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This paper introduces a solution to the problem of selecting dynamically (online) the ``optimal'' p-norm to combat outliers in linear adaptive filtering without any knowledge on the probability density function of the outliers. The proposed…

Machine Learning · Computer Science 2022-10-24 Yuki Akiyama , Minh Vu , Konstantinos Slavakis

Kernel methods, being supported by a well-developed theory and coming with efficient algorithms, are among the most popular and successful machine learning techniques. From a mathematical point of view, these methods rest on the concept of…

Machine Learning · Statistics 2023-03-20 Christian Fiedler , Michael Herty , Michael Rom , Chiara Segala , Sebastian Trimpe

In this paper, we study a Markov chain-based stochastic gradient algorithm in general Hilbert spaces, aiming at approximating the optimal solution of a quadratic loss function. We establish probabilistic upper bounds on its convergence. We…

Machine Learning · Statistics 2025-12-16 Priyanka Roy , Susanne Saminger-Platz

We present a novel distributionally robust framework for dynamic programming that uses kernel methods to design feedback control policies. Specifically, we leverage kernel mean embedding to map the transition probabilities governing the…

Systems and Control · Electrical Eng. & Systems 2023-12-20 Licio Romao , Ashish R. Hota , Alessandro Abate

We implement an all-optical setup demonstrating kernel-based quantum machine learning for two-dimensional classification problems. In this hybrid approach, kernel evaluations are outsourced to projective measurements on suitably designed…

The goal of nonparametric regression is to recover an underlying regression function from noisy observations, under the assumption that the regression function belongs to a pre-specified infinite dimensional function space. In the online…

Methodology · Statistics 2021-04-05 Tianyu Zhang , Noah Simon

Sensory stimuli in animals are encoded into spike trains by neurons, offering advantages such as sparsity, energy efficiency, and high temporal resolution. This paper presents a signal processing framework that deterministically encodes…

Neural and Evolutionary Computing · Computer Science 2024-08-15 Anik Chattopadhyay , Arunava Banerjee

Various methods in statistical learning build on kernels considered in reproducing kernel Hilbert spaces. In applications, the kernel is often selected based on characteristics of the problem and the data. This kernel is then employed to…

Machine Learning · Statistics 2024-03-12 Paul Dommel , Alois Pichler

Over the last decade several positive definite kernels have been proposed to treat spike trains as objects in Hilbert space. However, for the most part, such attempts still remain a mere curiosity for both computational neuroscientists and…

Neurons and Cognition · Quantitative Biology 2013-10-16 Il Memming Park , Sohan Seth , Antonio R. C. Paiva , Lin Li , Jose C. Principe

A recursive estimator of the conditional geometric median in Hilbert spaces is studied. It is based on a stochastic gradient algorithm whose aim is to minimize a weighted L1 criterion and is consequently well adapted for robust online…

Statistics Theory · Mathematics 2012-04-18 Hervé Cardot , Peggy Cénac , Pierre-André Zitt

Stochastic gradient descent algorithms for training linear and kernel predictors are gaining more and more importance, thanks to their scalability. While various methods have been proposed to speed up their convergence, the model selection…

Machine Learning · Computer Science 2014-06-17 Francesco Orabona

We propose an adaptive scheme for distributed learning of nonlinear functions by a network of nodes. The proposed algorithm consists of a local adaptation stage utilizing multiple kernels with projections onto hyperslabs and a diffusion…

Signal Processing · Electrical Eng. & Systems 2018-09-05 Ban-Sok Shin , Masahiro Yukawa , Renato Luis Garrido Cavalcante , Armin Dekorsy

We consider the problem of sequential decision making under uncertainty in which the loss caused by a decision depends on the following binary observation. In competitive on-line learning, the goal is to design decision algorithms that are…

Machine Learning · Computer Science 2007-05-23 Vladimir Vovk

The general perception is that kernel methods are not scalable, and neural nets are the methods of choice for nonlinear learning problems. Or have we simply not tried hard enough for kernel methods? Here we propose an approach that scales…

Machine Learning · Computer Science 2015-09-11 Bo Dai , Bo Xie , Niao He , Yingyu Liang , Anant Raj , Maria-Florina Balcan , Le Song

It is often said that control and estimation problems are in duality. Recently, in (Aubin-Frankowski,2021), we found new reproducing kernels in Linear-Quadratic optimal control by focusing on the Hilbert space of controlled trajectories,…

Optimization and Control · Mathematics 2022-10-14 Pierre-Cyril Aubin-Frankowski , Alain Bensoussan

This paper develops a frequentist solution to the functional calibration problem, where the value of a calibration parameter in a computer model is allowed to vary with the value of control variables in the physical system. The need of…

Methodology · Statistics 2021-07-20 Rui Tuo , Shiyuan He , Arash Pourhabib , Yu Ding , Jianhua Z. Huang

We study in this paper a smoothness regularization method for functional linear regression and provide a unified treatment for both the prediction and estimation problems. By developing a tool on simultaneous diagonalization of two positive…

Statistics Theory · Mathematics 2012-11-13 Ming Yuan , T. Tony Cai

In the context of kernel optimization, we prove a result that yields new factorizations and realizations. Our initial context is that of general positive operator-valued kernels. We further present implications for Hilbert space-valued…

Operator Algebras · Mathematics 2024-10-14 Palle E. T. Jorgensen , James Tian

This paper addresses the problem of distributed learning under communication constraints, motivated by distributed signal processing in wireless sensor networks and data mining with distributed databases. After formalizing a general model…

Machine Learning · Computer Science 2016-11-15 Joel B. Predd , Sanjeev R. Kulkarni , H. Vincent Poor

Reinforcement learning consists of finding policies that maximize an expected cumulative long-term reward in a Markov decision process with unknown transition probabilities and instantaneous rewards. In this paper, we consider the problem…

Systems and Control · Computer Science 2018-07-31 Santiago Paternain , Juan Andrés Bazerque , Austin Small , Alejandro Ribeiro