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In this paper we study the convergence of online gradient descent algorithms in reproducing kernel Hilbert spaces (RKHSs) without regularization. We establish a sufficient condition and a necessary condition for the convergence of excess…

Machine Learning · Computer Science 2017-08-11 Yunwen Lei , Lei Shi , Zheng-Chu Guo

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

In this paper, we consider unregularized online learning algorithms in a Reproducing Kernel Hilbert Spaces (RKHS). Firstly, we derive explicit convergence rates of the unregularized online learning algorithms for classification associated…

Machine Learning · Computer Science 2015-04-28 Yiming Ying , Ding-Xuan Zhou

In recent years, functional linear models have attracted growing attention in statistics and machine learning, with the aim of recovering the slope function or its functional predictor. This paper considers online regularized learning…

Machine Learning · Statistics 2022-11-28 Yuan Mao , Zheng-Chu Guo

In this paper, we study an online learning algorithm with a robust loss function $\mathcal{L}_{\sigma}$ for regression over a reproducing kernel Hilbert space (RKHS). The loss function $\mathcal{L}_{\sigma}$ involving a scaling parameter…

Machine Learning · Statistics 2023-04-21 Zheng-Chu Guo , Andreas Christmann , Lei Shi

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

In this paper, we study an online regularized learning algorithm in a reproducing kernel Hilbert spaces (RKHS) based on a class of dependent processes. We choose such a process where the degree of dependence is measured by mixing…

Machine Learning · Statistics 2025-07-09 Priyanka Roy , Susanne Saminger-Platz

We present a novel diffusion scheme for online kernel-based learning over networks. So far, a major drawback of any online learning algorithm, operating in a reproducing kernel Hilbert space (RKHS), is the need for updating a growing number…

Machine Learning · Computer Science 2018-03-14 Pantelis Bouboulis , Symeon Chouvardas , Sergios Theodoridis

We propose a decentralized online learning algorithm for distributed random inverse problems over network graphs with online measurements, and unifies the distributed parameter estimation in Hilbert spaces and the least mean square problem…

Machine Learning · Computer Science 2026-04-09 Xiwei Zhang , Tao Li , Yan Chen , Qianyuan Long

We consider the problem of approximating the regression function $f_\mu:\, \Omega \to Y$ from noisy $\mu$-distributed vector-valued data $(\omega_m,y_m)\in\Omega\times Y$ by an online learning algorithm using a reproducing kernel Hilbert…

Machine Learning · Statistics 2025-10-03 Michael Griebel , Peter Oswald

Pairwise learning usually refers to a learning task which involves a loss function depending on pairs of examples, among which most notable ones include ranking, metric learning and AUC maximization. In this paper, we study an online…

Machine Learning · Statistics 2015-02-26 Yiming Ying , Ding-Xuan Zhou

We propose a new decentralized robust kernel-based learning algorithm within the framework of reproducing kernel Hilbert spaces (RKHSs) by utilizing a networked system that can be represented as a connected graph. The robust loss function…

Machine Learning · Computer Science 2025-08-18 Zhan Yu , Zhongjie Shi , Ding-Xuan Zhou

We study distributed learning with the least squares regularization scheme in a reproducing kernel Hilbert space (RKHS). By a divide-and-conquer approach, the algorithm partitions a data set into disjoint data subsets, applies the least…

Machine Learning · Computer Science 2017-03-14 Shao-Bo Lin , Xin Guo , Ding-Xuan Zhou

Under mild assumptions on the kernel, we obtain the best known error rates in a regularized learning scenario taking place in the corresponding reproducing kernel Hilbert space (RKHS). The main novelty in the analysis is a proof that one…

Statistics Theory · Mathematics 2010-01-14 Shahar Mendelson , Joseph Neeman

In many problems in machine learning and operations research, we need to optimize a function whose input is a random variable or a probability density function, i.e. to solve optimization problems in an infinite dimensional space. On the…

Machine Learning · Computer Science 2019-02-11 Changbo Zhu , Huan Xu

Federated learning is an efficient machine learning tool for dealing with heterogeneous big data and privacy protection. Federated learning methods with regularization can control the level of communications between the central and local…

Machine Learning · Computer Science 2024-11-05 Langming Liu , Dingxuan Zhou

In this paper, we study the generalization properties of online learning based stochastic methods for supervised learning problems where the loss function is dependent on more than one training sample (e.g., metric learning, ranking). We…

Machine Learning · Computer Science 2013-05-14 Purushottam Kar , Bharath K Sriperumbudur , Prateek Jain , Harish C Karnick

This paper investigates online algorithms for smooth time-varying optimization problems, focusing first on methods with constant step-size, momentum, and extrapolation-length. Assuming strong convexity, precise results for the tracking…

Optimization and Control · Mathematics 2024-07-16 Liam Madden , Stephen Becker , Emiliano Dall'Anese

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

A standard way to obtain convergence guarantees in stochastic convex optimization is to run an online learning algorithm and then output the average of its iterates: the actual iterates of the online learning algorithm do not come with…

Machine Learning · Statistics 2019-03-05 Ashok Cutkosky
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