow, Sebastian Trimpe

We propose a framework for hypothesis testing on conditional probability distributions, which we then use to construct *statistical tests of functionals of conditional distributions*. These tests identify the inputs where the functionals differ with high probability, and include tests of conditional moments or two-sample tests. Our key idea is to transform confidence bounds of a learning method into a test of conditional expectations. We instantiate this principle for kernel ridge regression (KRR) with subgaussian noise. An intermediate data embedding then enables more general tests — including *conditional two-sample tests* — via kernel mean embeddings of distributions. To have guarantees in this setting, we generalize existing pointwise-in-time or time-uniform confidence bounds for KRR to previously-inaccessible yet essential cases such as infinite-dimensional outputs with non-trace-class kernels. These bounds also circumvent the need for independent data, allowing for instance online sampling. To make our tests readily applicable in practice, we introduce bootstrapping schemes leveraging the parametric form of testing thresholds identified in theory to avoid tuning inaccessible parameters. We illustrate the tests on examples, including one in process monitoring and comparison of dynamical systems. Overall, our results establish a comprehensive foundation for conditional testing on functionals, from theoretical guarantees to an algorithmic implementation, and advance the state of the art on confidence bounds for vector-valued least squares estimation.

Optimization · Bayesian & Black-box Optimization

WEI XING, Zhenjie Lu, Akeel Shah

Existing Multi-fidelity Bayesian Optimization (MFBO) methods ignore the convergence behavior of the multi-fidelity surrogate as the fidelity increases, leading to inefficient exploration and suboptimal performance. We introduce CAMO (Convergence-Aware Multi-fidelity Optimization), a principled framework based on Linear Fidelity Differential Equations (LFiDEs) that explicitly encodes convergence of fidelity-indexed outputs and employs a closed-form nonstationary kernel. We rigorously prove the existence and pointwise/uniform convergence to the high fidelity surrogate under mild restrictions and provide new convergence results for general FiDEs using smooth, non-smooth and even non-convex Lyapunov functions, establishing a bridge between MFBO and the theory of subgradient flows in non-smooth optimisation theory. Combined with a fidelity-aware acquisition function, CAMO outperforms state-of-the-art MFBO methods on a majority of synthetic and real-world benchmarks, with up to a four-fold improvement in optimisation performance and a dramatic speed-up in convergence. CAMO offers a tractable and theoretically grounded approach to convergence-aware MFBO.

Probabilistic Methods · Gaussian Processes

Amon Lahr, Johannes Köhler, Anna Scampicchio, Melanie Zeilinger

Non-conservative uncertainty bounds are key for both assessing an estimation algorithm’s accuracy and in view of downstream tasks, such as its deployment in safety-critical contexts. In this paper, we derive a tight, non-asymptotic uncertainty bound for kernel-based estimation, which can also handle correlated noise sequences. Its computation relies on a mild norm-boundedness assumption on the unknown function and the noise, returning the worst-case function realization within the hypothesis class at an arbitrary query input location. The value of this function is shown to be given in terms of the posterior mean and covariance of a Gaussian process for an optimal choice of the measurement noise covariance. By rigorously analyzing the proposed approach and comparing it with other results in the literature, we show its effectiveness in returning tight and easy-to-compute bounds for kernel-based estimates.

Computer Vision · 3D Rendering & Reconstruction

Zhanke Wang, Zhiyan Wang, Kaiqiang Xiong, Wu Jiahao, Yang Deng, Ronggang Wang

Recently, 3D Gaussian Splatting (3DGS) has achieved state-of-the-art rendering results. However, its efficiency relies on simplifications that disregard the thickness of Gaussian primitives and their overlapping interactions. These simplifications can lead to popping artifacts due to inaccurate sorting, thereby affecting the rendering quality. In this paper, we propose Screen-Aligned Primitives (SAP), an anisotropic kernel that generates primitives parallel to the image plane for each view. Our rasterization pipeline enables full per-pixel ordering in real time. Since the primitives are parallel for a given viewpoint, a single global sorting operation suffices for correct per-pixel depth ordering. We formulate 3D reconstruction as a combination of a 3D-consistent decoder and 2D view-specific primitives, and further propose a highly efficient decoder to ensure 3D consistency. Moreover, within our framework, the primitive function values remain consistent between view space and screen space, allowing arbitrary radial basis functions (RBFs) to represent the scene without introducing projection errors. Experiments on diverse datasets demonstrate that our method achieves state-of-the-art rendering quality while maintaining real-time performance.

Hao Wang, zhengnan li, Zhichao Chen, Xu Chen, Shuting He, Guangyi Liu, Haoxuan Li, Zhouchen Lin

Iterative imputation is a prevalent method for completing missing data, which involves iteratively imputing each feature by treating it as a target variable and predicting its missing values using the remaining features. However, existing iterative imputation methods exhibit two critical defects: (1) model misspecification, where a uniform parametric form of model is applied across different features, conflicting with heterogeneous data generation processes; (2) underuse of oracle features, where all features are treated as potentially missing, neglecting the valuable information in fully observed features. In this work, we propose kernel point imputation (KPI), a bi-level optimization framework designed to address these issues. The inner-level optimization optimizes the model form for each feature in a reproducing kernel Hilbert space, mitigating model misspecification. The outer-level optimization leverages oracle features as supervision signals to refine imputations. Extensive experiments on real-world datasets demonstrate that KPI consistently outperforms state-of-the-art imputation methods. Code is available at https://github.com/FMLYD/kpi.git.

General Machine Learning · Everything Else

Matthew Tamayo-Rios, Alexander Schell, Rima Alaifari

The signature kernel is a recent state-of-the-art tool for analyzing high-dimensional sequential data, valued for its theoretical guarantees and strong empirical performance. In this paper, we present a novel method for efficiently computing the signature kernel of long, high-dimensional time series via adaptively truncated recursive local power series expansions. Building on the characterization of the signature kernel as the solution of a Goursat PDE, our approach employs tilewise Neumann‐series expansions to derive rapidly converging power series approximations of the signature kernel that are locally defined on subdomains and propagated iteratively across the entire domain of the Goursat solution by exploiting the geometry of the time series. Algorithmically, this involves solving a system of interdependent Goursat PDEs via adaptively truncated local power series expansions and recursive propagation of boundary conditions along a directed graph in a topological ordering. This method strikes an effective balance between computational cost and accuracy, achieving substantial performance improvements over state-of-the-art approaches for computing the signature kernel. It offers (a) adjustable and superior accuracy, even for time series with very high roughness; (b) drastically reduced memory requirements; and (c) scalability to efficiently handle very long time series (e.g., with up to one million data points or more) on a single GPU. As demonstrated in our benchmarks, these advantages make our method particularly well-suited for rough-path-assisted machine learning, financial modeling, and signal processing applications involving very long and highly volatile sequential data.

Probabilistic Methods · Gaussian Processes

Zi Yang, Ying Li, Zhidi Lin, Michael Minyi Zhang, Pablo Martinez Olmos

The multi-view Gaussian process latent variable model (MV-GPLVM) aims to learn a unified representation from multi-view data but is hindered by challenges such as limited kernel expressiveness and low computational efficiency. To overcome these issues, we first introduce a new duality between the spectral density and the kernel function. By modeling the spectral density with a bivariate Gaussian mixture, we then derive a generic and expressive kernel termed Next-Gen Spectral Mixture (NG-SM) for MV-GPLVMs. To address the inherent computational inefficiency of the NG-SM kernel, we propose a random Fourier feature approximation. Combined with a tailored reparameterization trick, this approximation enables scalable variational inference for both the model and the unified latent representations. Numerical evaluations across a diverse range of multi-view datasets demonstrate that our proposed method consistently outperforms state-of-the-art models in learning meaningful latent representations.

Theory · Learning Theory

Yuanfan Li, Yunwen Lei, Zheng-Chu Guo, Yiming Ying

Recent advances have significantly improved our understanding of the generalization performance of gradient descent (GD) methods in deep neural networks. A natural and fundamental question is whether GD can achieve generalization rates comparable to the minimax optimal rates established in the kernel setting. Existing results either yield suboptimal rates of $O(1/\sqrt{n})$, or focus on networks with smooth activation functions, incurring exponential dependence on network depth $L$. In this work, we establish optimal generalization rates for GD with deep ReLU networks by carefully trading off optimization and generalization errors, achieving only polynomial dependence on depth. Specifically, under the assumption that the data are NTK separable from the margin $\gamma$, we prove an excess risk rate of $\widetilde{O}(L^4 (1 + \gamma L^2) / (n \gamma^2))$, which aligns with the optimal SVM-type rate $\widetilde{O}(1 / (n \gamma^2))$ up to depth-dependent factors. A key technical contribution is our novel control of activation patterns near a reference model, enabling a sharper Rademacher complexity bound for deep ReLU networks trained with gradient descent.

Mingyu Xu, Tenglong Ao, Jiaao He, Jianqiao Lu, Guang Shi, Mingwu Zheng

In recent years, large language models with Transformer architecture as the core have made breakthrough progress in many fields. At the same time, there are also some weaknesses in the large language model that have prompted people to reflect, among which the most fundamental one is the reflection on the Transformer architecture. The Transformer architecture has high parallelism and can fully utilize the computing power of GPUs, thus replacing models such as LSTM in the past few years. However, high parallelism is not a free lunch, as it fundamentally limits the performance of models. Especially, the problems that logarithmic precision Transformer architecture can solve are strictly limited to the $TC^0$. And there are many important issues that are usually considered out of $TC^0$, such as Python code evaluation, entity tracking, chess, and other state tracking tasks. Meanwhile, some recent state space methods based on Delta Rule have been able to break through the $TC^0$ architecture, but they are limited by fixed size state spaces and perform poorly on many tasks. To this end, we have re-examined the Transformer from the perspective of a state space with kernel functions and propose an improved Transformer called DeltaFormer. We have theoretically and practically demonstrated that the proposed new architecture can break through the limitation of the inherent $TC^0$ expressivity of Transformers and verified that it is not weaker than standard Transformer in language modeling tasks. We hope our work can provide inspiration for designing more expressive models.

Probabilistic Methods · Gaussian Processes

Iskander Azangulov, Andrei Smolensky, Alexander Terenin, Viacheslav (Slava) Borovitskiy

Gaussian processes are arguably the most important class of spatiotemporal models within machine learning. They encode prior information about the modeled function and can be used for exact or approximate Bayesian learning. In many applications, particularly in physical sciences and engineering, but also in areas such as geostatistics and neuroscience, invariance to symmetries is one of the most fundamental forms of prior information one can consider. The invariance of a Gaussian process' covariance to such symmetries gives rise to the most natural generalization of the concept of stationarity to such spaces. In this work, we develop constructive and practical techniques for building stationary Gaussian processes on a very large class of non-Euclidean spaces arising in the context of symmetries. Our techniques make it possible to (i) calculate covariance kernels and (ii) sample from prior and posterior Gaussian processes defined on such spaces, both in a practical manner. This work is split into two parts, each involving different technical considerations: part I studies compact spaces, while part II studies non-compact spaces possessing certain structure. Our contributions make the non-Euclidean Gaussian process models we study compatible with well-understood computational techniques available in standard Gaussian process software packages, thereby making them accessible to practitioners.