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We propose a new, nonparametric approach to learning and representing transition dynamics in Markov decision processes (MDPs), which can be combined easily with dynamic programming methods for policy optimisation and value estimation. This…

Machine Learning · Computer Science 2012-06-22 Steffen Grunewalder , Guy Lever , Luca Baldassarre , Massi Pontil , Arthur Gretton

This paper extends a conventional, general framework for online adaptive estimation problems for systems governed by unknown nonlinear ordinary differential equations. The central feature of the theory introduced in this paper represents…

Systems and Control · Computer Science 2017-07-11 Parag Bobade , Suprotim Majumdar , Savio Pereira , Andrew J. Kurdila , John B. Ferris

Reproducing kernel Hilbert spaces (RKHSs) are very important function spaces, playing an important role in machine learning, statistics, numerical analysis and pure mathematics. Since Lipschitz and H\"older continuity are important…

Functional Analysis · Mathematics 2023-10-30 Christian Fiedler

In this paper, we study the problem of identifying the impulse response of a linear time invariant (LTI) dynamical system from the knowledge of the input signal and a finite set of noisy output observations. We adopt an approach based on…

Systems and Control · Computer Science 2015-03-20 Francesco Dinuzzo

A Hilbert space embedding of a distribution---in short, a kernel mean embedding---has recently emerged as a powerful tool for machine learning and inference. The basic idea behind this framework is to map distributions into a reproducing…

Machine Learning · Statistics 2020-12-15 Krikamol Muandet , Kenji Fukumizu , Bharath Sriperumbudur , Bernhard Schölkopf

In recent years, the reproducing kernel Hilbert space (RKHS) theory has played a crucial role in linear system identification. The core of a RKHS is the associated kernel characterizing its properties. Accordingly, this work studies the…

Systems and Control · Electrical Eng. & Systems 2023-02-28 Mohammad Khosravi , Roy S. Smith

Kernel methods have been among the most popular techniques in machine learning, where learning tasks are solved using the property of reproducing kernel Hilbert space (RKHS). In this paper, we propose a novel data analysis framework with…

Machine Learning · Statistics 2020-03-03 Yuka Hashimoto , Isao Ishikawa , Masahiro Ikeda , Fuyuta Komura , Takeshi Katsura , Yoshinobu Kawahara

Reinforcement learning consists of finding policies that maximize an expected cumulative long-term reward in a Markov decision process with unknown transition probabilities and instantaneous rewards. In this paper, we consider the problem…

Systems and Control · Computer Science 2018-07-31 Santiago Paternain , Juan Andrés Bazerque , Austin Small , Alejandro Ribeiro

Building highly non-linear and non-parametric models is central to several state-of-the-art machine learning systems. Kernel methods form an important class of techniques that induce a reproducing kernel Hilbert space (RKHS) for inferring…

Machine Learning · Statistics 2017-11-16 Huan Song , Jayaraman J. Thiagarajan , Prasanna Sattigeri , Andreas Spanias

This expository article presents the approach to statistical machine learning based on reproducing kernel Hilbert spaces. The basic framework is introduced for scalar-valued learning and then extended to operator learning. Finally, learning…

Machine Learning · Computer Science 2025-09-24 Lorenzo Rosasco

In this paper, an online learning algorithm is proposed as sequential stochastic approximation of a regularization path converging to the regression function in reproducing kernel Hilbert spaces (RKHSs). We show that it is possible to…

Probability · Mathematics 2013-01-23 Pierre Tarrès , Yuan Yao

Learning with Reproducing Kernel Hilbert Spaces (RKHS) has been widely used in many scientific disciplines. Because a RKHS can be very flexible, it is common to impose a regularization term in the optimization to prevent overfitting.…

Methodology · Statistics 2017-06-06 Jingxiang Chen , Chong Zhang , Michael R. Kosorok , Yufeng Liu

Learning the governing equations from time-series data has gained increasing attention due to its potential to extract useful dynamics from real-world data. Despite significant progress, it becomes challenging in the presence of noise,…

Numerical Analysis · Mathematics 2025-04-03 Hailong Guo , Haibo Li

This work presents a nonparametric framework for dissipativity learning in reproducing kernel Hilbert spaces, which enables data-driven certification of stability and performance properties for unknown nonlinear systems without requiring an…

Systems and Control · Electrical Eng. & Systems 2025-11-03 Xiuzhen Ye , Wentao Tang

In this paper, we discuss the problem of system identification when frequency domain side information is available on the system. Initially, we consider the case where the prior knowledge is provided as being the $\Hcal_{\infty}$-norm of…

Optimization and Control · Mathematics 2022-11-08 Mohammad Khosravi , Roy S. Smith

Regularized kernel methods such as support vector machines (SVM) and support vector regression (SVR) constitute a broad and flexible class of methods which are theoretically well investigated and commonly used in nonparametric…

Methodology · Statistics 2013-05-07 Robert Hable

The aim of this study is to present a good modernistic strategy for solving some well-known classes of Lane-Emden type singular differential equations. The proposed approach is based on the reproducing kernel Hilbert space (RKHS) and…

A framework for coherent pattern extraction and prediction of observables of measure-preserving, ergodic dynamical systems with both atomic and continuous spectral components is developed. It is based on an approximation of the generator of…

Dynamical Systems · Mathematics 2021-03-18 Dimitrios Giannakis , Suddhasattwa Das , Joanna Slawinska

One central theme in machine learning is function estimation from sparse and noisy data. An example is supervised learning where the elements of the training set are couples, each containing an input location and an output response. In the…

Machine Learning · Computer Science 2023-10-05 Alberto Giaretta , Mauro Bisiacco , Gianluigi Pillonetto

Learning models of dynamical systems characterized by specific stability properties is of crucial importance in applications. Existing results mainly focus on linear systems or some limited classes of nonlinear systems and stability…

Systems and Control · Electrical Eng. & Systems 2025-03-18 Matteo Scandella , Michelangelo Bin , Thomas Parisini