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We propose an (offline) multi-dimensional distributional reinforcement learning framework (KE-DRL) that leverages Hilbert space mappings to estimate the kernel mean embedding of the multi-dimensional value distribution under a proposed…

Machine Learning · Computer Science 2026-01-28 Mehrdad Mohammadi , Qi Zheng , Ruoqing Zhu

Estimating the ratio of two probability densities from finitely many observations of the densities is a central problem in machine learning and statistics with applications in two-sample testing, divergence estimation, generative modeling,…

Machine Learning · Computer Science 2024-03-12 Werner Zellinger , Stefan Kindermann , Sergei V. Pereverzyev

Reproducing kernel Hilbert spaces (RKHSs) are Hilbert spaces of functions where pointwise evaluation is continuous. There are known examples of RKHSs that are Banach algebras under pointwise multiplication. These examples are built from…

Functional Analysis · Mathematics 2024-02-09 Dimitrios Giannakis , Michael Montgomery

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

The existing research on spectral algorithms, applied within a Reproducing Kernel Hilbert Space (RKHS), has primarily focused on general kernel functions, often neglecting the inherent structure of the input feature space. Our paper…

Machine Learning · Statistics 2024-03-08 Weichun Xia , Lei Shi

Reconstruction of a function from noisy data is often formulated as a regularized optimization problem over an infinite-dimensional reproducing kernel Hilbert space (RKHS). The solution describes the observed data and has a small RKHS norm.…

Machine Learning · Statistics 2013-07-18 Aleksandr Y. Aravkin , Bradley M. Bell , James V. Burke , Gianluigi Pillonetto

We present a novel framework for variable selection in Fr\'echet regression with responses in general metric spaces, a setting increasingly relevant for analyzing non-Euclidean data such as probability distributions and covariance matrices.…

Statistics Theory · Mathematics 2025-09-18 Haoyi Yang , Satarupa Bhattacharjee , Lingzhou Xue , Bing Li

Quantifying the difference between probability distributions is crucial in machine learning. However, estimating statistical divergences from empirical samples is challenging due to unknown underlying distributions. This work proposes the…

Machine Learning · Computer Science 2024-10-25 Jhoan K. Hoyos-Osorio , Luis G. Sanchez-Giraldo

Regularization schemes for regression have been widely studied in learning theory and inverse problems. In this paper, we study distribution regression (DR) which involves two stages of sampling, and aims at regressing from probability…

Machine Learning · Computer Science 2021-10-27 Zhan Yu , Daniel W. C. Ho , Ding-Xuan Zhou

We extend the herding algorithm to continuous spaces by using the kernel trick. The resulting "kernel herding" algorithm is an infinite memory deterministic process that learns to approximate a PDF with a collection of samples. We show that…

Machine Learning · Computer Science 2012-03-19 Yutian Chen , Max Welling , Alex Smola

We review machine learning methods employing positive definite kernels. These methods formulate learning and estimation problems in a reproducing kernel Hilbert space (RKHS) of functions defined on the data domain, expanded in terms of a…

Statistics Theory · Mathematics 2009-09-29 Thomas Hofmann , Bernhard Schölkopf , Alexander J. Smola

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

This paper considers different facets of the interplay between reproducing kernel Hilbert spaces (RKHS) and stable analysis/synthesis processes: First, we analyze the structure of the reproducing kernel of a RKHS using frames and…

Functional Analysis · Mathematics 2019-04-02 Michael Speckbacher , Peter Balazs

Many scientific problems involve data exhibiting both temporal and cross-sectional dependencies. While linear dependencies have been extensively studied, the theoretical analysis of regression estimators under nonlinear dependencies remains…

Statistics Theory · Mathematics 2025-02-27 Marie-Christine Düker , Adam Waterbury

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

Statistical modeling and inference problems with sample sizes substantially smaller than the number of available covariates are challenging. Chakraborty et al. (2012) did a full hierarchical Bayesian analysis of nonlinear regression in such…

Machine Learning · Statistics 2022-02-14 Xiao Fang , Malay Ghosh

Kernel-based methods offer a powerful and flexible mathematical framework for addressing histopolation problems. In histopolation, the available input data does not consist of pointwise function samples but of averages taken over intervals…

Numerical Analysis · Mathematics 2026-01-14 Ludovico Bruni Bruno , Giacomo Cappellazzo , Wolfgang Erb , Mohammad Karimnejad Esfahani

The problem of modeling the relationship between univariate distributions and one or more explanatory variables has found increasing interest. Traditional functional data methods cannot be applied directly to distributional data because of…

Methodology · Statistics 2025-02-04 Yidong Zhou , Hans-Georg Müller

We consider conditions on a given system $\mathcal{F}$ of vectors in Hilbert space $\mathcal{H}$, forming a frame, which turn $\mathcal{H}$ into a reproducing kernel Hilbert space. It is assumed that the vectors in $\mathcal{F}$ are…

Functional Analysis · Mathematics 2016-06-16 Palle E. T. Jorgensen , Myung-Sin Song

A nonparametric kernel-based method for realizing Bayes' rule is proposed, based on representations of probabilities in reproducing kernel Hilbert spaces. Probabilities are uniquely characterized by the mean of the canonical map to the…

Machine Learning · Statistics 2011-09-29 Kenji Fukumizu , Le Song , Arthur Gretton