Related papers: Sobolev Regularized MMD Gradient Flow
We consider the maximum mean discrepancy ($\mathrm{MMD}$) GAN problem and propose a parametric kernelized gradient flow that mimics the min-max game in gradient regularized $\mathrm{MMD}$ GAN. We show that this flow provides a descent…
We construct a Wasserstein gradient flow of the maximum mean discrepancy (MMD) and study its convergence properties. The MMD is an integral probability metric defined for a reproducing kernel Hilbert space (RKHS), and serves as a metric on…
We introduce a (de)-regularization of the Maximum Mean Discrepancy (DrMMD) and its Wasserstein gradient flow. Existing gradient flows that transport samples from source distribution to target distribution with only target samples, either…
We study the quantitative convergence of Wasserstein gradient flows of Kernel Mean Discrepancy (KMD) (also known as Maximum Mean Discrepancy (MMD)) functionals. Our setting covers in particular the training dynamics of shallow neural…
We consider Wasserstein gradient flows of maximum mean discrepancy (MMD) functionals $\text{MMD}_K^2(\cdot, \nu)$ for positive and negative distance kernels $K(x,y) := \pm |x-y|$ and given target measures $\nu$ on $\mathbb{R}$. Since in one…
We propose conditional flows of the maximum mean discrepancy (MMD) with the negative distance kernel for posterior sampling and conditional generative modeling. This MMD, which is also known as energy distance, has several advantageous…
We propose a gradient flow procedure for generative modeling by transporting particles from an initial source distribution to a target distribution, where the gradient field on the particles is given by a noise-adaptive Wasserstein Gradient…
We propose two novel nonparametric two-sample kernel tests based on the Maximum Mean Discrepancy (MMD). First, for a fixed kernel, we construct an MMD test using either permutations or a wild bootstrap, two popular numerical procedures to…
The paper contains approximation guarantees for neural networks that are trained with gradient flow, with error measured in the continuous $L_2(\mathbb{S}^{d-1})$-norm on the $d$-dimensional unit sphere and targets that are Sobolev smooth.…
We propose a novel supervised learning method to optimize the kernel in the maximum mean discrepancy generative adversarial networks (MMD GANs), and the kernel support vector machines (SVMs). Specifically, we characterize a distributionally…
Random smoothing data augmentation is a unique form of regularization that can prevent overfitting by introducing noise to the input data, encouraging the model to learn more generalized features. Despite its success in various…
Stein Variational Gradient Descent (SVGD) is a deterministic interacting-particle method for sampling from a target probability measure given access to its score function. In the mean-field and continuous-time limit, it is known that the…
Sampling from an unnormalized target distribution is an essential problem with many applications in probabilistic inference. Stein Variational Gradient Descent (SVGD) has been shown to be a powerful method that iteratively updates a set of…
The Stein Variational Gradient Descent (SVGD) algorithm is a deterministic particle method for sampling. However, a mean-field analysis reveals that the gradient flow corresponding to the SVGD algorithm (i.e., the Stein Variational Gradient…
Stochastic mirror descent (SMD) is a fairly new family of algorithms that has recently found a wide range of applications in optimization, machine learning, and control. It can be considered a generalization of the classical stochastic…
Stein variational gradient descent (SVGD) is a kernel-based and non-parametric particle method for sampling from a target distribution, such as in Bayesian inference and other machine learning tasks. Different from other particle methods,…
Wasserstein gradient flows of maximum mean discrepancy (MMD) functionals with non-smooth Riesz kernels show a rich structure as singular measures can become absolutely continuous ones and conversely. In this paper we contribute to the…
Approximation of a target probability distribution using a finite set of points is a problem of fundamental importance in numerical integration. Several authors have proposed to select points by minimising a maximum mean discrepancy (MMD),…
Stein variational gradient descent (SVGD) and its variants have shown promising successes in approximate inference for complex distributions. In practice, we notice that the kernel used in SVGD-based methods has a decisive effect on the…
This paper addresses the gradient flow -- the continuous-time representation of the gradient method -- with the smooth approximation of a non-differentiable objective function and presents convergence analysis framework. Similar to the…