mlsanityData to 7 Oct 2026

Wasserstein Gradient Flows for Moreau Envelopes of f-Divergences in Reproducing Kernel Hilbert Spaces

arXiv 2402.04613 ↗First posted 7 Feb 2024stat.ML cs.LG math.FAcited by 15

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Abstract (arXiv)

Commonly used f-divergences of measures, e.g., the Kullback-Leibler divergence, are subject to limitations regarding the support of the involved measures. A remedy is regularizing the f-divergence by a squared maximum mean discrepancy (MMD) associated with a characteristic kernel K. We use the kernel mean embedding to show that this regularization can be rewritten as the Moreau envelope of some function on the associated reproducing kernel Hilbert space. Then, we exploit well-known results on Moreau envelopes in Hilbert spaces to analyze the MMD-regularized f-divergences, particularly their gradients. Subsequently, we use our findings to analyze Wasserstein gradient flows of MMD-regularized f-divergences. We provide proof-of-the-concept numerical examples for flows starting from empirical measures. Here, we cover f-divergences with infinite and finite recession constants. Lastly, we extend our results to the tight variational formulation of f-divergences and numerically compare the resulting flows.

Key facts. Cited by 15 papers in the map (data through 7 Oct 2026). Builds on 22 of its 78 references that are in the map. First posted on arXiv 7 Feb 2024.

Builds on

22 of 78 references.

References · 22

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10 more
  1. 2022Wasserstein Steepest Descent Flows of Discrepancies with Riesz Kernelscited by 16
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Cited by year (2026 to 7 Oct)

Citing papers per year: 2024: 5; 2025: 5; 2026: 5.

15 papers.

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