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Recent advances in learning for control allow to synthesize vehicle controllers from learned system dynamics and maintain robust stability guarantees. However, no approach is well-suited for training linear time-invariant (LTI) controllers…

Systems and Control · Electrical Eng. & Systems 2022-05-11 Marc-Antoine Beaudoin , Benoit Boulet

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

Under mild assumptions on the kernel, we obtain the best known error rates in a regularized learning scenario taking place in the corresponding reproducing kernel Hilbert space (RKHS). The main novelty in the analysis is a proof that one…

Statistics Theory · Mathematics 2010-01-14 Shahar Mendelson , Joseph Neeman

We propose in this paper a new family of kernels to handle times series, notably speech data, within the framework of kernel methods which includes popular algorithms such as the Support Vector Machine. These kernels elaborate on the well…

Computer Vision and Pattern Recognition · Computer Science 2009-11-27 Marco Cuturi , Jean-Philippe Vert , Oystein Birkenes , Tomoko Matsui

We analyse the convergence of sampling algorithms for functions in reproducing kernel Hilbert spaces (RKHS). To this end, we discuss approximation properties of kernel regression under minimalistic assumptions on both the kernel and the…

Machine Learning · Statistics 2025-04-21 Armin Iske

Development of metrics for structural data-generating mechanisms is fundamental in machine learning and the related fields. In this paper, we give a general framework to construct metrics on random nonlinear dynamical systems, defined with…

Machine Learning · Statistics 2019-10-29 Isao Ishikawa , Akinori Tanaka , Masahiro Ikeda , Yoshinobu Kawahara

Temporal-difference learning is a popular algorithm for policy evaluation. In this paper, we study the convergence of the regularized non-parametric TD(0) algorithm, in both the independent and Markovian observation settings. In particular,…

Optimization and Control · Mathematics 2022-05-25 Eloïse Berthier , Ziad Kobeissi , Francis Bach

An interpolation method for discretising continuous-time Linear Time Invariant (LTI) models is proposed in this paper. It consists first in using the Loewner interpolation framework on a specific set of frequency data and secondly to…

Systems and Control · Electrical Eng. & Systems 2019-07-26 Pierre Vuillemin , Charles Poussot-Vassal

Kernel-based methods have been successfully introduced in system identification to estimate the impulse response of a linear system. Adopting the Bayesian viewpoint, the impulse response is modeled as a zero mean Gaussian process whose…

Optimization and Control · Mathematics 2022-03-08 Mattia Zorzi

Frequency domain analysis of linear time-invariant (LTI) systems in feedback with static nonlinearities is a classical and fruitful topic of nonlinear systems theory. We generalize this approach beyond equilibrium stability analysis with…

Systems and Control · Computer Science 2017-10-05 F. A. Miranda-Villatoro , F. Forni , R. Sepulchre

This paper studies the variation diminishing property of $k$-positive linear time-invariant (LTI) systems, which map inputs with $k-1$ sign changes to outputs with at most the same variation. We characterize this property for the Toeplitz…

Optimization and Control · Mathematics 2022-02-17 Christian Grussler , Rodolphe Sepulchre

We consider the problem of high-dimensional non-linear variable selection for supervised learning. Our approach is based on performing linear selection among exponentially many appropriately defined positive definite kernels that…

Machine Learning · Computer Science 2009-09-08 Francis Bach

Reduced modeling of a computationally demanding dynamical system aims at approximating its trajectories, while optimizing the trade-off between accuracy and computational complexity. In this work, we propose to achieve such an approximation…

Machine Learning · Statistics 2025-02-20 Patrick Héas , Cédric Herzet , Benoit Combès

This study examines the identifiability of interaction kernels in mean-field equations of interacting particles or agents, an area of growing interest across various scientific and engineering fields. The main focus is identifying…

Machine Learning · Statistics 2023-05-23 Quanjun Lang , Fei Lu

Kernel selection plays a central role in determining the performance of Gaussian Process (GP) models, as the chosen kernel determines both the inductive biases and prior support of functions under the GP prior. This work addresses the…

Machine Learning · Statistics 2021-11-22 Fergus Simpson , Ian Davies , Vidhi Lalchand , Alessandro Vullo , Nicolas Durrande , Carl Rasmussen

The increasing demands for motion control result in a situation where Linear Parameter-Varying (LPV) dynamics have to be taken into account. Inverse-model feedforward control for LPV motion systems is challenging, since the inverse of an…

Systems and Control · Electrical Eng. & Systems 2023-04-07 Max van Haren , Lennart Blanken , Tom Oomen

Identifying coherent spatiotemporal patterns generated by complex dynamical systems is a central problem in many science and engineering disciplines. Here, we combine ideas from the theory of operator-valued kernels with delay-embedding…

Data Analysis, Statistics and Probability · Physics 2018-05-24 Dimitrios Giannakis , Joanna Slawinska , Abbas Ourmazd , Zhizhen Zhao

The aim of this study is to present a good modernistic strategy for solving some well-known classes of Lane-Emden type singular differential equations. The proposed approach is based on the reproducing kernel Hilbert space (RKHS) and…

In this paper, we consider the coefficient-based regularized distribution regression which aims to regress from probability measures to real-valued responses over a reproducing kernel Hilbert space (RKHS), where the regularization is put on…

Machine Learning · Statistics 2022-08-29 Yuan Mao , Lei Shi , Zheng-Chu Guo

Time stretch instruments have been exceptionally successful in discovering single-shot ultrafast phenomena such as optical rogue waves and have led to record-speed microscopy, spectroscopy, lidar, etc. These instruments encode the ultrafast…

Optics · Physics 2023-04-06 Tingyi Zhou , Bahram Jalali