maximum mean discrepancy gradient flow
Maximum Mean Discrepancy Gradient Flow
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 probability measures for a sufficiently rich RKHS. We obtain conditions for convergence of the gradient flow towards a global optimum, that can be related to particle transport when optimizing neural networks. We also propose a way to regularize this MMD flow, based on an injection of noise in the gradient. This algorithmic fix comes with theoretical and empirical evidence. The practical implementation of the flow is straightforward, since both the MMD and its gradient have simple closed-form expressions, which can be easily estimated with samples.
Reviews: Maximum Mean Discrepancy Gradient Flow
This paper seems to accomplish two feats at once: it provides a rather deep dive into the specific topic of gradient flows w.r.t. MMD, while it also lays out some original propositions and theorems that establish the paper's main contributions. The first two sections of the paper are excellent and provide a solid introduction to the material the subsequent sections. Per C1, it appears this is fully realized in Proposition 7 in Section 3.2. As an outsider to this level of detail in the field, it is unclear how strigent this assumption is to provide convergence to a global optimum.
Maximum Mean Discrepancy Gradient Flow
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 probability measures for a sufficiently rich RKHS. We obtain conditions for convergence of the gradient flow towards a global optimum, that can be related to particle transport when optimizing neural networks. We also propose a way to regularize this MMD flow, based on an injection of noise in the gradient. This algorithmic fix comes with theoretical and empirical evidence.
Maximum Mean Discrepancy Gradient Flow
Arbel, Michael, Korba, Anna, SALIM, Adil, Gretton, Arthur
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 probability measures for a sufficiently rich RKHS. We obtain conditions for convergence of the gradient flow towards a global optimum, that can be related to particle transport when optimizing neural networks. We also propose a way to regularize this MMD flow, based on an injection of noise in the gradient. This algorithmic fix comes with theoretical and empirical evidence.