Related papers: Kernel quadrature with DPPs
Approximating non-linear kernels using feature maps has gained a lot of interest in recent years due to applications in reducing training and testing times of SVM classifiers and other kernel based learning algorithms. We extend this line…
Building highly non-linear and non-parametric models is central to several state-of-the-art machine learning systems. Kernel methods form an important class of techniques that induce a reproducing kernel Hilbert space (RKHS) for inferring…
Nonlinear kernels can be approximated using finite-dimensional feature maps for efficient risk minimization. Due to the inherent trade-off between the dimension of the (mapped) feature space and the approximation accuracy, the key problem…
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…
Deep kernel learning aims at designing nonlinear combinations of multiple standard elementary kernels by training deep networks. This scheme has proven to be effective, but intractable when handling large-scale datasets especially when the…
Local polynomial density (LPD) estimators are widely used for inference on boundary features of the density function. Contrary to conventional wisdom, we show that kernel choice substantially affects efficiency. Theory, simulations, and…
Motivated by applications in physics (e.g., turbulence intermittency) and financial mathematics (e.g., rough volatility), this paper examines a family of integrated stochastic Volterra processes characterized by a small Hurst parameter…
Kernel density estimation (KDE) is one of the most widely used nonparametric density estimation methods. The fact that it is a memory-based method, i.e., it uses the entire training data set for prediction, makes it unsuitable for most…
We consider the problem of approximating a function from $L^2$ by an element of a given $m$-dimensional space $V_m$, associated with some feature map $\boldsymbol{\varphi}$, using evaluations of the function at random points $x_1,…
In supervised learning using kernel methods, we often encounter a large-scale finite-sum minimization over a reproducing kernel Hilbert space (RKHS). Large-scale finite-sum problems can be solved using efficient variants of Newton method,…
Distributed machine learning systems have been receiving increasing attentions for their efficiency to process large scale data. Many distributed frameworks have been proposed for different machine learning tasks. In this paper, we study…
The computational complexity of kernel methods has often been a major barrier for applying them to large-scale learning problems. We argue that this barrier can be effectively overcome. In particular, we develop methods to scale up kernel…
During the past decade, Deep Learning (DL) algorithms, programming systems and hardware have converged with the High Performance Computing (HPC) counterparts. Nevertheless, the programming methodology of DL and HPC systems is stagnant,…
Score-based kernelised Stein discrepancy (KSD) tests have emerged as a powerful tool for the goodness of fit tests, especially in high dimensions; however, the test performance may depend on the choice of kernels in an underlying…
The closest pair problem (CPP) is one of the well studied and fundamental problems in computing. Given a set of points in a metric space, the problem is to identify the pair of closest points. Another closely related problem is the fixed…
We investigate the construction of early stopping rules in the nonparametric regression problem where iterative learning algorithms are used and the optimal iteration number is unknown. More precisely, we study the discrepancy principle, as…
Kernels are often developed and used as implicit mapping functions that show impressive predictive power due to their high-dimensional feature space representations. In this study, we gradually construct a series of simple feature maps that…
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…
Reproducing kernel Hilbert spaces (RKHSs) are key elements of many non-parametric tools successfully used in signal processing, statistics, and machine learning. In this work, we aim to address three issues of the classical RKHS based…
In the NP-hard Edge Dominating Set problem (EDS) we are given a graph $G=(V,E)$ and an integer $k$, and need to determine whether there is a set $F\subseteq E$ of at most $k$ edges that are incident with all (other) edges of $G$. It is…