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We propose a kernel regression method to predict a target signal lying over a graph when an input observation is given. The input and the output could be two different physical quantities. In particular, the input may not be a graph signal…

Information Theory · Computer Science 2019-08-02 Arun Venkitaraman , Saikat Chatterjee , Peter Händel

Regularization is an essential element of virtually all kernel methods for nonparametric regression problems. A critical factor in the effectiveness of a given kernel method is the type of regularization that is employed. This article…

Statistics Theory · Mathematics 2016-05-31 Lee H. Dicker , Dean P. Foster , Daniel Hsu

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

In this article, we introduce a kernel-based consensual aggregation method for regression problems. We aim to flexibly combine individual regression estimators $r_1, r_2, \ldots, r_M$ using a weighted average where the weights are defined…

Methodology · Statistics 2021-04-29 Sothea Has

We study recursive regularized learning algorithms in the reproducing kernel Hilbert space (RKHS) with non-stationary online data streams. We introduce the concept of random Tikhonov regularization path and decompose the tracking error of…

Machine Learning · Computer Science 2025-10-24 Xiwei Zhang , Yan Chen , Tao Li

We study kernel-based estimation of nonparametric time-varying parameters (TVPs) in linear models. Our contributions are threefold. First, we establish consistency and asymptotic normality of the kernel-based estimator for a broad class of…

Econometrics · Economics 2026-01-26 Mikihito Nishi

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

In this paper, we consider the coefficient-based regularized distribution regression which aims to regress from probability measures to real-valued responses over a reproducing kernel Hilbert space (RKHS), where the regularization is put on…

Machine Learning · Statistics 2022-08-29 Yuan Mao , Lei Shi , Zheng-Chu Guo

Random feature approximation is arguably one of the most popular techniques to speed up kernel methods in large scale algorithms and provides a theoretical approach to the analysis of deep neural networks. We analyze generalization…

Machine Learning · Computer Science 2023-08-30 Mike Nguyen , Nicole Mücke

We propose a vector-valued regression problem whose solution is equivalent to the reproducing kernel Hilbert space (RKHS) embedding of the Bayesian posterior distribution. This equivalence provides a new understanding of kernel Bayesian…

Machine Learning · Statistics 2016-10-27 Yang Song , Jun Zhu , Yong Ren

We study contextual bandits with finitely many actions in which the reward of each arm follows a single-index model with an arm-specific index parameter and an unknown nonparametric link function. We consider a regime in which arms…

Machine Learning · Statistics 2026-03-20 Sakshi Arya , Satarupa Bhattacharjee , Bharath K. Sriperumbudur

Providing non-conservative uncertainty quantification for function estimates derived from noisy observations remains a fundamental challenge in statistical machine learning, particularly for applications in safety-critical domains. In this…

Machine Learning · Computer Science 2026-05-12 Johannes Teutsch , Oleksii Molodchyk , Marion Leibold , Timm Faulwasser , Armin Lederer

Sparse regression has been a popular approach to perform variable selection and enhance the prediction accuracy and interpretability of the resulting statistical model. Existing approaches focus on offline regularized regression, while the…

Machine Learning · Statistics 2023-01-03 Shuoguang Yang , Yuhao Yan , Xiuneng Zhu , Qiang Sun

Polynomial kernel regression is one of the standard and state-of-the-art learning strategies. However, as is well known, the choices of the degree of polynomial kernel and the regularization parameter are still open in the realm of model…

Machine Learning · Computer Science 2023-06-14 Shaobo Lin , Xingping Sun , Zongben Xu , Jinshan Zeng

Needlets have been recognized as state-of-the-art tools to tackle spherical data, due to their excellent localization properties in both spacial and frequency domains. This paper considers developing kernel methods associated with the…

Machine Learning · Computer Science 2015-09-11 Shaobo Lin

Uncertainty quantification is vital for decision-making and risk assessment in machine learning. Mean-variance regression models, which predict both a mean and residual noise for each data point, provide a simple approach to uncertainty…

Machine Learning · Statistics 2025-12-01 Eliot Wong-Toi , Alex Boyd , Vincent Fortuin , Stephan Mandt

We consider a distributed learning approach in supervised learning for a large class of spectral regularization methods in an RKHS framework. The data set of size n is partitioned into $m=O(n^\alpha)$ disjoint subsets. On each subset, some…

Statistics Theory · Mathematics 2017-08-10 Gilles Blanchard , Nicole Mücke

Recent works have shown that on sufficiently over-parametrized neural nets, gradient descent with relatively large initialization optimizes a prediction function in the RKHS of the Neural Tangent Kernel (NTK). This analysis leads to global…

Machine Learning · Statistics 2020-04-28 Colin Wei , Jason D. Lee , Qiang Liu , Tengyu Ma

In the last decade, a considerable research effort has been devoted to developing adaptive algorithms based on kernel functions. One of the main features of these algorithms is that they form a family of universal approximation techniques,…

Signal Processing · Electrical Eng. & Systems 2018-08-21 A. Flores , R. C. de Lamare

Selecting an appropriate kernel is a central challenge in kernel-based spectral methods. In \emph{Kernelized Diffusion Maps} (KDM), the kernel determines the accuracy of the RKHS estimator of a diffusion-type operator and hence the quality…

Machine Learning · Statistics 2026-04-21 Othmane Aboussaad , Adam Miraoui , Boumediene Hamzi , Houman Owhadi