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Kernel methods are versatile tools for function approximation and surrogate modeling. In particular, greedy techniques offer computational efficiency and reliability through inherent sparsity and provable convergence. Inspired by the…
Positive definite kernels and their associated Reproducing Kernel Hilbert Spaces provide a mathematically compelling and practically competitive framework for learning from data. In this paper we take the approximation theory point of view…
Kernel mean embedding (KME) is a powerful tool to analyze probability measures for data, where the measures are conventionally embedded into a reproducing kernel Hilbert space (RKHS). In this paper, we generalize KME to that of von…
Indefinite inner product spaces of entire functions and functions analytic inside a disk are considered and their completeness studied. Spaces induced by the rotation invariant reproducing kernels in the form of the generalized…
Obtaining reliable, adaptive confidence sets for prediction functions (hypotheses) is a central challenge in sequential decision-making tasks, such as bandits and model-based reinforcement learning. These confidence sets typically rely on…
We develop a new theoretical framework to analyze the generalization error of deep learning, and derive a new fast learning rate for two representative algorithms: empirical risk minimization and Bayesian deep learning. The series of…
In this work we consider the problem of numerical integration, i.e., approximating integrals with respect to a target probability measure using only pointwise evaluations of the integrand. We focus on the setting in which the target…
Despite their many appealing properties, kernel methods are heavily affected by the curse of dimensionality. For instance, in the case of inner product kernels in $\mathbb{R}^d$, the Reproducing Kernel Hilbert Space (RKHS) norm is often…
We provide a unifying framework linking two classes of statistics used in two-sample and independence testing: on the one hand, the energy distances and distance covariances from the statistics literature; on the other, distances between…
We propose a new data-driven approach for learning the fundamental solutions (Green's functions) of various linear partial differential equations (PDEs) given sample pairs of input-output functions. Building off the theory of functional…
Given a set of points $P\subset \mathbb{R}^{d}$ and a kernel $k$, the Kernel Density Estimate at a point $x\in\mathbb{R}^{d}$ is defined as $\mathrm{KDE}_{P}(x)=\frac{1}{|P|}\sum_{y\in P} k(x,y)$. We study the problem of designing a data…
In this article we study the field of Hilbertian metrics and positive definit (pd) kernels on probability measures, they have a real interest in kernel methods. Firstly we will make a study based on the Alpha-Beta-divergence to have a…
We present algorithms for performing data-driven stochastic reachability as an addition to SReachTools, an open-source stochastic reachability toolbox. Our method leverages a class of machine learning techniques known as kernel embeddings…
This manuscript presents an algorithm for obtaining an approximation of a nonlinear high order control affine dynamical system. Controlled trajectories of the system are leveraged as the central unit of information via embedding them in…
We propose a novel adaptive learning algorithm based on iterative orthogonal projections in the Cartesian product of multiple reproducing kernel Hilbert spaces (RKHSs). The task is estimating/tracking nonlinear functions which are supposed…
In this paper we first identify a basic limitation in gradient descent-based optimization methods when used in conjunctions with smooth kernels. An analysis based on the spectral properties of the kernel demonstrates that only a vanishingly…
Conditional kernel mean embeddings are nonparametric models that encode conditional expectations in a reproducing kernel Hilbert space. While they provide a flexible and powerful framework for probabilistic inference, their performance is…
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…
Bayesian Optimization (BO) is a powerful tool for black-box optimization, but its application to high-dimensional permutation spaces is severely limited by the challenge of defining scalable representations. The current state-of-the-art BO…
In machine learning or statistics, it is often desirable to reduce the dimensionality of a sample of data points in a high dimensional space $\mathbb{R}^d$. This paper introduces a dimensionality reduction method where the embedding…