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Dimitri Meunier

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8 papers

2 author rows

NeurIPS Conference 2025 Conference Paper

Demystifying Spectral Feature Learning for Instrumental Variable Regression

Dimitri Meunier
Antoine Moulin
Jakub Wornbard
Vladimir Kostic
Arthur Gretton

We address the problem of causal effect estimation in the presence of hidden confounders, using nonparametric instrumental variable (IV) regression. A leading strategy employs \emph{spectral features} - that is, learned features spanning the top eigensubspaces of the operator linking treatments to instruments. We derive a generalization error bound for a two-stage least squares estimator based on spectral features, and gain insights into the method's performance and failure modes. We show that performance depends on two key factors, leading to a clear taxonomy of outcomes. In a \emph{good} scenario, the approach is optimal. This occurs with strong \emph{spectral alignment}, meaning the structural function is well-represented by the top eigenfunctions of the conditional operator, coupled with this operator's slow eigenvalue decay, indicating a strong instrument. Performance degrades in a \emph{bad} scenario: spectral alignment remains strong, but rapid eigenvalue decay (indicating a weaker instrument) demands significantly more samples for effective feature learning. Finally, in the \emph{ugly} scenario, weak spectral alignment causes the method to fail, regardless of the eigenvalues' characteristics. Our synthetic experiments empirically validate this taxonomy. We further introduce a practical procedure to estimate these spectral properties from data, allowing practitioners to diagnose which regime a given problem falls into. We apply this method to the dSprites dataset, demonstrating its utility.

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NeurIPS Conference 2025 Conference Paper

Density Ratio-Free Doubly Robust Proxy Causal Learning

Bariscan Bozkurt
Houssam Zenati
Dimitri Meunier
Liyuan Xu
Arthur Gretton

We study the problem of causal function estimation in the Proxy Causal Learning (PCL) framework, where confounders are not observed but proxies for the confounders are available. Two main approaches have been proposed: outcome bridge-based and treatment bridge-based methods. In this work, we propose two kernel-based doubly robust estimators that combine the strengths of both approaches, and naturally handle continuous and high-dimensional variables. Our identification strategy builds on a recent density ratio-free method for treatment bridge-based PCL; furthermore, in contrast to previous approaches, it does not require indicator functions or kernel smoothing over the treatment variable. These properties make it especially well-suited for continuous or high-dimensional treatments. By using kernel mean embeddings, we propose the first density-ratio free doubly robust estimators for proxy causal learning, which have closed form solutions and strong uniform consistency guarantees. Our estimators outperform existing methods on PCL benchmarks, including a prior doubly robust method that requires both kernel smoothing and density ratio estimation.

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ICLR Conference 2025 Conference Paper

Optimality and Adaptivity of Deep Neural Features for Instrumental Variable Regression

Juno Kim
Dimitri Meunier
Arthur Gretton
Taiji Suzuki
Zhu Li

We provide a convergence analysis of \emph{deep feature instrumental variable} (DFIV) regression (Xu et al., 2021), a nonparametric approach to IV regression using data-adaptive features learned by deep neural networks in two stages. We prove that the DFIV algorithm achieves the minimax optimal learning rate when the target structural function lies in a Besov space. This is shown under standard nonparametric IV assumptions, and an additional smoothness assumption on the regularity of the conditional distribution of the covariate given the instrument, which controls the difficulty of Stage 1. We further demonstrate that DFIV, as a data-adaptive algorithm, is superior to fixed-feature (kernel or sieve) IV methods in two ways. First, when the target function possesses low spatial homogeneity (i.e., it has both smooth and spiky/discontinuous regions), DFIV still achieves the optimal rate, while fixed-feature methods are shown to be strictly suboptimal. Second, comparing with kernel-based two-stage regression estimators, DFIV is provably more data efficient in the Stage 1 samples.

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NeurIPS Conference 2025 Conference Paper

Regularized least squares learning with heavy-tailed noise is minimax optimal

Mattes Mollenhauer
Nicole Muecke
Dimitri Meunier
Arthur Gretton

This paper examines the performance of ridge regression in reproducing kernel Hilbert spaces in the presence of noise that exhibits a finite number of higher moments. We establish excess risk bounds consisting of subgaussian and polynomial terms based on the well known integral operator framework. The dominant subgaussian component allows to achieve convergence rates that have previously only been derived under subexponential noise—a prevalent assumption in related work from the last two decades. These rates are optimal under standard eigenvalue decay conditions, demonstrating the asymptotic robustness of regularized least squares against heavy- tailed noise. Our derivations are based on a Fuk–Nagaev inequality for Hilbert-space valued random variables.

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NeurIPS Conference 2024 Conference Paper

Optimal Rates for Vector-Valued Spectral Regularization Learning Algorithms

Dimitri Meunier
Zikai Shen
Mattes Mollenhauer
Arthur Gretton
Zhu Li

We study theoretical properties of a broad class of regularized algorithms with vector-valued output. These spectral algorithms include kernel ridge regression, kernel principal component regression and various implementations of gradient descent. Our contributions are twofold. First, we rigorously confirm the so-called saturation effect for ridge regression with vector-valued output by deriving a novel lower bound on learning rates; this bound is shown to be suboptimal when the smoothness of the regression function exceeds a certain level. Second, we present an upper bound on the finite sample risk for general vector-valued spectral algorithms, applicable to both well-specified and misspecified scenarios (where the true regression function lies outside of the hypothesis space), and show that this bound is minimax optimal in various regimes. All of our results explicitly allow the case of infinite-dimensional output variables, proving consistency of recent practical applications.

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JMLR Journal 2024 Journal Article

Towards Optimal Sobolev Norm Rates for the Vector-Valued Regularized Least-Squares Algorithm

Zhu Li
Dimitri Meunier
Mattes Mollenhauer
Arthur Gretton

We present the first optimal rates for infinite-dimensional vector-valued ridge regression on a continuous scale of norms that interpolate between L2 and the hypothesis space, which we consider as a vector-valued reproducing kernel Hilbert space. These rates allow to treat the misspecified case in which the true regression function is not contained in the hypothesis space. We combine standard assumptions on the capacity of the hypothesis space with a novel tensor product construction of vector-valued interpolation spaces in order to characterize the smoothness of the regression function. Our upper bound not only attains the same rate as real-valued kernel ridge regression, but also removes the assumption that the target regression function is bounded. For the lower bound, we reduce the problem to the scalar setting using a projection argument. We show that these rates are optimal in most cases and independent of the dimension of the output space. We illustrate our results for the special case of vector-valued Sobolev spaces. [abs] [ pdf ][ bib ] &copy JMLR 2024. ( edit, beta )

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ICML Conference 2022 Conference Paper

Distribution Regression with Sliced Wasserstein Kernels

Dimitri Meunier
Massimiliano Pontil
Carlo Ciliberto

The problem of learning functions over spaces of probabilities - or distribution regression - is gaining significant interest in the machine learning community. The main challenge in these settings is to identify a suitable representation capturing all relevant properties of a distribution. The well-established approach in this sense is to use kernel mean embeddings, which lift kernel-induced similarity on the input domain at the probability level. This strategy effectively tackles the two-stage sampling nature of the problem, enabling one to derive estimators with strong statistical guarantees, such as universal consistency and excess risk bounds. However, kernel mean embeddings implicitly hinge on the maximum mean discrepancy (MMD), a metric on probabilities, which is not the most suited to capture geometrical relations between distributions. In contrast, optimal transport (OT) metrics, are potentially more appealing. In this work, we propose an OT-based estimator for distribution regression. We build on the Sliced Wasserstein distance to obtain an OT-based representation. We study the theoretical properties of a kernel ridge regression estimator based on such representation, for which we prove universal consistency and excess risk bounds. Preliminary experiments complement our theoretical findings by showing the effectiveness of the proposed approach and compare it with MMD-based estimators.

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NeurIPS Conference 2022 Conference Paper

Optimal Rates for Regularized Conditional Mean Embedding Learning

Zhu Li
Dimitri Meunier
Mattes Mollenhauer
Arthur Gretton

We address the consistency of a kernel ridge regression estimate of the conditional mean embedding (CME), which is an embedding of the conditional distribution of $Y$ given $X$ into a target reproducing kernel Hilbert space $\mathcal{H}_Y$. The CME allows us to take conditional expectations of target RKHS functions, and has been employed in nonparametric causal and Bayesian inference. We address the misspecified setting, where the target CME isin the space of Hilbert-Schmidt operators acting from an input interpolation space between $\mathcal{H}_X$ and $L_2$, to $\mathcal{H}_Y$. This space of operators is shown to be isomorphic to a newly defined vector-valued interpolation space. Using this isomorphism, we derive a novel and adaptive statistical learning rate for the empirical CME estimator under the misspecified setting. Our analysis reveals that our rates match the optimal $O(\log n / n)$ rates without assuming $\mathcal{H}_Y$ to be finite dimensional. We further establish a lower bound on the learning rate, which shows that the obtained upper bound is optimal.

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