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We link conditional generative modelling to quantile regression. We propose a suitable loss function and derive minimax convergence rates for the associated risk under smoothness assumptions imposed on the conditional distribution. To…

Statistics Theory · Mathematics 2024-09-09 Johannes Schmidt-Hieber , Petr Zamolodtchikov

We study the problem of regression with interval targets, where only upper and lower bounds on target values are available in the form of intervals. This problem arises when the exact target label is expensive or impossible to obtain, due…

Machine Learning · Computer Science 2025-10-27 Rattana Pukdee , Ziqi Ke , Chirag Gupta

Low-rank approximation of kernels is a fundamental mathematical problem with widespread algorithmic applications. Often the kernel is restricted to an algebraic variety, e.g., in problems involving sparse or low-rank data. We show that…

Machine Learning · Computer Science 2023-10-02 Jason M. Altschuler , Pablo A. Parrilo

This paper presents an algorithm, Voted Kernel Regularization , that provides the flexibility of using potentially very complex kernel functions such as predictors based on much higher-degree polynomial kernels, while benefitting from…

Machine Learning · Computer Science 2015-09-16 Corinna Cortes , Prasoon Goyal , Vitaly Kuznetsov , Mehryar Mohri

We propose estimators based on kernel ridge regression for nonparametric causal functions such as dose, heterogeneous, and incremental response curves. Treatment and covariates may be discrete or continuous in general spaces. Due to a…

Econometrics · Economics 2022-10-25 Rahul Singh , Liyuan Xu , Arthur Gretton

We consider supervised learning problems within the positive-definite kernel framework, such as kernel ridge regression, kernel logistic regression or the support vector machine. With kernels leading to infinite-dimensional feature spaces,…

Machine Learning · Computer Science 2013-05-23 Francis Bach

Given additional distributional information in the form of moment restrictions, kernel density and distribution function estimators with implied generalised empirical likelihood probabilities as weights achieve a reduction in variance due…

Methodology · Statistics 2019-10-08 Vitaliy Oryshchenko , Richard J. Smith

We present an operator-free, measure-theoretic approach to the conditional mean embedding (CME) as a random variable taking values in a reproducing kernel Hilbert space. While the kernel mean embedding of unconditional distributions has…

Machine Learning · Computer Science 2021-01-11 Junhyung Park , Krikamol Muandet

The theoretical advances on the properties of scoring rules over the past decades have broadened the use of scoring rules in probabilistic forecasting. In meteorological forecasting, statistical postprocessing techniques are essential to…

Statistics Theory · Mathematics 2022-12-13 Romain Pic , Clément Dombry , Philippe Naveau , Maxime Taillardat

In this paper, we are interested in the study of beta kernel estimators from an asymptotic minimax point of view. It is well known that beta kernel estimators are, on the contrary of classical kernel estimators, "free of boundary effect"…

Statistics Theory · Mathematics 2010-01-15 Karine Bertin , Nicolas Klutchnikoff

Stochastic gradient descent algorithms for training linear and kernel predictors are gaining more and more importance, thanks to their scalability. While various methods have been proposed to speed up their convergence, the model selection…

Machine Learning · Computer Science 2014-06-17 Francesco Orabona

In this work we analyze a convex-programming method for estimating superpositions of point sources or spikes from nonuniform samples of their convolution with a known kernel. We consider a one-dimensional model where the kernel is either a…

Optimization and Control · Mathematics 2018-06-04 Brett Bernstein , Carlos Fernandez-Granda

In order to fully utilize "big data", it is often required to use "big models". Such models tend to grow with the complexity and size of the training data, and do not make strong parametric assumptions upfront on the nature of the…

Machine Learning · Statistics 2015-04-17 Vikas Sindhwani , Haim Avron

Breiman's random forest (RF) can be interpreted as an implicit kernel generator,where the ensuing proximity matrix represents the data-driven RF kernel. Kernel perspective on the RF has been used to develop a principled framework for…

Machine Learning · Statistics 2020-09-02 Dai Feng , Richard Baumgartner

We consider multi-agent stochastic optimization problems over reproducing kernel Hilbert spaces (RKHS). In this setting, a network of interconnected agents aims to learn decision functions, i.e., nonlinear statistical models, that are…

Optimization and Control · Mathematics 2018-07-04 Alec Koppel , Santiago Paternain , Cedric Richard , Alejandro Ribeiro

We consider kernel based learning methods for regression and analyze what happens to the risk minimizer when new variables, statistically independent of input and target variables, are added to the set of input variables; this problem…

Disordered Systems and Neural Networks · Physics 2007-05-23 Nicola Ancona , Sebastiano Stramaglia

Adversarial training and data augmentation with noise are widely adopted techniques to enhance the performance of neural networks. This paper investigates adversarial training and data augmentation with noise in the context of regularized…

Machine Learning · Statistics 2023-04-20 Teng Zhang , Kang Li

In practice, encoding invariances into models improves sample complexity. In this work, we study this phenomenon from a theoretical perspective. In particular, we provide minimax optimal rates for kernel ridge regression on compact…

Machine Learning · Computer Science 2026-02-05 Behrooz Tahmasebi , Stefanie Jegelka

This work is concerned with the kernel-based approximation of a complex-valued function from data, where the frequency response function of a partial differential equation in the frequency domain is of particular interest. In this setting,…

Computational Engineering, Finance, and Science · Computer Science 2024-11-26 Julien Bect , Niklas Georg , Ulrich Römer , Sebastian Schöps

Tikhonov regularization involves minimizing the combination of a data discrepancy term and a regularizing term, and is the standard approach for solving inverse problems. The use of non-convex regularizers, such as those defined by trained…

Optimization and Control · Mathematics 2023-02-20 Daniel Obmann , Markus Haltmeier