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Scalable Operator Learning via Nyström Approximation With Denoising Applications

arXiv.org Machine Learning

In this paper, we study Nyström subsampling for vector-valued regression in vector-valued reproducing kernel Hilbert spaces. Standard kernel methods often suffer from prohibitive computational costs due to the construction and inversion of large kernel matrices, which limits their scalability to large datasets. To overcome this bottleneck, we propose an efficient operator learning algorithm based on Nyström subsampling that accommodates functional outputs. Under general source conditions characterized by index functions-extending beyond the classical Hölder-type and operator-monotone frameworks-we establish minimax-optimal convergence rates for the proposed estimator. As an application of the proposed framework, we consider function denoising problems. Unlike classical denoising methods, which are typically tailored to specific signal representations or noise models, our approach formulates denoising within a general operator learning framework. Numerical experiments on signal denoising, real-time audio denoising, image denoising, inverse Radon transform reconstruction, and energy-efficiency prediction confirm that the proposed method achieves performance comparable to full kernel methods while substantially reducing computational cost.


Dynamic Regret Reduces to Kernelized Static Regret

Neural Information Processing Systems

We study dynamic regret in online convex optimization, where the objective is to achieve low cumulative loss relative to an arbitrary benchmark sequence. By observing that competing with an arbitrary sequence of comparators u1,...,uT in W Rd can be reframed as competing with a fixed comparator function u: [1,T] W, we cast dynamic regret minimization as a static regret problem in a function space. By carefully constructing a suitable function space in the form of a Reproducing Kernel Hilbert Space (RKHS), our reduction enables us to recover the optimal RT(u1,...,uT) = O( pP t ut ut 1 T) dynamic regret guarantee in the setting of linear losses, and yields new scale-free and directionallyadaptive dynamic regret guarantees. Moreover, unlike prior dynamic-to-static reductions--which are valid only for linear losses--our reduction holds for any sequence of losses, allowing us to recover O u 2H +deff(λ)lnT bounds when the losses have meaningful curvature, where deff(λ)is a measure of complexity of the RKHS. Despite working in an infinite-dimensional space, the resulting reduction leads to algorithms that are computable in practice, due to the reproducing property of RKHSs.


Functional data analysis for multivariate distributions through Wasserstein slicing

Neural Information Processing Systems

The modeling of samples of distributions is a major challenge since distributions do not form a vector space. While various approaches exist for univariate distributions, including transformations to a Hilbert space, far less is known about the multivariate case. We utilize a transformation approach to map multivariate distributions to a Hilbert space via a Wasserstein slicing method that is invertible. This approach combines functional data analysis tools, such as functional principal component analysis and modes of variation, with the facility to map back to interpretable distributions. We also provide convergence guarantees for the Hilbert space representations under a broad class of such transforms. The method is illustrated using joint systolic and diastolic blood pressure data.


Quantum Visual Fields with Neural Amplitude Encoding

Neural Information Processing Systems

Quantum Implicit Neural Representations (QINRs) have emerged as a promising paradigm that leverages parametrised quantum circuits to encode and process classical information. However, significant challenges remain in areas such as ansatz architecture design, the effective utility of quantum-mechanical properties, training efficiency, and the integration with classical modules. This paper advances the field by introducing a novel QINR architecture for 2D image and 3D geometric field learning, which we collectively refer to as Quantum Visual Field (QVF). QVF encodes classical data into quantum statevectors using neural amplitude encoding grounded in a learnable energy manifold, ensuring meaningful Hilbert space embeddings. Our ansatz follows a fully entangled design of learnable parametrised quantum circuits, with quantum (unitary) operations performed in the real Hilbert space, resulting in numerically stable training with fast convergence. QVF does not rely on classical post-processing--in contrast to the previous QINR learning approach--and directly employs measurements to extract learned signals encoded in the ansatz. Experiments on a quantum hardware simulator demonstrate that QVF outperforms existing quantum approach and competes widely used classical foundational baselines in terms of visual representation accuracy across various metrics and model characteristics. We also show applications of QVF in 2D and 3D field completion and 3D shape interpolation, highlighting its practical potential.


Kernel conditional tests from learning-theoretic bounds

Neural Information Processing Systems

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.


Functional Gradient Descent with Adaptive Representations

arXiv.org Machine Learning

Functional optimization problems are typically solved by optimizing the parameters of a fixed representation, such as a neural network, resulting in highly nonconvex losses that complicate both training and theoretical analysis. An interesting alternative is functional gradient descent (FGD), that is, gradient descent directly in function space, which benefits from strong convergence results and admits a clean theory. However, FGD is difficult to implement in practice because functional gradients are infinite-dimensional, and thus cannot be fully computed nor stored in memory. Existing implementations therefore rely on fixed approximations, which introduce approximation error. We propose a new, theoretically-grounded FGD algorithm that adapts the representation of the functional gradients over the course of optimization. By explicitly incorporating this approximation into the analysis, we establish convergence to a stationary point (for smooth losses) and to a global minimizer (under smoothness + a Polyak-Lojasiewicz-type condition) regardless of our approximations. To the best of our knowledge, this is the first implementable FGD method with such guarantees in a general setting. We demonstrate the effectiveness of our method on regression, numerical solution of PDEs, and modern computer vision. Across settings, our method consistently outperforms both FGD with fixed approximations and neural network baselines in efficiency and accuracy.


Functional data analysis for multivariate distributions through Wasserstein slicing

Neural Information Processing Systems

The modeling of samples of distributions is a major challenge since distributions do not form a vector space. While various approaches exist for univariate distributions, including transformations to a Hilbert space, far less is known about the multivariate case. We utilize a transformation approach to map multivariate distributions to a Hilbert space via a Wasserstein slicing method that is invertible. This approach combines functional data analysis tools, such as functional principal component analysis and modes of variation, with the facility to map back to interpretable distributions. We also provide convergence guarantees for the Hilbert space representations under a broad class of such transforms. The method is illustrated using joint systolic and diastolic blood pressure data.


Quantum Visual Fields with Neural Amplitude Encoding

Neural Information Processing Systems

Quantum Implicit Neural Representations (QINRs) have emerged as a promising paradigm that leverages parametrised quantum circuits to encode and process classical information. However, significant challenges remain in areas such as ansatz architecture design, the effective utility of quantum-mechanical properties, training efficiency, and the integration with classical modules. This paper advances the field by introducing a novel QINR architecture for 2D image and 3D geometric field learning, which we collectively refer to as Quantum Visual Field (QVF). QVF encodes classical data into quantum statevectors using neural amplitude encoding grounded in a learnable energy manifold, ensuring meaningful Hilbert space embeddings. Our ansatz follows a fully entangled design of learnable parametrised quantum circuits, with quantum (unitary) operations performed in the real Hilbert space, resulting in numerically stable training with fast convergence. QVF does not rely on classical post-processing---in contrast to the previous QINR learning approach---and directly employs measurements to extract learned signals encoded in the ansatz. Experiments on a quantum hardware simulator demonstrate that QVF outperforms existing quantum approach and competes widely used classical foundational baselines in terms of visual representation accuracy across various metrics and model characteristics. We also show applications of QVF in 2D and 3D field completion and 3D shape interpolation, highlighting its practical potential.


Sequence Modeling with Spectral Mean Flows

Neural Information Processing Systems

A key question in sequence modeling with neural networks is how to represent and learn highly nonlinear and probabilistic state dynamics. Operator theory views such dynamics as linear maps on Hilbert spaces containing mean embedding vectors of distributions, offering an appealing but currently overlooked perspective. We propose a new approach to sequence modeling based on an operator-theoretic view of a hidden Markov model (HMM).


Semiparametrically Efficient Inference for Kernel Measures of Noise Heterogeneity

arXiv.org Machine Learning

We develop semiparametrically efficient inference for kernel measures of noise heterogeneity in additive noise models. In many applications, the regression function is estimated using flexible machine learning methods. Downstream procedures based on the resulting residuals can then inherit first-stage bias: regression error may induce spurious dependence between covariates and residuals, invalidating the assumptions needed for standard analysis. We construct a novel Hilbert-valued one-step estimator of the kernel covariance operator between covariates and residuals. Our estimator yields bootstrap-calibrated tests for residual independence and goodness of fit in additive noise models, while also providing asymptotically efficient confidence intervals for the kernel dependence measure under noise heterogeneity. The framework extends to settings with additional covariates, enabling inference on distributional heterogeneity of residual noise across treatment groups. Simulations show improved calibration and power relative to naive plug-in residual methods.