Selecting an appropriate kernel is a central challenge in kernel-based spectral methods. In \emph{Kernelized Diffusion Maps} (KDM), the kernel determines the accuracy of the RKHS estimator of a diffusion-type operator and hence the quality and stability of the recovered eigenfunctions. We introduce two complementary approaches to adaptive kernel selection for KDM. First, we develop a variational outer loop that learns continuous kernel parameters, including bandwidths and mixture weights, by differentiating through the Cholesky-reduced KDM eigenproblem with an objective combining eigenvalue maximization, subspace orthonormality, and RKHS regularization. Second, we propose an unsupervised cross-validation pipeline that selects kernel families and bandwidths using an eigenvalue-sum criterion together with random Fourier features for scalability. Both methods share a common theoretical foundation: we prove Lipschitz dependence of KDM operators on kernel weights, continuity of spectral projectors under a gap condition, a residual-control theorem certifying proximity to the target eigenspace, and exponential consistency of the cross-validation selector over a finite kernel dictionary.

Several problems in machine learning, statistics, and other fields rely on computing eigenvectors. For large scale problems, the computation of these eigenvectors is typically performed via iterative schemes such as subspace iteration or Krylov methods. While there is classical and comprehensive analysis for subspace convergence guarantees with respect to the spectral norm, in many modern applications other notions of subspace distance are more appropriate. Recent theoretical work has focused on perturbations of subspaces measured in the ℓ2 norm, but does not consider the actual computation of eigenvectors. Here we address the convergence of subspace iteration when distances are measured in the ℓ2 norm and provide deterministic bounds. We complement our analysis with a practical stopping criterion and demonstrate its applicability via numerical experiments. Our results show that one can get comparable performance on downstream tasks while requiring fewer iterations, thereby saving substantial computational time.

It is often possible to perform reduced order modelling by specifying linear subspace which accurately captures the dynamics of the system. This approach becomes especially appealing when linear subspace explicitly depends on parameters of the problem. A practical way to apply such a scheme is to compute subspaces for a selected set of parameters in the computationally demanding offline stage and in the online stage approximate subspace for unknown parameters by interpolation. For realistic problems the space of parameters is high dimensional, which renders classical interpolation strategies infeasible or unreliable. We propose to relax the interpolation problem to regression, introduce several loss functions suitable for subspace data, and use a neural network as an approximation to high-dimensional target function. To further simplify a learning problem we introduce redundancy: in place of predicting subspace of a given dimension we predict larger subspace. We show theoretically that this strategy decreases the complexity of the mapping for elliptic eigenproblems with constant coefficients and makes the mapping smoother for general smooth function on the Grassmann manifold. Empirical results also show that accuracy significantly improves when larger-than-needed subspaces are predicted. With the set of numerical illustrations we demonstrate that subspace regression can be useful for a range of tasks including parametric eigenproblems, deflation techniques, relaxation methods, optimal control and solution of parametric partial differential equations.

Several problems in machine learning, statistics, and other fields rely on computing eigenvectors. For large scale problems, the computation of these eigenvectors is typically performed via iterative schemes such as subspace iteration or Krylov methods. While there is classical and comprehensive analysis for subspace convergence guarantees with respect to the spectral norm, in many modern applications other notions of subspace distance are more appropriate. Recent theoretical work has focused on perturbations of subspaces measured in the ℓ2 norm, but does not consider the actual computation of eigenvectors. Here we address the convergence of subspace iteration when distances are measured in the ℓ2 norm and provide deterministic bounds.

Several problems in machine learning, statistics, and other fields rely on computing eigenvectors. For large scale problems, the computation of these eigenvectors is typically performed via iterative schemes such as subspace iteration or Krylov methods. While there is classical and comprehensive analysis for subspace convergence guarantees with respect to the spectral norm, in many modern applications other notions of subspace distance are more appropriate. Recent theoretical work has focused on perturbations of subspaces measured in the ℓ2 norm, but does not consider the actual computation of eigenvectors. Here we address the convergence of subspace iteration when distances are measured in the ℓ2 norm and provide deterministic bounds.

The problem of an optimal mapping between Hilbert spaces $IN$ and $OUT$, based on a series of density matrix mapping measurements $\rho^{(l)} \to \varrho^{(l)}$, $l=1\dots M$, is formulated as an optimization problem maximizing the total fidelity $\mathcal{F}=\sum_{l=1}^{M} \omega^{(l)} F\left(\varrho^{(l)},\sum_s B_s \rho^{(l)} B^{\dagger}_s\right)$ subject to probability preservation constraints on Kraus operators $B_s$. For $F(\varrho,\sigma)$ in the form that total fidelity can be represented as a quadratic form with superoperator $\mathcal{F}=\sum_s\left\langle B_s\middle|S\middle| B_s \right\rangle$ (either exactly or as an approximation) an iterative algorithm is developed to find the global maximum. The result comprises in $N_s$ operators $B_s$ that collectively form an $IN$ to $OUT$ quantum channel $A^{OUT}=\sum_s B_s A^{IN} B_s^{\dagger}$. The work introduces two important generalizations of unitary learning: 1. $IN$/$OUT$ states are represented as density matrices. 2. The mapping itself is formulated as a general quantum channel. This marks a crucial advancement from the commonly studied unitary mapping of pure states $\phi_l=\mathcal{U} \psi_l$ to a general quantum channel, what allows us to distinguish probabilistic mixture of states and their superposition. An application of the approach is demonstrated on unitary learning of density matrix mapping $\varrho^{(l)}=\mathcal{U} \rho^{(l)} \mathcal{U}^{\dagger}$, in this case a quadratic on $\mathcal{U}$ fidelity can be constructed by considering $\sqrt{\rho^{(l)}} \to \sqrt{\varrho^{(l)}}$ mapping, and on a general quantum channel of Kraus rank $N_s$, where quadratic on $B_s$ fidelity is an approximation -- a quantum channel is then built as a hierarchy of unitary mappings. The approach can be applied to study decoherence effects, spontaneous coherence, synchronizing, etc.

The problem of an optimal mapping between Hilbert spaces $IN$ of $\left|\psi\right\rangle$ and $OUT$ of $\left|\phi\right\rangle$ based on a set of wavefunction measurements (within a phase) $\psi_l \to \phi_l$, $l=1\dots M$, is formulated as an optimization problem maximizing the total fidelity $\sum_{l=1}^{M} \omega^{(l)} \left|\langle\phi_l|\mathcal{U}|\psi_l\rangle\right|^2$ subject to probability preservation constraints on $\mathcal{U}$ (partial unitarity). Constructed operator $\mathcal{U}$ can be considered as a $IN$ to $OUT$ quantum channel; it is a partially unitary rectangular matrix of the dimension $\dim(OUT) \times \dim(IN)$ transforming operators as $A^{OUT}=\mathcal{U} A^{IN} \mathcal{U}^{\dagger}$. An iteration algorithm finding the global maximum of this optimization problem is developed and it's application to a number of problems is demonstrated. A software product implementing the algorithm is available from the authors.

We propose the use of machine learning techniques to find optimal quadrature rules for the construction of stiffness and mass matrices in isogeometric analysis (IGA). We initially consider 1D spline spaces of arbitrary degree spanned over uniform and non-uniform knot sequences, and then the generated optimal rules are used for integration over higher-dimensional spaces using tensor product sense. The quadrature rule search is posed as an optimization problem and solved by a machine learning strategy based on gradient-descent. However, since the optimization space is highly non-convex, the success of the search strongly depends on the number of quadrature points and the parameter initialization. Thus, we use a dynamic programming strategy that initializes the parameters from the optimal solution over the spline space with a lower number of knots. With this method, we found optimal quadrature rules for spline spaces when using IGA discretizations with up to 50 uniform elements and polynomial degrees up to 8, showing the generality of the approach in this scenario. For non-uniform partitions, the method also finds an optimal rule in a reasonable number of test cases. We also assess the generated optimal rules in two practical case studies, namely, the eigenvalue problem of the Laplace operator and the eigenfrequency analysis of freeform curved beams, where the latter problem shows the applicability of the method to curved geometries. In particular, the proposed method results in savings with respect to traditional Gaussian integration of up to 44% in 1D, 68% in 2D, and 82% in 3D spaces.