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We propose and discuss a new computational method for the numerical approximation of reachable sets for nonlinear control systems. It is based on the support vector machine algorithm and represents the set approximation as a sublevel set of…

Optimization and Control · Mathematics 2014-12-11 Martin Rasmussen , Janosch Rieger , Kevin Webster

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

We study approaches for compressing the empirical measure in the context of finite dimensional reproducing kernel Hilbert spaces (RKHSs). In this context, the empirical measure is contained within a natural convex set and can be…

Machine Learning · Statistics 2024-08-29 Steffen Grünewälder

A model for the prediction of functional time series is introduced, where observations are assumed to be continuous random functions. We model the dependence of the data with a nonstandard autoregressive structure, motivated in terms of the…

Methodology · Statistics 2018-07-03 Beatriz Bueno-Larraz , Johannes Klepsch

For dynamical systems with a non hyperbolic equilibrium, it is possible to significantly simplify the study of stability by means of the center manifold theory. This theory allows to isolate the complicated asymptotic behavior of the system…

Numerical Analysis · Mathematics 2021-09-22 Bernard Haasdonk , Boumediene Hamzi , Gabriele Santin , Dominik Wittwar

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

We propose a novel Bayesian methodology for inference in functional linear and logistic regression models based on the theory of reproducing kernel Hilbert spaces (RKHS's). We introduce general models that build upon the RKHS generated by…

Methodology · Statistics 2025-09-09 José R. Berrendero , Antonio Coín , Antonio Cuevas

In this effort, a novel operator theoretic framework is developed for data-driven solution of optimal control problems. The developed methods focus on the use of trajectories (i.e., time-series) as the fundamental unit of data for the…

Optimization and Control · Mathematics 2021-06-02 Rushikesh Kamalapurkar , Joel A. Rosenfeld

The performance of adaptive estimators that employ embedding in reproducing kernel Hilbert spaces (RKHS) depends on the choice of the location of basis kernel centers. Parameter convergence and error approximation rates depend on where and…

Systems and Control · Electrical Eng. & Systems 2020-09-08 Sai Tej Paruchuri , Jia Guo , Andrew Kurdila

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 analyzing and assessing the condition of dynamical systems, it is necessary to account for nonlinearity. Recent advances in computation have rendered previously computationally infeasible analyses readily executable on common computer…

Computational Engineering, Finance, and Science · Computer Science 2021-09-24 Thomas Simpson , Nikolaos Dervilis , Eleni Chatzi

Kernel ridge regression (KRR) is a well-known and popular nonparametric regression approach with many desirable properties, including minimax rate-optimality in estimating functions that belong to common reproducing kernel Hilbert spaces…

Machine Learning · Statistics 2019-10-15 Arash A. Amini

Motivated by the surge of interest in Koopman operator theory, we propose a machine-learning alternative based on a functional Bayesian perspective for operator-theoretic modeling of unknown, data-driven, nonlinear dynamical systems. This…

Machine Learning · Computer Science 2024-11-04 Kan Li , José C. Príncipe

This paper presents a general vector-valued reproducing kernel Hilbert spaces (RKHS) framework for the problem of learning an unknown functional dependency between a structured input space and a structured output space. Our formulation…

Machine Learning · Statistics 2016-08-23 Ha Quang Minh , Loris Bazzani , Vittorio Murino

Kernel methods are powerful tools to capture nonlinear patterns behind data. They implicitly learn high (even infinite) dimensional nonlinear features in the Reproducing Kernel Hilbert Space (RKHS) while making the computation tractable by…

Machine Learning · Statistics 2017-11-28 Shuai Zhang , Jianxin Li , Pengtao Xie , Yingchun Zhang , Minglai Shao , Haoyi Zhou , Mengyi Yan

In this work, we address optimization problems where the objective function is a nonlinear function of an expected value, i.e., compositional stochastic {strongly convex programs}. We consider the case where the decision variable is not…

Optimization and Control · Mathematics 2020-11-30 Amrit Singh Bedi , Alec Koppel , Ketan Rajawat , Panchajanya Sanyal

This study addresses the problem of selecting dynamically, at each time instance, the ``optimal'' p-norm to combat outliers in linear adaptive filtering without any knowledge on the potentially time-varying probability distribution function…

Signal Processing · Electrical Eng. & Systems 2022-10-24 Minh Vu , Yuki Akiyama , Konstantinos Slavakis

We propose a new, nonparametric approach to estimating the value function in reinforcement learning. This approach makes use of a recently developed representation of conditional distributions as functions in a reproducing kernel Hilbert…

Machine Learning · Computer Science 2012-10-19 Steffen Grünewälder , Luca Baldassarre , Massimiliano Pontil , Arthur Gretton , Guy Lever

Subgradient algorithms for training support vector machines have been quite successful for solving large-scale and online learning problems. However, they have been restricted to linear kernels and strongly convex formulations. This paper…

Machine Learning · Computer Science 2011-11-04 Sangkyun Lee , Stephen J. Wright

This paper generalizes recent advances on quadratic manifold (QM) dimensionality reduction by developing kernel methods-based nonlinear-augmentation dimensionality reduction. QMs, and more generally feature map-based nonlinear corrections,…

Computational Engineering, Finance, and Science · Computer Science 2025-09-03 Alejandro N. Diaz , Jacob T. Needels , Irina K. Tezaur , Patrick J. Blonigan
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