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We develop a new theoretical framework to analyze the generalization error of deep learning, and derive a new fast learning rate for two representative algorithms: empirical risk minimization and Bayesian deep learning. The series of…

Statistics Theory · Mathematics 2017-05-31 Taiji Suzuki

Current methods for stochastic hyperparameter learning in Gaussian Processes (GPs) rely on approximations, such as computing biased stochastic gradients or using inducing points in stochastic variational inference. However, when using such…

Machine Learning · Computer Science 2025-08-29 Neta Shoham , Haim Avron

Kernel mean embeddings are a popular tool that consists in representing probability measures by their infinite-dimensional mean embeddings in a reproducing kernel Hilbert space. When the kernel is characteristic, mean embeddings can be used…

Machine Learning · Computer Science 2021-06-29 Boris Muzellec , Francis Bach , Alessandro Rudi

This article derives an accurate, explicit, and numerically stable approximation to the kernel quadrature weights in one dimension and on tensor product grids when the kernel and integration measure are Gaussian. The approximation is based…

Numerical Analysis · Mathematics 2019-05-03 Toni Karvonen , Simo Särkkä

Nonlinear kernels can be approximated using finite-dimensional feature maps for efficient risk minimization. Due to the inherent trade-off between the dimension of the (mapped) feature space and the approximation accuracy, the key problem…

Machine Learning · Computer Science 2018-10-10 Shahin Shahrampour , Vahid Tarokh

We introduce kernel thinning, a new procedure for compressing a distribution $\mathbb{P}$ more effectively than i.i.d. sampling or standard thinning. Given a suitable reproducing kernel $\mathbf{k}_{\star}$ and $O(n^2)$ time, kernel…

Machine Learning · Statistics 2024-05-14 Raaz Dwivedi , Lester Mackey

Modern datasets across many disciplines increasingly consist of time-evolving, potentially infinite-dimensional random objects, such as dynamic functional data, which are naturally modeled in Hilbert spaces. In these settings,…

Machine Learning · Statistics 2026-05-08 Daniel López-Montero , Antonio Álvarez-López , Marcos Matabuena

This paper develops a frequentist solution to the functional calibration problem, where the value of a calibration parameter in a computer model is allowed to vary with the value of control variables in the physical system. The need of…

Methodology · Statistics 2021-07-20 Rui Tuo , Shiyuan He , Arash Pourhabib , Yu Ding , Jianhua Z. Huang

This work studies finite sample approximations of the exact and entropic regularized Wasserstein distances between centered Gaussian processes and, more generally, covariance operators of functional random processes. We first show that…

Machine Learning · Statistics 2021-04-27 Minh Ha Quang

We present a Gaussian kernel loss function and training algorithm for convolutional neural networks that can be directly applied to both distance metric learning and image classification problems. Our method treats all training features…

Computer Vision and Pattern Recognition · Computer Science 2018-07-03 Benjamin J. Meyer , Ben Harwood , Tom Drummond

We show that kernel-based quadrature rules for computing integrals can be seen as a special case of random feature expansions for positive definite kernels, for a particular decomposition that always exists for such kernels. We provide a…

Machine Learning · Computer Science 2015-11-10 Francis Bach

Kernel mean embedding (KME) is a powerful tool to analyze probability measures for data, where the measures are conventionally embedded into a reproducing kernel Hilbert space (RKHS). In this paper, we generalize KME to that of von…

Machine Learning · Statistics 2020-07-30 Yuka Hashimoto , Isao Ishikawa , Masahiro Ikeda , Fuyuta Komura , Yoshinobu Kawahara

Recent studies show that a reproducing kernel Hilbert space (RKHS) is not a suitable space to model functions by neural networks as the curse of dimensionality (CoD) cannot be evaded when trying to approximate even a single ReLU neuron…

Machine Learning · Statistics 2024-06-27 Fanghui Liu , Leello Dadi , Volkan Cevher

We present tight lower bounds on the number of kernel evaluations required to approximately solve kernel ridge regression (KRR) and kernel $k$-means clustering (KKMC) on $n$ input points. For KRR, our bound for relative error approximation…

Data Structures and Algorithms · Computer Science 2019-05-17 Manuel Fernandez , David P. Woodruff , Taisuke Yasuda

We demonstrate an equivalence between reproducing kernel Hilbert space (RKHS) embeddings of conditional distributions and vector-valued regressors. This connection introduces a natural regularized loss function which the RKHS embeddings…

Machine Learning · Computer Science 2012-07-25 Steffen Grünewälder , Guy Lever , Luca Baldassarre , Sam Patterson , Arthur Gretton , Massimilano Pontil

Given a subset K of the unit Euclidean sphere, we estimate the minimal number m = m(K) of hyperplanes that generate a uniform tessellation of K, in the sense that the fraction of the hyperplanes separating any pair x, y in K is nearly…

Probability · Mathematics 2013-09-27 Yaniv Plan , Roman Vershynin

This note consists of two largely independent parts. In the first part we give conditions on the kernel $k: \Omega \times \Omega \rightarrow \mathbb{R}$ of a reproducing kernel Hilbert space $H$ continuously embedded via the identity…

Functional Analysis · Mathematics 2022-06-16 Marcin Wnuk

We present simple, user-friendly bounds for the expected operator norm of a random kernel matrix under general conditions on the kernel function $k(\cdot,\cdot)$. Our approach uses decoupling results for U-statistics and the non-commutative…

Machine Learning · Statistics 2025-11-07 Chiraag Kaushik , Justin Romberg , Vidya Muthukumar

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 present sharp estimates for the covering numbers of the embedding of the reproducing kernel Hilbert space (RKHS) associated with the Weierstrass fractal kernel into the space of continuous functions. The method we apply is…

Functional Analysis · Mathematics 2023-04-28 K. Gonzalez , D. Azevedo , T. Jordão