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Motivated by the challenges related to the calibration of financial models, we consider the problem of numerically solving a singular McKean-Vlasov equation $$ d X_t= \sigma(t,X_t) X_t \frac{\sqrt v_t}{\sqrt {E[v_t|X_t]}}dW_t, $$ where $W$…

Computational Finance · Quantitative Finance 2024-01-15 Christian Bayer , Denis Belomestny , Oleg Butkovsky , John Schoenmakers

Reproducing kernel Hilbert spaces (RKHSs) play an important role in many statistics and machine learning applications ranging from support vector machines to Gaussian processes and kernel embeddings of distributions. Operators acting on…

Functional Analysis · Mathematics 2021-04-06 Mattes Mollenhauer , Ingmar Schuster , Stefan Klus , Christof Schütte

The advent of pre-trained vision-language foundation models has revolutionized the field of zero/few-shot (i.e., low-shot) image recognition. The key challenge to address under the condition of limited training data is how to fine-tune…

Computer Vision and Pattern Recognition · Computer Science 2024-10-16 Kun Ding , Ying Wang , Gaofeng Meng , Shiming Xiang

Traditionally, kernel methods rely on the representer theorem which states that the solution to a learning problem is obtained as a linear combination of the data mapped into the reproducing kernel Hilbert space (RKHS). While elegant from…

Machine Learning · Computer Science 2021-08-30 Riikka Huusari , Sahely Bhadra , Cécile Capponi , Hachem Kadri , Juho Rousu

Over the past few years, Multi-Kernel Learning (MKL) has received significant attention among data-driven feature selection techniques in the context of kernel-based learning. MKL formulations have been devised and solved for a broad…

Machine Learning · Computer Science 2014-01-22 Cong Li , Michael Georgiopoulos , Georgios C. Anagnostopoulos

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…

Machine Learning · Computer Science 2025-01-15 Gakuto Obi , Ayato Saito , Yuto Sasaki , Tsuyoshi Kato

This paper introduces a novel framework for generative models based on Restricted Kernel Machines (RKMs) with joint multi-view generation and uncorrelated feature learning, called Gen-RKM. To enable joint multi-view generation, this…

Machine Learning · Computer Science 2020-12-18 Arun Pandey , Joachim Schreurs , Johan A. K. Suykens

Reproducing kernel Hilbert spaces provide a foundational framework for kernel-based learning, where regularization and interpolation problems admit finite-dimensional solutions through classical representer theorems. Many modern learning…

Machine Learning · Computer Science 2026-02-10 Isabel de la Higuera , Francisco Herrera , M. Victoria Velasco

The main purpose of this paper is providing a systematic study and classification of non-scalar kernels for Reproducing Kernel Hilbert Spaces (RKHS), to be used in the analysis of deformation in shape spaces endowed with metrics induced by…

Functional Analysis · Mathematics 2013-09-04 Mario Micheli , Joan Alexis Glaunès

A model for the prediction of functional time series is introduced, where observations are assumed to be continuous random functions. We model the dependence of the data with a nonstandard autoregressive structure, motivated in terms of the…

Methodology · Statistics 2018-07-03 Beatriz Bueno-Larraz , Johannes Klepsch

In a general context of positive definite kernels $k$, we develop tools and algorithms for sampling in reproducing kernel Hilbert space $\mathscr{H}$ (RKHS). With reference to these RKHSs, our results allow inference from samples; more…

Functional Analysis · Mathematics 2016-01-28 Palle Jorgensen , Feng Tian

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

A central challenge in reinforcement learning (RL) is to learn models that generalize beyond the tasks on which they are trained, a goal traditionally pursued through multi-task and meta RL. Recently, transformer architectures have emerged…

Machine Learning · Computer Science 2026-05-12 Bowen He , Juncheng Dong , Lin Lin , Xiang Cheng

Wasserstein gradient and Hamiltonian flows have emerged as essential tools for modeling complex dynamics in the natural sciences, with applications ranging from partial differential equations (PDEs) and optimal transport to quantum…

Numerical Analysis · Mathematics 2025-11-11 Jianyu Hu , Juan-Pablo Ortega , Daiying Yin

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…

Numerical Analysis · Mathematics 2026-05-20 Tizian Wenzel , Abdullah Tokmak , Christian Fiedler

In this paper, we present an efficient algorithm for solving a class of chance constrained optimization under non-parametric uncertainty. Our algorithm is built on the possibility of representing arbitrary distributions as functions in…

Robotics · Computer Science 2018-11-26 Bharath Gopalakrishnan , Arun Kumar Singh , K. Madhava Krishna , Dinesh Manocha

We study post-training interpretability for Support Vector Machines (SVMs) built from truncated orthogonal polynomial kernels. Since the associated reproducing kernel Hilbert space is finite-dimensional and admits an explicit tensor-product…

Machine Learning · Statistics 2026-04-17 Víctor Soto-Larrosa , Nuria Torrado , Edmundo J. Huertas

Conventional vision algorithms adopt a single type of feature or a simple concatenation of multiple features, which is always represented in a high-dimensional space. In this paper, we propose a novel unsupervised spectral embedding…

Computer Vision and Pattern Recognition · Computer Science 2015-08-05 Mengyang Yu , Li Liu , Ling Shao

Reproducing kernel Hilbert spaces (RKHSs) are special Hilbert spaces where all the evaluation functionals are linear and bounded. They are in one-to-one correspondence with positive definite maps called kernels. Stable RKHSs enjoy the…

Systems and Control · Electrical Eng. & Systems 2023-05-04 Mauro Bisiacco , Gianluigi Pillonetto

Learning with Reproducing Kernel Hilbert Spaces (RKHS) has been widely used in many scientific disciplines. Because a RKHS can be very flexible, it is common to impose a regularization term in the optimization to prevent overfitting.…

Methodology · Statistics 2017-06-06 Jingxiang Chen , Chong Zhang , Michael R. Kosorok , Yufeng Liu