<p>Negative distance kernels <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(K(x,y) := - \Vert x-y\Vert \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>K</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>,</mo> <mi>y</mi> <mo stretchy="false">)</mo> <mo>:</mo> <mo>=</mo> <mo>-</mo> <mo stretchy="false">‖</mo> <mi>x</mi> <mo>-</mo> <mi>y</mi> <mo stretchy="false">‖</mo> </mrow> </math></EquationSource> </InlineEquation> were used in the definition of maximum mean discrepancies (MMDs) in statistics and lead to favorable numerical results in various applications. In particular, so-called slicing techniques for handling high-dimensional kernel summations profit from the simple parameter-free structure of the distance kernel. However, due to its non-smoothness in <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(x=y\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>x</mi> <mo>=</mo> <mi>y</mi> </mrow> </math></EquationSource> </InlineEquation>, most of the classical theoretical results, e.g., on Wasserstein gradient flows of the corresponding MMD functional, no longer hold true. In this paper, we propose a new kernel which keeps the favorable properties of the negative distance kernel as being conditionally positive definite of order one with a nearly linear increase towards infinity and a simple slicing structure, but is Lipschitz differentiable now. Our construction is based on a simple 1D smoothing procedure of the absolute value function followed by a Riemann–Liouville fractional integral transform. Numerical results demonstrate that the new kernel performs similarly well as the negative distance kernel in gradient descent methods, but now with theoretical guarantees.</p>

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Smoothed distance kernels for MMDs and applications in Wasserstein gradient flows

  • Nicolaj Rux,
  • Michael Quellmalz,
  • Gabriele Steidl

摘要

Negative distance kernels \(K(x,y) := - \Vert x-y\Vert \) K ( x , y ) : = - x - y were used in the definition of maximum mean discrepancies (MMDs) in statistics and lead to favorable numerical results in various applications. In particular, so-called slicing techniques for handling high-dimensional kernel summations profit from the simple parameter-free structure of the distance kernel. However, due to its non-smoothness in \(x=y\) x = y , most of the classical theoretical results, e.g., on Wasserstein gradient flows of the corresponding MMD functional, no longer hold true. In this paper, we propose a new kernel which keeps the favorable properties of the negative distance kernel as being conditionally positive definite of order one with a nearly linear increase towards infinity and a simple slicing structure, but is Lipschitz differentiable now. Our construction is based on a simple 1D smoothing procedure of the absolute value function followed by a Riemann–Liouville fractional integral transform. Numerical results demonstrate that the new kernel performs similarly well as the negative distance kernel in gradient descent methods, but now with theoretical guarantees.