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We introduce a simulation method for dynamic portfolio valuation and risk management building on machine learning with kernels. We learn the dynamic value process of a portfolio from a finite sample of its cumulative cash flow. The learned…

Computational Finance · Quantitative Finance 2021-05-28 Lotfi Boudabsa , Damir Filipovic

Speech recognition is a challenging problem. Due to the acoustic limitations, using visual information is essential for improving the recognition accuracy in real-life unconstraint situations. One common approach is to model the visual…

Computer Vision and Pattern Recognition · Computer Science 2016-01-25 Amr Bakry , Ahmed Elgammal

We propose a strategy for land use classification which exploits Multiple Kernel Learning (MKL) to automatically determine a suitable combination of a set of features without requiring any heuristic knowledge about the classification task.…

Computer Vision and Pattern Recognition · Computer Science 2016-11-17 Claudio Cusano , Paolo Napoletano , Raimondo Schettini

Approximation of non-linear kernels using random feature maps has become a powerful technique for scaling kernel methods to large datasets. We propose $\textit{Tensor Sketch}$, an efficient random feature map for approximating polynomial…

Data Structures and Algorithms · Computer Science 2025-05-20 Ninh Pham , Rasmus Pagh

Kernels for structured data are commonly obtained by decomposing objects into their parts and adding up the similarities between all pairs of parts measured by a base kernel. Assignment kernels are based on an optimal bijection between the…

Machine Learning · Computer Science 2019-08-20 Nils M. Kriege

Kernel density estimation is a key component of a wide variety of algorithms in machine learning, Bayesian inference, stochastic dynamics and signal processing. However, the unsupervised density estimation technique requires tuning a…

Machine Learning · Computer Science 2025-12-17 Sunia Tanweer , Firas A. Khasawneh

Kernelization investigates exact preprocessing algorithms with performance guarantees. The most prevalent type of parameters used in kernelization is the solution size for optimization problems; however, also structural parameters have been…

Data Structures and Algorithms · Computer Science 2015-07-21 Eduard Eiben , Robert Ganian , Stefan Szeider

Kernel-based methods enjoy powerful generalization capabilities in handling a variety of learning tasks. When such methods are provided with sufficient training data, broadly-applicable classes of nonlinear functions can be approximated…

Machine Learning · Statistics 2017-12-29 Fatemeh Sheikholeslami , Dimitris Berberidis , Georgios B. Giannakis

Metric and kernel learning are important in several machine learning applications. However, most existing metric learning algorithms are limited to learning metrics over low-dimensional data, while existing kernel learning algorithms are…

Machine Learning · Computer Science 2009-11-02 Prateek Jain , Brian Kulis , Jason V. Davis , Inderjit S. Dhillon

In image set classification, a considerable advance has been made by modeling the original image sets by second order statistics or linear subspace, which typically lie on the Riemannian manifold. Specifically, they are Symmetric Positive…

Computer Vision and Pattern Recognition · Computer Science 2018-05-31 Rui Wang , Xiao-Jun Wu , Kai-Xuan Chen , Josef Kittler

Complex networks are ubiquitous to several Computer Science domains. Centrality measures are an important analysis mechanism to uncover vital elements of complex networks. However, these metrics have high computational costs and…

Machine Learning · Computer Science 2018-10-30 Felipe Grando , Lisando Z. Granville , Luis C. Lamb

In this study, we develop a method for multi-task manifold learning. The method aims to improve the performance of manifold learning for multiple tasks, particularly when each task has a small number of samples. Furthermore, the method also…

Machine Learning · Computer Science 2021-11-25 Hideaki Ishibashi , Kazushi Higa , Tetsuo Furukawa

Feature learning in neural networks is crucial for their expressive power and inductive biases, motivating various theoretical approaches. Some approaches describe network behavior after training through a change in kernel scale from…

Disordered Systems and Neural Networks · Physics 2025-05-29 Noa Rubin , Kirsten Fischer , Javed Lindner , David Dahmen , Inbar Seroussi , Zohar Ringel , Michael Krämer , Moritz Helias

This paper, broadly speaking, covers the use of randomness in two main areas: low-rank approximation and kernel methods. Low-rank approximation is very important in numerical linear algebra. Many applications depend on matrix decomposition…

Numerical Analysis · Mathematics 2020-08-12 Rishi Advani , Madison Crim , Sean O'Hagan

Support Vector Machines (SVMs) are powerful learners that have led to state-of-the-art results in various computer vision problems. SVMs suffer from various drawbacks in terms of selecting the right kernel, which depends on the image…

Computer Vision and Pattern Recognition · Computer Science 2014-03-31 Gemma Roig , Xavier Boix , Luc Van Gool

Kernel means are frequently used to represent probability distributions in machine learning problems. In particular, the well known kernel density estimator and the kernel mean embedding both have the form of a kernel mean. Unfortunately,…

Machine Learning · Statistics 2015-03-03 E. Cruz Cortés , C. Scott

Quantum kernel method is one of the key approaches to quantum machine learning, which has the advantages that it does not require optimization and has theoretical simplicity. By virtue of these properties, several experimental…

Quantum Physics · Physics 2022-11-28 Norihito Shirai , Kenji Kubo , Kosuke Mitarai , Keisuke Fujii

Kernel methods are fundamental tools in machine learning that allow detection of non-linear dependencies between data without explicitly constructing feature vectors in high dimensional spaces. A major disadvantage of kernel methods is…

Data Structures and Algorithms · Computer Science 2020-12-23 Thomas D. Ahle , Michael Kapralov , Jakob B. T. Knudsen , Rasmus Pagh , Ameya Velingker , David Woodruff , Amir Zandieh

The kernel-based multi-scale method has been proven to be a powerful approximation method for scattered data approximation problems which is computationally superior to conventional kernel-based interpolation techniques. The multi-scale…

Numerical Analysis · Mathematics 2025-03-10 Federico Lot , Christian Rieger

Kernel regression is a popular non-parametric fitting technique. It aims at learning a function which estimates the targets for test inputs as precise as possible. Generally, the function value for a test input is estimated by a weighted…

Machine Learning · Computer Science 2017-12-27 Rongqing Huang , Shiliang Sun