arXiv subjects

Iñaki Esnaola

Publications and source records attributed to Iñaki Esnaola.

At least 19 recordsLinked to original sources

arXiv2026

Solar Vortices as Conduits for Magnetoacoustic Waves: Multi-Layer Coupling and Their Role in Atmospheric Heating

Vortices are widespread throughout the solar atmosphere and commonly interpreted as channels for Alfvén wave energy transport. However, this interpretation has mostly been inferred from the apparent alignment of rotating plasma structures with the magnetic field, rather than direct evidence of the nature of the waves involved. We present observational and numerical evidence that solar vortices act as coherent waveguides dominated by magnetoacoustic waves in the lower atmosphere, combining high-resolution SST observations and Bifrost simulation data. Using Normalised Mutual Information and Jensen-Shannon Divergence as coupling diagnostics, we provide the first observational identification of a solar vortex footpoint through information-theoretic metrics, locating it in the photospheric region of highest shared information with the chromospheric swirl. Spectral Proper Orthogonal Decomposition separates dominant dynamical patterns, allowing us to identify sausage, kink, and helical wave modes propagating along vortex structures. In the Bifrost simulation, we find no evidence for torsional Alfvén waves supported by vortices below 1 Mm. Instead, the waves supported by vortices are magnetoacoustic, and their energy transport is predominantly compressive in the lower atmosphere, with the magnetic component becoming dominant only at greater heights. Even the compressive wave component alone reaches nanoflare-level magnitudes ($\sim10^{25}$~erg), indicating that vortex-associated compressive perturbations may provide an energetically relevant contribution in regimes where magnetic-energy transport dominates. The recovery of sausage and helical modes in temperature perturbations shows that these modes carry a thermal signature, further supporting their relevance for chromospheric energy transport and localised heating.

astro-ph.SR↗

arXiv2026

Machine Unlearning for Gibbs Supervised Learning Algorithms

In this paper, a method for achieving exact unlearning for Gibbs supervised learning algorithms is proposed using a variational formulation inspired by empirical risk minimization subject to relative entropy regularization (ERM-RER). Such a method consists of maximizing the expected empirical risk over the dataset to be unlearned subject to a regularization by relative entropy with respect to the original algorithm. The optimization variable is a probability measure on the models; and the solution is another Gibbs probability measure that represents a new Gibbs supervised learning algorithm. The method guarantees exact unlearning in the sense that the new Gibbs algorithm coincides in distribution with the algorithm that would have been obtained by retraining from scratch on the dataset to be retained. As a byproduct, a framework for reweighting data points in ERM-RER by strategically choosing both the reference measure and the regularization factor is obtained. In this framework, exact unlearning is the special case in which zero-weight is assigned to the contribution of the data points to be unlearned. More generally, depending on the choice of certain parameters, data points can be up-weighted or down-weighted in ERM-RER problems for particular purposes, e.g., controlling the generalization error of Gibbs algorithms. This paves the way for new constructive or adversarial views on classical reweighting data points in ERM-RER.

stat.ML↗

arXiv2026

Equivalence Between Nested Gibbs Measures and Log-Linear Combinations of Gibbs Measures

In this paper, three operations on Gibbs probability measures are studied. The first operation, often referred to as renormalization, takes one Gibbs probability measure and generates a new Gibbs measure by normalizing a power of its density. This normalization has a twofold effect: it changes the regularization factor and concentrates the support within a subset of the original support. Interestingly, these effects can be independently controlled by different parameters. The second operation consists of a normalized log-linear combination of the densities of Gibbs probability measures. The third operation takes two Gibbs probability measures and changes the reference measure of the latter with the former. Hence, the former is said to be "nested" within the latter, yielding a new Gibbs probability measure. The resulting measures from the second and third operations are also Gibbs probability measures and are shown, respectively, to solve optimization problems involving the expectations of linear combinations of the objective functions of the given measures, subject to a relative entropy regularization. These optimization problems differ exclusively in the coefficients of the linear combinations. This leads to the conclusion that there exists a set of parameters for which nesting one Gibbs probability measure into another has the same effect as log-linearly combining them. These operations have relevant applications in statistical learning. As an example, a one-shot federated learning system in which clients send their locally trained Gibbs algorithms to the server for log-linear combination is shown to achieve the same performance as a Gibbs algorithm trained upon the aggregation of all local training datasets.

cs.IT↗

arXiv2026

TaylorPODA: A Taylor Expansion-Based Method to Improve Post-Hoc Attributions for Opaque Models

Post-hoc model-agnostic local attribution (LA) methods have been widely adopted to explain opaque AI models by quantifying feature-wise contributions. However, many existing methods rely on heuristic or only partially justified attribution mechanisms, while the quality of attribution itself is often shaped by downstream objectives without universally accepted standards. In this work, we propose Taylor exPansion-Originated aDaptive Attribution (TaylorPODA), a new post-hoc model-agnostic LA method grounded in the Taylor expansion framework. We first introduce a set of postulates, which formalize principled requirements for explicitly and exhaustively attributing Taylor terms to the corresponding features. Based on these postulates, we analyze existing post-hoc model-agnostic LA methods and identify a fundamental tension between principled attribution and adaptation toward user-defined utilities. To address this challenge, TaylorPODA introduces a controllable allocation mechanism for Taylor interaction effects, enabling attribution results to adapt to downstream objectives while preserving the proposed postulates. Furthermore, although developed from a Taylor-expansion perspective, TaylorPODA also admits a Harsanyi-dividend interpretation, allowing the attribution mechanism to extend beyond model differentiability. Theoretical analysis demonstrates that TaylorPODA satisfies all the proposed postulates together with an additional adaptation property. Empirical results across multiple datasets and both differentiable and non-differentiable models further show that TaylorPODA achieves consistently improved alignment with user-defined utilities while maintaining the communicability of the resulting explanations. Overall, this work provides a starting point toward more trustworthy XAI systems for the deployment of increasingly powerful yet opaque task models.

stat.ML↗

arXiv2026

Distributed Synchronisation of Heterogeneous Dynamical Networks With Nonlinear Diffusive Couplings

This letter investigates the problem of output synchronisation in heterogeneous dynamical networks with nonlinear diffusive couplings in the presence of disturbances on the coupling links. By exploiting relative dissipativity properties between adjacent agents, distributed conditions are established to guarantee output synchronisation. Specifically, these conditions can be verified using only local information associated with neighbouring agents and coupling links. As an illustration, a heterogeneous network of Goodwin oscillators is considered, where the relative dissipativity properties between neighbouring oscillators are characterised and used to analyse synchronisation.

eess.SY↗

arXiv2026

Decentralized Machine Learning with Centralized Performance Guarantees via Gibbs Algorithms

In this paper, it is shown, for the first time, that centralized performance is achievable in decentralized learning without sharing the local datasets. Specifically, when clients adopt an empirical risk minimization with relative-entropy regularization (ERM-RER) learning framework and a forward-backward communication between clients is established, it suffices to share the locally obtained Gibbs measures to achieve the same performance as that of a centralized ERM-RER with access to all the datasets. The core idea is that the Gibbs measure produced by client~$k$ is used, as reference measure, by client~$k+1$. This effectively establishes a principled way to encode prior information through a reference measure. In particular, achieving centralized performance in the decentralized setting requires a specific scaling of the regularization factors with the local sample sizes. Overall, this result opens the door to novel decentralized learning paradigms that shift the collaboration strategy from sharing data to sharing the local inductive bias via the reference measures over the set of models.

stat.ML↗

arXiv2026

Empirical Risk Minimization with $f$-Divergence Regularization

In this paper, the solution to the empirical risk minimization problem with $f$-divergence regularization (ERM-$f$DR) is presented and conditions under which the solution also serves as the solution to the minimization of the expected empirical risk subject to an $f$-divergence constraint are established. The proposed approach extends applicability to a broader class of $f$-divergences than previously reported and yields theoretical results that recover previously known results. Additionally, the difference between the expected empirical risk of the ERM-$f$DR solution and that of its reference measure is characterized, providing insights into previously studied cases of $f$-divergences. A central contribution is the introduction of the normalization function, a mathematical object that is critical in both the dual formulation and practical computation of the ERM-$f$DR solution. This work presents an implicit characterization of the normalization function as a nonlinear ordinary differential equation (ODE), establishes its key properties, and subsequently leverages them to construct a numerical algorithm for approximating the normalization factor under mild assumptions. Further analysis demonstrates structural equivalences between ERM-$f$DR problems with different $f$-divergences via transformations of the empirical risk. Finally, the proposed algorithm is used to compute the training and test risks of ERM-$f$DR solutions under different $f$-divergence regularizers. This numerical example highlights the practical implications of choosing different functions $f$ in ERM-$f$DR problems.

stat.ML↗

arXiv2025

Symmetry of concentration and scaling for self-bounding functions

We prove generalised concentration inequalities for a class of scaled self-bounding functions of independent random variables, referred to as ${(M,a,b)}$ self-bounding. The scaling refers to the fact that the component-wise difference is upper bounded by an arbitrary positive real number $M$ instead of the case $M=1$ previously considered in the literature. Using the entropy method, we derive symmetric bounds for both the upper and lower tails, and study the tightness of the proposed bounds. Our results improve existing bounds for functions that satisfy the ($a,b$) self-bounding property.

math.PR↗

arXiv2025

A Dual Optimization View to Empirical Risk Minimization with f-Divergence Regularization

The dual formulation of empirical risk minimization with f-divergence regularization (ERM-fDR) is introduced. The solution of the dual optimization problem to the ERM-fDR is connected to the notion of normalization function introduced as an implicit function. This dual approach leverages the Legendre-Fenchel transform and the implicit function theorem to provide a nonlinear ODE expression to the normalization function. Furthermore, the nonlinear ODE expression and its properties provide a computationally efficient method to calculate the normalization function of the ERM-fDR solution under a mild condition.

stat.ML↗

arXiv2025

Proofs for Folklore Theorems on the Radon-Nikodym Derivative

In this technical report, rigorous statements and formal proofs are presented for both foundational and advanced folklore theorems on the Radon-Nikodym derivative. The cases of conditional and marginal probability measures are carefully considered, which leads to an identity involving the sum of mutual and lautum information suggesting a new interpretation for such a sum.

cs.IT↗

arXiv2025

Asymmetry of the Relative Entropy in the Regularization of Empirical Risk Minimization

The effect of relative entropy asymmetry is analyzed in the context of empirical risk minimization (ERM) with relative entropy regularization (ERM-RER). Two regularizations are considered: $(a)$ the relative entropy of the measure to be optimized with respect to a reference measure (Type-I ERM-RER); and $(b)$ the relative entropy of the reference measure with respect to the measure to be optimized (Type-II ERM-RER). The main result is the characterization of the solution to the Type-II ERM-RER problem and its key properties. By comparing the well-understood Type-I ERM-RER with Type-II ERM-RER, the effects of entropy asymmetry are highlighted. The analysis shows that in both cases, regularization by relative entropy forces the solution's support to collapse into the support of the reference measure, introducing a strong inductive bias that negates the evidence provided by the training data. Finally, it is shown that Type-II regularization is equivalent to Type-I regularization with an appropriate transformation of the empirical risk function.

stat.ML↗

arXiv2025

Generalization Error of $f$-Divergence Stabilized Algorithms via Duality

The solution to empirical risk minimization with $f$-divergence regularization (ERM-$f$DR) is extended to constrained optimization problems, establishing conditions for equivalence between the solution and constraints. A dual formulation of ERM-$f$DR is introduced, providing a computationally efficient method to derive the normalization function of the ERM-$f$DR solution. This dual approach leverages the Legendre-Fenchel transform and the implicit function theorem, enabling explicit characterizations of the generalization error for general algorithms under mild conditions, and another for ERM-$f$DR solutions.

stat.ML↗

arXiv2024

Stealth Attacks Against Moving Target Defense for Smart Grid

Data injection attacks (DIAs) pose a significant cybersecurity threat to the Smart Grid by enabling an attacker to compromise the integrity of data acquisition and manipulate estimated states without triggering bad data detection procedures. To mitigate this vulnerability, the moving target defense (MTD) alters branch admittances to mismatch the system information that is available to an attacker, thereby inducing an imperfect DIA construction that results in degradation of attack performance. In this paper, we first analyze the existence of stealth attacks for the case in which the MTD strategy only changes the admittance of a single branch. Equipped with this initial insight, we then extend the results to the case in which multiple branches are protected by the MTD strategy. Remarkably, we show that stealth attacks can be constructed with information only about which branches are protected, without knowledge about the particular admittance value changes. Furthermore, we provide a sufficient protection condition for the MTD strategy via graph-theoretic tools that guarantee that the system is not vulnerable to DIAs. Numerical simulations are implemented on IEEE test systems to validate the obtained results.

eess.SY↗

arXiv2024

Equivalence of the Empirical Risk Minimization to Regularization on the Family of f-Divergences

The solution to empirical risk minimization with $f$-divergence regularization (ERM-$f$DR) is presented under mild conditions on $f$. Under such conditions, the optimal measure is shown to be unique. Examples of the solution for particular choices of the function $f$ are presented. Previously known solutions to common regularization choices are obtained by leveraging the flexibility of the family of $f$-divergences. These include the unique solutions to empirical risk minimization with relative entropy regularization (Type-I and Type-II). The analysis of the solution unveils the following properties of $f$-divergences when used in the ERM-$f$DR problem: $i\bigl)$ $f$-divergence regularization forces the support of the solution to coincide with the support of the reference measure, which introduces a strong inductive bias that dominates the evidence provided by the training data; and $ii\bigl)$ any $f$-divergence regularization is equivalent to a different $f$-divergence regularization with an appropriate transformation of the empirical risk function.

stat.ML↗

arXiv2024

Empirical Risk Minimization with Relative Entropy Regularization

The empirical risk minimization (ERM) problem with relative entropy regularization (ERM-RER) is investigated under the assumption that the reference measure is a $σ$-finite measure, and not necessarily a probability measure. Under this assumption, which leads to a generalization of the ERM-RER problem allowing a larger degree of flexibility for incorporating prior knowledge, numerous relevant properties are stated. Among these properties, the solution to this problem, if it exists, is shown to be a unique probability measure, mutually absolutely continuous with the reference measure. Such a solution exhibits a probably-approximately-correct guarantee for the ERM problem independently of whether the latter possesses a solution. For a fixed dataset and under a specific condition, the empirical risk is shown to be a sub-Gaussian random variable when the models are sampled from the solution to the ERM-RER problem. The generalization capabilities of the solution to the ERM-RER problem (the Gibbs algorithm) are studied via the sensitivity of the expected empirical risk to deviations from such a solution towards alternative probability measures. Finally, an interesting connection between sensitivity, generalization error, and lautum information is established.

math.ST↗

arXiv2023

Generalization Analysis of Machine Learning Algorithms via the Worst-Case Data-Generating Probability Measure

In this paper, the worst-case probability measure over the data is introduced as a tool for characterizing the generalization capabilities of machine learning algorithms. More specifically, the worst-case probability measure is a Gibbs probability measure and the unique solution to the maximization of the expected loss under a relative entropy constraint with respect to a reference probability measure. Fundamental generalization metrics, such as the sensitivity of the expected loss, the sensitivity of the empirical risk, and the generalization gap are shown to have closed-form expressions involving the worst-case data-generating probability measure. Existing results for the Gibbs algorithm, such as characterizing the generalization gap as a sum of mutual information and lautum information, up to a constant factor, are recovered. A novel parallel is established between the worst-case data-generating probability measure and the Gibbs algorithm. Specifically, the Gibbs probability measure is identified as a fundamental commonality of the model space and the data space for machine learning algorithms.

cs.LG↗

arXiv2023

On the Validation of Gibbs Algorithms: Training Datasets, Test Datasets and their Aggregation

The dependence on training data of the Gibbs algorithm (GA) is analytically characterized. By adopting the expected empirical risk as the performance metric, the sensitivity of the GA is obtained in closed form. In this case, sensitivity is the performance difference with respect to an arbitrary alternative algorithm. This description enables the development of explicit expressions involving the training errors and test errors of GAs trained with different datasets. Using these tools, dataset aggregation is studied and different figures of merit to evaluate the generalization capabilities of GAs are introduced. For particular sizes of such datasets and parameters of the GAs, a connection between Jeffrey's divergence, training and test errors is established.

cs.LG↗

arXiv2023

Analysis of the Relative Entropy Asymmetry in the Regularization of Empirical Risk Minimization

The effect of the relative entropy asymmetry is analyzed in the empirical risk minimization with relative entropy regularization (ERM-RER) problem. A novel regularization is introduced, coined Type-II regularization, that allows for solutions to the ERM-RER problem with a support that extends outside the support of the reference measure. The solution to the new ERM-RER Type-II problem is analytically characterized in terms of the Radon-Nikodym derivative of the reference measure with respect to the solution. The analysis of the solution unveils the following properties of relative entropy when it acts as a regularizer in the ERM-RER problem: i) relative entropy forces the support of the Type-II solution to collapse into the support of the reference measure, which introduces a strong inductive bias that dominates the evidence provided by the training data; ii) Type-II regularization is equivalent to classical relative entropy regularization with an appropriate transformation of the empirical risk function. Closed-form expressions of the expected empirical risk as a function of the regularization parameters are provided.

cs.IT↗