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Instrumental variable (IV) regression is a strategy for learning causal relationships in observational data. If measurements of input X and output Y are confounded, the causal relationship can nonetheless be identified if an instrumental…

Machine Learning · Computer Science 2020-07-17 Rahul Singh , Maneesh Sahani , Arthur Gretton

Empirical risk minimization (ERM) is ubiquitous in machine learning and underlies most supervised learning methods. While there has been a large body of work on algorithms for various ERM problems, the exact computational complexity of ERM…

Computational Complexity · Computer Science 2017-04-11 Arturs Backurs , Piotr Indyk , Ludwig Schmidt

Kernel-based reinforcement learning (KBRL) stands out among reinforcement learning algorithms for its strong theoretical guarantees. By casting the learning problem as a local kernel approximation, KBRL provides a way of computing a…

Machine Learning · Computer Science 2014-07-22 André M. S. Barreto , Doina Precup , Joelle Pineau

We investigate a simple objective for nonlinear instrumental variable (IV) regression based on a kernelized conditional moment restriction (CMR) known as a maximum moment restriction (MMR). The MMR objective is formulated by maximizing the…

Machine Learning · Computer Science 2023-02-10 Rui Zhang , Masaaki Imaizumi , Bernhard Schölkopf , Krikamol Muandet

We study approaches for compressing the empirical measure in the context of finite dimensional reproducing kernel Hilbert spaces (RKHSs). In this context, the empirical measure is contained within a natural convex set and can be…

Machine Learning · Statistics 2024-08-29 Steffen Grünewälder

In this work we investigate the relationship between kernel regularity and algorithmic performance in the bandit optimization of RKHS functions. While reproducing kernel Hilbert space (RKHS) methods traditionally rely on global kernel…

Machine Learning · Statistics 2025-12-08 Madison Lee , Tara Javidi

We propose estimators based on kernel ridge regression for nonparametric causal functions such as dose, heterogeneous, and incremental response curves. Treatment and covariates may be discrete or continuous in general spaces. Due to a…

Econometrics · Economics 2022-10-25 Rahul Singh , Liyuan Xu , Arthur Gretton

Kernel-based modal statistical methods include mode estimation, regression, and clustering. Estimation accuracy of these methods depends on the kernel used as well as the bandwidth. We study effect of the selection of the kernel function to…

Machine Learning · Statistics 2023-04-21 Ryoya Yamasaki , Toshiyuki Tanaka

In this paper, we study the asymptotic properties of regularized least squares with indefinite kernels in reproducing kernel Krein spaces (RKKS). By introducing a bounded hyper-sphere constraint to such non-convex regularized risk…

Machine Learning · Statistics 2020-11-26 Fanghui Liu , Lei Shi , Xiaolin Huang , Jie Yang , Johan A. K. Suykens

The application of kernel-based Machine Learning (ML) techniques to discrete choice modelling using large datasets often faces challenges due to memory requirements and the considerable number of parameters involved in these models. This…

Machine Learning · Computer Science 2024-12-04 José Ángel Martín-Baos , Ricardo García-Ródenas , Luis Rodriguez-Benitez , Michel Bierlaire

Kernel-based machine learning algorithms are based on mapping data from the original input feature space to a kernel feature space of higher dimensionality to solve a linear problem in that space. Over the last decade, kernel based…

Computer Vision and Pattern Recognition · Computer Science 2011-01-18 Mahesh Pal

Bilevel optimization has emerged as a technique for addressing a wide range of machine learning problems that involve an outer objective implicitly determined by the minimizer of an inner problem. While prior works have primarily focused on…

Machine Learning · Computer Science 2025-11-18 Fares El Khoury , Edouard Pauwels , Samuel Vaiter , Michael Arbel

Reinforcement Learning (RL) has shown great empirical success in various application domains. The theoretical aspects of the problem have been extensively studied over past decades, particularly under tabular and linear Markov Decision…

Machine Learning · Computer Science 2024-06-24 Sattar Vakili

Random Fourier features is a widely used, simple, and effective technique for scaling up kernel methods. The existing theoretical analysis of the approach, however, remains focused on specific learning tasks and typically gives pessimistic…

Machine Learning · Statistics 2021-02-08 Zhu Li , Jean-Francois Ton , Dino Oglic , Dino Sejdinovic

We review recent advances in modal regression studies using kernel density estimation. Modal regression is an alternative approach for investigating relationship between a response variable and its covariates. Specifically, modal regression…

Methodology · Statistics 2017-12-08 Yen-Chi Chen

The ability to generalize under distributional shifts is essential to reliable machine learning, while models optimized with empirical risk minimization usually fail on non-$i.i.d$ testing data. Recently, invariant learning methods for…

Machine Learning · Computer Science 2021-10-26 Jiashuo Liu , Zheyuan Hu , Peng Cui , Bo Li , Zheyan Shen

In this paper, we provide a precise characterization of generalization properties of high dimensional kernel ridge regression across the under- and over-parameterized regimes, depending on whether the number of training data n exceeds the…

Machine Learning · Statistics 2021-02-25 Fanghui Liu , Zhenyu Liao , Johan A. K. Suykens

We propose a kernel regression method to predict a target signal lying over a graph when an input observation is given. The input and the output could be two different physical quantities. In particular, the input may not be a graph signal…

Information Theory · Computer Science 2019-08-02 Arun Venkitaraman , Saikat Chatterjee , Peter Händel

We focus on the distribution regression problem: regressing to a real-valued response from a probability distribution. Although there exist a large number of similarity measures between distributions, very little is known about their…

Statistics Theory · Mathematics 2015-01-28 Zoltan Szabo , Arthur Gretton , Barnabas Poczos , Bharath Sriperumbudur

In this article, we introduce a kernel-based consensual aggregation method for regression problems. We aim to exibly combine individual regression estimators $r_1, \ldots, r_M$ using a weighted average where the weights are dened based on…

Statistics Theory · Mathematics 2023-10-03 Sothea Has