Related papers: Online Pairwise Learning Algorithms with Kernels
Multiscale Models are known to be successful in uncovering and analyzing the structures in data at different resolutions. In the current work we propose a feature driven Reproducing Kernel Hilbert space (RKHS), for which the associated…
This paper develops an interpretable, non-intrusive reduced-order modeling technique using regularized kernel interpolation. Existing non-intrusive approaches approximate the dynamics of a reduced-order model (ROM) by solving a data-driven…
This study addresses the problem of selecting dynamically, at each time instance, the ``optimal'' p-norm to combat outliers in linear adaptive filtering without any knowledge on the potentially time-varying probability distribution function…
Popular safe Bayesian optimization (BO) algorithms learn control policies for safety-critical systems in unknown environments. However, most algorithms make a smoothness assumption, which is encoded by a known bounded norm in a reproducing…
We study an online linear programming (OLP) problem under a random input model in which the columns of the constraint matrix along with the corresponding coefficients in the objective function are generated i.i.d. from an unknown…
This paper presents a novel multitask multiple kernel learning framework that efficiently learns the kernel weights leveraging the relationship across multiple tasks. The idea is to automatically infer this task relationship in the…
We study inverse optimization (IO), where the goal is to use a parametric optimization program as the hypothesis class to infer relationships between input-decision pairs. Most of the literature focuses on learning only the objective…
We present a novel approach to learn a kernel-based regression function. It is based on the useof conical combinations of data-based parameterized kernels and on a new stochastic convex optimization procedure of which we establish…
The empirical success of deep convolutional networks on tasks involving high-dimensional data such as images or audio suggests that they can efficiently approximate certain functions that are well-suited for such tasks. In this paper, we…
Error estimates for kernel interpolation in Reproducing Kernel Hilbert Spaces (RKHS) usually assume quite restrictive properties on the shape of the domain, especially in the case of infinitely smooth kernels like the popular Gaussian…
We propose a novel class of kernels to alleviate the high computational cost of large-scale nonparametric learning with kernel methods. The proposed kernel is defined based on a hierarchical partitioning of the underlying data domain, where…
We design a new iterative algorithm, called REINFORCE-OPT, for solving a general type of optimization problems. This algorithm parameterizes the solution search rule and iteratively updates the parameter using a reinforcement learning (RL)…
We consider the problem of simultaneously learning to linearly combine a very large number of kernels and learn a good predictor based on the learnt kernel. When the number of kernels $d$ to be combined is very large, multiple kernel…
The main purpose of our paper is a new approach to design of algorithms of Kaczmarz type in the framework of operators in Hilbert space. Our applications include a diverse list of optimization problems, new Karhunen-Lo\`eve transforms, and…
We propose a new point of view for regularizing deep neural networks by using the norm of a reproducing kernel Hilbert space (RKHS). Even though this norm cannot be computed, it admits upper and lower approximations leading to various…
We consider the problem of online learning with non-convex losses. In terms of feedback, we assume that the learner observes - or otherwise constructs - an inexact model for the loss function encountered at each stage, and we propose a…
In this effort, a novel operator theoretic framework is developed for data-driven solution of optimal control problems. The developed methods focus on the use of trajectories (i.e., time-series) as the fundamental unit of data for the…
The success of kernel-based learning methods depend on the choice of kernel. Recently, kernel learning methods have been proposed that use data to select the most appropriate kernel, usually by combining a set of base kernels. We introduce…
Multi-task learning is a natural approach for computer vision applications that require the simultaneous solution of several distinct but related problems, e.g. object detection, classification, tracking of multiple agents, or denoising, to…
Integral operators play a central role in signal processing, underpinning classical convolution, and filtering on continuous network models such as graphons. While these operators are traditionally analyzed through spectral decompositions,…