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This paper addresses the problem of regression to reconstruct functions, which are observed with superimposed errors at random locations. We address the problem in reproducing kernel Hilbert spaces. It is demonstrated that the estimator,…

Statistics Theory · Mathematics 2021-08-17 Paul Dommel , Alois Pichler

Motivated by the growing interest in representation learning approaches that uncover the latent structure of high-dimensional data, this work proposes new algorithms for reconstruction-based manifold learning within Reproducing-Kernel…

Machine Learning · Computer Science 2026-05-07 Enrique Feito-Casares , Francisco M. Melgarejo-Meseguer , José-Luis Rojo-Álvarez

We consider an incremental approximation method for solving variational problems in infinite-dimensional Hilbert spaces, where in each step a randomly and independently selected subproblem from an infinite collection of subproblems is…

Numerical Analysis · Mathematics 2018-03-06 Michael Griebel , Peter Oswald

We propose and analyze a novel framework for learning sparse representations, based on two statistical techniques: kernel smoothing and marginal regression. The proposed approach provides a flexible framework for incorporating feature…

Machine Learning · Statistics 2012-10-04 Krishnakumar Balasubramanian , Kai Yu , Guy Lebanon

Obtaining reliable, adaptive confidence sets for prediction functions (hypotheses) is a central challenge in sequential decision-making tasks, such as bandits and model-based reinforcement learning. These confidence sets typically rely on…

Machine Learning · Statistics 2022-06-20 Parnian Kassraie , Jonas Rothfuss , Andreas Krause

We propose a vector-valued regression problem whose solution is equivalent to the reproducing kernel Hilbert space (RKHS) embedding of the Bayesian posterior distribution. This equivalence provides a new understanding of kernel Bayesian…

Machine Learning · Statistics 2016-10-27 Yang Song , Jun Zhu , Yong Ren

This article studies constructions of reproducing kernel Banach spaces (RKBSs) which may be viewed as a generalization of reproducing kernel Hilbert spaces (RKHSs). A key point is to endow Banach spaces with reproducing kernels such that…

Functional Analysis · Mathematics 2017-06-27 Yuesheng Xu , Qi Ye

In supervised learning using kernel methods, we often encounter a large-scale finite-sum minimization over a reproducing kernel Hilbert space (RKHS). Large-scale finite-sum problems can be solved using efficient variants of Newton method,…

Machine Learning · Computer Science 2022-06-07 Ting-Jui Chang , Shahin Shahrampour

Learning kernels in operators from data lies at the intersection of inverse problems and statistical learning, providing a powerful framework for capturing non-local dependencies in function spaces and high-dimensional settings. In contrast…

Statistics Theory · Mathematics 2025-06-24 Sichong Zhang , Xiong Wang , Fei Lu

We develop novel learning rates for conditional mean embeddings by applying the theory of interpolation for reproducing kernel Hilbert spaces (RKHS). We derive explicit, adaptive convergence rates for the sample estimator under the…

Machine Learning · Statistics 2026-04-09 Prem Talwai , Ali Shameli , David Simchi-Levi

In this paper, we study regression problems over a separable Hilbert space with the square loss, covering non-parametric regression over a reproducing kernel Hilbert space. We investigate a class of spectral/regularized algorithms,…

Machine Learning · Statistics 2022-07-18 Junhong Lin , Alessandro Rudi , Lorenzo Rosasco , Volkan Cevher

In this paper, we investigate the theoretical and empirical properties of $L_2$ boosting with kernel regression estimates as weak learners. We show that each step of $L_2$ boosting reduces the bias of the estimate by two orders of…

Statistics Theory · Mathematics 2009-09-07 B. U. Park , Y. K. Lee , S. Ha

The scaling limit where both the size of the training set $P$ and the width $N$ of a deep neural network grow at the same rate, the so-called proportional-width regime, has been intensely studied for shallow, single-hidden-layer networks.…

Conditional expectiles are becoming an increasingly important tool in finance as well as in other areas of applications. We analyse a support vector machine type approach for estimating conditional expectiles and establish learning rates…

Machine Learning · Statistics 2017-02-28 Muhammad Farooq , Ingo Steinwart

The problem of multiple kernel learning based on penalized empirical risk minimization is discussed. The complexity penalty is determined jointly by the empirical $L_2$ norms and the reproducing kernel Hilbert space (RKHS) norms induced by…

Statistics Theory · Mathematics 2012-11-14 Vladimir Koltchinskii , Ming Yuan

In this paper, we establish minimax optimal rates of convergence for prediction in a semi-functional linear model that consists of a functional component and a less smooth nonparametric component. Our results reveal that the smoother…

Statistics Theory · Mathematics 2021-11-01 Keli Guo , Jun Fan , Lixing Zhu

A crucial problem in neural networks is to select the most appropriate number of hidden neurons and obtain tight statistical risk bounds. In this work, we present a new perspective towards the bias-variance tradeoff in neural networks. As…

Machine Learning · Computer Science 2020-10-05 Gen Li , Yuantao Gu , Jie Ding

Learning linear combinations of multiple kernels is an appealing strategy when the right choice of features is unknown. Previous approaches to multiple kernel learning (MKL) promote sparse kernel combinations to support interpretability and…

Machine Learning · Computer Science 2010-10-28 Marius Kloft , Ulf Brefeld , Soeren Sonnenburg , Alexander Zien

We provide a statistical analysis of regularization-based continual learning on a sequence of linear regression tasks, with emphasis on how different regularization terms affect the model performance. We first derive the convergence rate…

Machine Learning · Computer Science 2024-06-11 Xuyang Zhao , Huiyuan Wang , Weiran Huang , Wei Lin

Estimating the kernel mean in a reproducing kernel Hilbert space is a critical component in many kernel learning algorithms. Given a finite sample, the standard estimate of the target kernel mean is the empirical average. Previous works…

Machine Learning · Computer Science 2021-07-13 Xiaobo Xia , Shuo Shan , Mingming Gong , Nannan Wang , Fei Gao , Haikun Wei , Tongliang Liu
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