On the Optimisation Landscape of Overparameterised Weighted MMD
stat.ML, cs.LG, math.OC
Submitted: 2026-10-14
Updated: 2026-10-14
License: http://creativecommons.org/licenses/by-sa/4.0/
The gist: We study the optimisation landscape of the maximum mean discrepancy (MMD) over weighted atomic measures.
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.
Sources
- On the Optimization Landscape of Maximum Mean Discrepancy
- To discretize continually: Mean shift interacting particle systems for Bayesian inference
- A Gradient Flow Perspective on Minimum MMD Estimation
- Wasserstein gradient flows of Maximum Mean Discrepancy with energy kernels
- A Practical Introduction to Kernel Discrepancies: MMD, HSIC & KSD
- Sobolev Regularized MMD Gradient Flow
Related papers
- Behavior of prediction performance metrics with rare events
- Optimal Estimation of Generic Dynamics by Path-Dependent Neural Jump ODEs
- A Posterior-Dynamics Framework for Imaging Inverse Problems with Pretrained Diffusion Priors
- Scalable Posterior Uncertainty for Flexible Density-Based Clustering
- A Transport Geometry of Benign Overfitting
- Efficient quadratic entropy with distance sketches