Related papers: Online Pairwise Learning Algorithms with Kernels
A kernel-based approach for the learning of the solution operator of general nonhomogeneous partial differential equations (PDEs) is proposed. The method incorporates physical priors, typically encoded through the PDE operator, into a…
We propose an efficient online dictionary learning algorithm for kernel-based sparse representations. In this framework, input signals are nonlinearly mapped to a high-dimensional feature space and represented sparsely using a virtual…
Nonlocal operators with integral kernels have become a popular tool for designing solution maps between function spaces, due to their efficiency in representing long-range dependence and the attractive feature of being resolution-invariant.…
This monograph develops a unified, application-driven framework for kernel methods grounded in reproducing kernel Hilbert spaces (RKHS) and optimal transport (OT). Part I lays the theoretical and numerical foundations on positive-definite…
We consider the problem of learning a linear operator $\theta$ between two Hilbert spaces from empirical observations, which we interpret as least squares regression in infinite dimensions. We show that this goal can be reformulated as an…
We develop an all-at-once modeling framework for learning systems of ordinary differential equations (ODE) from scarce, partial, and noisy observations of the states. The proposed methodology amounts to a combination of sparse recovery…
In many problems in machine learning and operations research, we need to optimize a function whose input is a random variable or a probability density function, i.e. to solve optimization problems in an infinite dimensional space. On the…
In the recent years, a number of parameter-free algorithms have been developed for online linear optimization over Hilbert spaces and for learning with expert advice. These algorithms achieve optimal regret bounds that depend on the unknown…
We describe and analyze a new algorithm for agnostically learning kernel-based halfspaces with respect to the \emph{zero-one} loss function. Unlike most previous formulations which rely on surrogate convex loss functions (e.g. hinge-loss in…
Theoretical analysis of the divide-and-conquer based distributed learning with least square loss in the reproducing kernel Hilbert space (RKHS) have recently been explored within the framework of learning theory. However, the studies on…
We introduce a nonparametric algorithm to learn interaction kernels of mean-field equations for 1st-order systems of interacting particles. The data consist of discrete space-time observations of the solution. By least squares with…
This paper presents a general vector-valued reproducing kernel Hilbert spaces (RKHS) framework for the problem of learning an unknown functional dependency between a structured input space and a structured output space. Our formulation…
We propose kernel distributionally robust optimization (Kernel DRO) using insights from the robust optimization theory and functional analysis. Our method uses reproducing kernel Hilbert spaces (RKHS) to construct a wide range of convex…
This paper presents new and effective algorithms for learning kernels. In particular, as shown by our empirical results, these algorithms consistently outperform the so-called uniform combination solution that has proven to be difficult to…
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,…
Systems of interacting particles or agents have wide applications in many disciplines such as Physics, Chemistry, Biology and Economics. These systems are governed by interaction laws, which are often unknown: estimating them from…
This article presents a general framework for the transport of probability measures towards minimum divergence generative modeling and sampling using ordinary differential equations (ODEs) and Reproducing Kernel Hilbert Spaces (RKHSs),…
Inverse Optimization (IO) is a framework for learning the unknown objective function of an expert decision-maker from a past dataset. In this paper, we extend the hypothesis class of IO objective functions to a reproducing kernel Hilbert…
Kernel methods approximate nonlinear maps in a data-driven manner by projecting the target map onto a finite-dimensional Hilbert space called the solution space. Traditionally, this space is a subspace of a fixed ambient reproducing kernel…
Greedy algorithms, particularly the orthogonal greedy algorithm (OGA), have proven effective in training shallow neural networks for fitting functions and solving partial differential equations (PDEs). In this paper, we extend the…