  Recent observations by the {\it Kepler} space telescope have led to the
discovery of more than 4000 exoplanet candidates consisting of many systems
with Earth- to Neptune-sized objects that reside well inside the orbit of
Mercury, around their respective host stars. How and where these close-in
planets formed is one of the major unanswered questions in planet formation.
Here we calculate the required disk masses for {\it in situ} formation of the
{\it Kepler} planets. We find that, if close-in planets formed as {\it
isolation masses}, then standard gas-to-dust ratios yield corresponding gas
disks that are gravitationally unstable for a significant fraction of systems,
ruling out such a scenario. We show that the maximum width of a planet's
accretion region in the absence of any migration is $2 v_{esc}/\Omega$, where
$v_{esc}$ is the escape velocity of the planet and $\Omega$ the Keplerian
frequency and use it to calculate the required disk masses for {\it in situ}
formation with giant impacts. Even with giant impacts, formation without
migration requires disk surface densities in solids at semi-major axes less
than 0.1~AU of $10^3-10^5 \rm{~g~cm^{-2}}$ implying typical enhancements above
the minimum-mass solar nebular (MMSN) by at least a factor of 20. Corresponding
gas disks are below, but not far from, the gravitational stability limit. In
contrast, formation beyond a few AU is consistent with MMSN disk masses. This
suggests that migration of either solids or fully assembled planets is likely
to have played a major role in the formation of close-in super-Earths and
mini-Neptunes.
