AI & ML
On the Optimisation Landscape of Overparameterised Weighted MMD
arXiv stat.ML0 views
arXiv:2610.19861v1 Announce Type: new Abstract: We study the optimisation landscape of the maximum mean discrepancy (MMD) over weighted atomic measures. For the one-dimensional Gaussian kernel, we show that, for any compactly supported target distribution, sufficiently many particles ensure that every local minimum has arbitrarily small MMD. Moreover, any stationary point whose MMD remains bounded away from zero is unstable under an unweighted gradient flow over the particle locations. These results hold both when the weights are constrained to the simplex, and when they are unconstrained but optimised at each step. When the target is itself finitely supported, we further strengthen this result: beyond an explicit particle threshold, there are no spurious local minima, and every spurious stationary point is unstable. To our knowledge, these are the first finite-particle overparameterisation guarantees of their kind for weighted MMD optimisation.
Source:https://arxiv.org/abs/2610.19861PreviousText-Informed Training Data Filtering for Enhanced Virtual Flow Meter PerformanceNextConvergence Rates of Gaussian Process Thompson Sampling for Efficient Global Optimization
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