Related papers: M-Power Regularized Least Squares Regression
We propose a new formulation of robust regression by integrating all realizations of the uncertainty set and taking an averaged approach to obtain the optimal solution for the ordinary least squares regression problem. We show that this…
Kernel methods, particularly kernel ridge regression (KRR), are time-proven, powerful nonparametric regression techniques known for their rich capacity, analytical simplicity, and computational tractability. The analysis of their predictive…
This paper proposes that Lipschitz continuity is a natural outcome of regularized least squares in kernel-based learning. Lipschitz continuity is an important proxy for robustness of input-output operators. It is also instrumental for…
The recursive least-squares (RLS) algorithm is one of the most well-known algorithms used in adaptive filtering, system identification and adaptive control. Its popularity is mainly due to its fast convergence speed, which is considered to…
The popular cubic smoothing spline estimate of a regression function arises as the minimizer of the penalized sum of squares $\sum_j(Y_j - {\mu}(t_j))^2 + {\lambda}\int_a^b [{\mu}"(t)]^2 dt$, where the data are $t_j,Y_j$, $j=1,..., n$. The…
We study theoretical properties of regularized robust M-estimators, applicable when data are drawn from a sparse high-dimensional linear model and contaminated by heavy-tailed distributions and/or outliers in the additive errors and…
High-dimensional statistical inference deals with models in which the the number of parameters p is comparable to or larger than the sample size n. Since it is usually impossible to obtain consistent procedures unless $p/n\rightarrow0$, a…
Motivated by applications to the study of stochastic processes, we introduce a new analysis of positive definite kernels $K$, their reproducing kernel Hilbert spaces (RKHS), and an associated family of feature spaces that may be chosen in…
We study the adversarial kernel bandit problem, in which the loss at each round is induced by an arbitrary bounded element of a reproducing kernel Hilbert space (RKHS). We propose an exponential-weights algorithm built on a regularized…
This is a tutorial and survey paper on kernels, kernel methods, and related fields. We start with reviewing the history of kernels in functional analysis and machine learning. Then, Mercer kernel, Hilbert and Banach spaces, Reproducing…
The paper proposes a novel regularization procedure for machine learning. The proposed high-order regularization (HR) provides new insight into regularization, which is widely used to train a neural network that can be utilized to…
Learning in the reproducing kernel Hilbert space (RKHS) such as the support vector machine has been recognized as a promising technique. It continues to be highly effective and competitive in numerous prediction tasks, particularly in…
We derive minimax adaptive rates for a new, broad class of Tikhonov-regularized learning problems in Hilbert scales under general source conditions. Our analysis does not require the regression function to be contained in the hypothesis…
Kernel methods are one of the cornerstones of learning-based control, modern system identification, surrogate modelling, and related fields. A key advantage of this class of learning and function approximation methods is the availability of…
The representer theorem is a cornerstone of kernel methods, which aim to estimate latent functions in reproducing kernel Hilbert spaces (RKHSs) in a nonparametric manner. Its significance lies in converting inherently infinite-dimensional…
Machine learning techniques for the solution of inverse problems have become an attractive approach in the last decade, while their theoretical foundations are still in their infancy. In this chapter we want to pursue the study of…
Recently, it was demonstrated in [CS2012,CS2013] that the robustness of the classical Non-Local Means (NLM) algorithm [BCM2005] can be improved by incorporating $\ell^p (0 < p \leq 2)$ regression into the NLM framework. This general…
In this paper, we are interested in constructing general graph-based regularizers for multiple kernel learning (MKL) given a structure which is used to describe the way of combining basis kernels. Such structures are represented by…
This paper addresses the problem of distributed learning under communication constraints, motivated by distributed signal processing in wireless sensor networks and data mining with distributed databases. After formalizing a general model…
We study the stability properties of nonlinear multi-task regression in reproducing Hilbert spaces with operator-valued kernels. Such kernels, a.k.a. multi-task kernels, are appropriate for learning prob- lems with nonscalar outputs like…