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The least-squares support vector machine is a frequently used kernel method for non-linear regression and classification tasks. Here we discuss several approximation algorithms for the least-squares support vector machine classifier. The…

Machine Learning · Computer Science 2017-03-24 M. Andrecut

A Kernel Adaptive Metropolis-Hastings algorithm is introduced, for the purpose of sampling from a target distribution with strongly nonlinear support. The algorithm embeds the trajectory of the Markov chain into a reproducing kernel Hilbert…

Machine Learning · Statistics 2014-06-16 Dino Sejdinovic , Heiko Strathmann , Maria Lomeli Garcia , Christophe Andrieu , Arthur Gretton

In this paper we propose a new non-linear classifier based on a combination of locally linear classifiers. A well known optimization formulation is given as we cast the problem in a $\ell_1$ Multiple Kernel Learning (MKL) problem using many…

Machine Learning · Computer Science 2024-01-19 David Picard

In this technical report we analyse the performance of diffusion strategies applied to the Least-Mean-Square adaptive filter. We configure a network of cooperative agents running adaptive filters and discuss their behaviour when compared…

Machine Learning · Computer Science 2014-02-21 Jonathan Gelati , Sithan Kanna

In this paper, a kernel least mean absolute third (KLMAT) algorithm is developed for adaptive prediction. Combining the benefits of the kernel method and the least mean absolute third (LMAT) algorithm, the proposed KLMAT algorithm performs…

Systems and Control · Computer Science 2017-08-15 Lu Lu , Haiquan Zhao , Badong Chen

In this work, we study the task of distributed optimization over a network of learners in which each learner possesses a convex cost function, a set of affine equality constraints, and a set of convex inequality constraints. We propose a…

Optimization and Control · Mathematics 2015-06-18 Zaid J. Towfic , Ali H. Sayed

Functional regression is very crucial in functional data analysis and a linear relationship between scalar response and functional predictor is often assumed. However, the linear assumption may not hold in practice, which makes the methods…

Methodology · Statistics 2023-01-18 Rou Zhong , Dongxue Wang , Jingxiao Zhang

Adaptive networks are well-suited to perform decentralized information processing and optimization tasks and to model various types of self-organized and complex behavior encountered in nature. Adaptive networks consist of a collection of…

Multiagent Systems · Computer Science 2013-05-07 Ali H. Sayed

The diffusion LMS algorithm has been extensively studied in recent years. This efficient strategy allows to address distributed optimization problems over networks in the case where nodes have to collaboratively estimate a single parameter…

Systems and Control · Computer Science 2016-11-17 Jie Chen , Cédric Richard , Ali H. Sayed

Deep kernel learning provides an elegant and principled framework for combining the structural properties of deep learning algorithms with the flexibility of kernel methods. By means of a deep neural network, we learn a parametrized kernel…

Machine Learning · Computer Science 2020-12-14 Prudencio Tossou , Basile Dura , Francois Laviolette , Mario Marchand , Alexandre Lacoste

Most machine learning algorithms, such as classification or regression, treat the individual data point as the object of interest. Here we consider extending machine learning algorithms to operate on groups of data points. We suggest…

Machine Learning · Computer Science 2021-01-15 Danica J. Sutherland , Liang Xiong , Barnabás Póczos , Jeff Schneider

Driven by the need to solve increasingly complex optimization problems in signal processing and machine learning, there has been increasing interest in understanding the behavior of gradient-descent algorithms in non-convex environments.…

Optimization and Control · Mathematics 2019-07-04 Stefan Vlaski , Ali H. Sayed

Adaptive networks consist of a collection of nodes with adaptation and learning abilities. The nodes interact with each other on a local level and diffuse information across the network to solve estimation and inference tasks in a…

Information Theory · Computer Science 2015-06-05 Sheng-Yuan Tu , Ali H. Sayed

In this work, we consider to improve the model estimation efficiency by aggregating the neighbors' information as well as identify the subgroup membership for each node in the network. A tree-based $l_1$ penalty is proposed to save the…

Machine Learning · Statistics 2019-05-29 Xin Zhang , Jia Liu , Zhengyuan Zhu

This work develops a robust diffusion recursive least squares algorithm to mitigate the performance degradation often experienced in networks of agents in the presence of impulsive noise. This algorithm minimizes an exponentially weighted…

Information Theory · Computer Science 2019-02-20 Y. Yu , R. C. de Lamare , Y. Zakharov

In this paper, we analyze the effects of random sampling on adaptive diffusion networks. These networks consist in a collection of nodes that can measure and process data, and that can communicate with each other to pursue a common goal of…

Signal Processing · Electrical Eng. & Systems 2024-03-27 Daniel G. Tiglea , Renato Candido , Magno T. M. Silva

This paper addresses a kernel-based learning problem for a network of agents locally observing a latent multidimensional, nonlinear phenomenon in a noisy environment. We propose a learning algorithm that requires only mild a priori…

Multiagent Systems · Computer Science 2024-04-16 Krzysztof Kowalczyk , Paweł Wachel , Cristian R. Rojas

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…

Machine Learning · Statistics 2020-10-30 Quanjun Lang , Fei Lu

This paper introduces a novel adaptive framework for processing dynamic flow signals over simplicial complexes, extending classical least-mean-squares (LMS) methods to high-order topological domains. Building on discrete Hodge theory, we…

Signal Processing · Electrical Eng. & Systems 2025-05-30 Lorenzo Marinucci , Claudio Battiloro , Paolo Di Lorenzo

We present a new framework for online Least Squares algorithms for nonlinear modeling in RKH spaces (RKHS). Instead of implicitly mapping the data to a RKHS (e.g., kernel trick), we map the data to a finite dimensional Euclidean space,…

Machine Learning · Computer Science 2016-06-14 Pantelis Bouboulis , Spyridon Pougkakiotis , Sergios Theodoridis