A large class of Neural-Symbolic (NeSy) methods employs a machine learner to process the input entities, while relying on a reasoner based on First-Order Logic to represent and process more complex relationships among the entities. A fundamental role for these methods is played by the process of logic grounding, which determines the relevant substitutions for the logic rules using a (sub)set of entities. Some NeSy methods use an exhaustive derivation of all possible substitutions, preserving the full expressive power of the logic knowledge. This leads to a combinatorial explosion in the number of ground formulas to consider and, therefore, strongly limits their scalability. Other methods rely on heuristic-based selective derivations, which are generally more computationally efficient, but lack a justification and provide no guarantees of preserving the information provided to and returned by the reasoner. Taking inspiration from multi-hop symbolic reasoning, this paper proposes a parametrized family of grounding methods generalizing classic Backward Chaining. Different selections within this family allow us to obtain commonly employed grounding methods as special cases, and to control the trade-off between expressiveness and scalability of the reasoner. The experimental results show that the selection of the grounding criterion is often as important as the NeSy method itself.

The seminal paper of Caponnetto and de Vito (2007) provides minimax-optimal rates for kernel ridge regression in a very general setting. Its proof, however, contains an error in its bound on the effective dimensionality. In this note, we explain the mistake, provide a correct bound, and show that the main theorem remains true. The mistake lies in Proposition 3's bound on the effective dimensionalityN (λ), particularly its dependence on the parameters of the family of distributionsb and β . We discuss the mistake and provide a correct bound in Section 1.

We focus on the distribution regression problem: regressing to vector-valued outputs from probability measures. Many important machine learning and statistical tasks fit into this framework, including multi-instance learning and point estimation problems without analytical solution (such as hyperparameter or entropy estimation). Despite the large number of available heuristics in the literature, the inherent two-stage sampled nature of the problem makes the theoretical analysis quite challenging, since in practice only samples from sampled distributions are observable, and the estimates have to rely on similarities computed between sets of points. To the best of our knowledge, the only existing technique with consistency guarantees for distribution regression requires kernel density estimation as an intermediate step (which often performs poorly in practice), and the domain of the distributions to be compact Euclidean. In this paper, we study a simple, analytically computable, ridge regression-based alternative to distribution regression, where we embed the distributions to a reproducing kernel Hilbert space, and learn the regressor from the embeddings to the outputs. Our main contribution is to prove that this scheme is consistent in the two-stage sampled setup under mild conditions (on separable topological domains enriched with kernels): we present an exact computational-statistical efficiency trade-off analysis showing that our estimator is able to match the one-stage sampled minimax optimal rate [Caponnetto and De Vito, 2007; Steinwart et al., 2009]. This result answers a 17-year-old open question, establishing the consistency of the classical set kernel [Haussler, 1999; Gaertner et. al, 2002] in regression. We also cover consistency for more recent kernels on distributions, including those due to [Christmann and Steinwart, 2010].

We focus on the distribution regression problem: regressing to a real-valued response from a probability distribution. Although there exist a large number of similarity measures between distributions, very little is known about their generalization performance in specific learning tasks. Learning problems formulated on distributions have an inherent two-stage sampled difficulty: in practice only samples from sampled distributions are observable, and one has to build an estimate on similarities computed between sets of points. To the best of our knowledge, the only existing method with consistency guarantees for distribution regression requires kernel density estimation as an intermediate step (which suffers from slow convergence issues in high dimensions), and the domain of the distributions to be compact Euclidean. In this paper, we provide theoretical guarantees for a remarkably simple algorithmic alternative to solve the distribution regression problem: embed the distributions to a reproducing kernel Hilbert space, and learn a ridge regressor from the embeddings to the outputs. Our main contribution is to prove the consistency of this technique in the two-stage sampled setting under mild conditions (on separable, topological domains endowed with kernels). For a given total number of observations, we derive convergence rates as an explicit function of the problem difficulty. As a special case, we answer a 15-year-old open question: we establish the consistency of the classical set kernel [Haussler, 1999; Gärtner et.