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Kernel mean embeddings, a widely used technique in machine learning, map probability distributions to elements of a reproducing kernel Hilbert space (RKHS). For supervised learning problems, where input-output pairs are observed, the…

Machine Learning · Statistics 2024-10-24 Ambrus Tamás , Balázs Csanád Csáji

In the setting of entangled single-sample distributions, the goal is to estimate some common parameter shared by a family of distributions, given one \emph{single} sample from each distribution. We study mean estimation and linear…

Machine Learning · Computer Science 2020-07-08 Hui Yuan , Yingyu Liang

Mean embeddings provide an extremely flexible and powerful tool in machine learning and statistics to represent probability distributions and define a semi-metric (MMD, maximum mean discrepancy; also called N-distance or energy distance),…

Machine Learning · Statistics 2019-05-17 Matthieu Lerasle , Zoltan Szabo , Timothee Mathieu , Guillaume Lecue

With the rise of big data sets, the popularity of kernel methods declined and neural networks took over again. The main problem with kernel methods is that the kernel matrix grows quadratically with the number of data points. Most attempts…

Machine Learning · Computer Science 2016-09-15 Nikolaas Steenbergen , Sebastian Schelter , Felix Bießmann

Kernel based methods provide a way to reconstruct potentially high-dimensional functions from meshfree samples, i.e., sampling points and corresponding target values. A crucial ingredient for this to be successful is the distribution of the…

Numerical Analysis · Mathematics 2021-05-19 Tizian Wenzel , Gabriele Santin , Bernard Haasdonk

We propose a novel supervised learning method to optimize the kernel in the maximum mean discrepancy generative adversarial networks (MMD GANs), and the kernel support vector machines (SVMs). Specifically, we characterize a distributionally…

Machine Learning · Computer Science 2020-02-25 Masoud Badiei Khuzani , Liyue Shen , Shahin Shahrampour , Lei Xing

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 introduce kernel thinning, a new procedure for compressing a distribution $\mathbb{P}$ more effectively than i.i.d. sampling or standard thinning. Given a suitable reproducing kernel $\mathbf{k}_{\star}$ and $O(n^2)$ time, kernel…

Machine Learning · Statistics 2024-05-14 Raaz Dwivedi , Lester Mackey

We propose a novel deterministic sampling method to approximate a target distribution $\rho^*$ by minimizing the kernel discrepancy, also known as the Maximum Mean Discrepancy (MMD). By employing the general \emph{energetic variational…

Machine Learning · Statistics 2025-03-12 Yindong Chen , Yiwei Wang , Lulu Kang , Chun Liu

This works extends the Random Embedding Bayesian Optimization approach by integrating a warping of the high dimensional subspace within the covariance kernel. The proposed warping, that relies on elementary geometric considerations, allows…

Optimization and Control · Mathematics 2015-03-19 Mickaël Binois , David Ginsbourger , Olivier Roustant

We demonstrate an equivalence between reproducing kernel Hilbert space (RKHS) embeddings of conditional distributions and vector-valued regressors. This connection introduces a natural regularized loss function which the RKHS embeddings…

Machine Learning · Computer Science 2012-07-25 Steffen Grünewälder , Guy Lever , Luca Baldassarre , Sam Patterson , Arthur Gretton , Massimilano Pontil

We propose a method for feature selection that employs kernel-based measures of independence to find a subset of covariates that is maximally predictive of the response. Building on past work in kernel dimension reduction, we show how to…

Machine Learning · Statistics 2018-10-23 Jianbo Chen , Mitchell Stern , Martin J. Wainwright , Michael I. Jordan

An important feature of kernel mean embeddings (KME) is that the rate of convergence of the empirical KME to the true distribution KME can be bounded independently of the dimension of the space, properties of the distribution and smoothness…

Statistics Theory · Mathematics 2025-04-17 Geoffrey Wolfer , Pierre Alquier

Kernel methods augmented with random features give scalable algorithms for learning from big data. But it has been computationally hard to sample random features according to a probability distribution that is optimized for the data, so as…

Quantum Physics · Physics 2021-11-02 Hayata Yamasaki , Sathyawageeswar Subramanian , Sho Sonoda , Masato Koashi

The effective planning and allocation of resources in modern breeding programs is a complex task. Breeding program design and operational management have a major impact on the success of a breeding program and changing parameters such as…

Quantitative Methods · Quantitative Biology 2024-07-25 Azadeh Hassanpour , Johannes Geibel , Henner Simianer , Antje Rohde , Torsten Pook

Kernel $k$-means clustering is a powerful tool for unsupervised learning of non-linearly separable data. Since the earliest attempts, researchers have noted that such algorithms often become trapped by local minima arising from…

Machine Learning · Statistics 2020-11-13 Debolina Paul , Saptarshi Chakraborty , Swagatam Das , Jason Xu

This paper proposes an approach, Spectral Dynamics Embedding Control (SDEC), to optimal control for nonlinear stochastic systems. This method reveals an infinite-dimensional feature representation induced by the system's nonlinear…

Machine Learning · Computer Science 2025-08-27 Zhaolin Ren , Tongzheng Ren , Haitong Ma , Na Li , Bo Dai

The distribution regression problem encompasses many important statistics and machine learning tasks, and arises in a large range of applications. Among various existing approaches to tackle this problem, kernel methods have become a method…

Statistics Theory · Mathematics 2025-09-22 François Bachoc , Louis Béthune , Alberto González-Sanz , Jean-Michel Loubes

Several researchers have proposed minimisation of maximum mean discrepancy (MMD) as a method to quantise probability measures, i.e., to approximate a target distribution by a representative point set. We consider sequential algorithms that…

Machine Learning · Statistics 2021-02-15 Onur Teymur , Jackson Gorham , Marina Riabiz , Chris. J. Oates

We study randomized algorithms for constrained optimization, in abstract frameworks that include, in strictly increasing generality: convex programming; LP-type problems; violator spaces; and a setting we introduce, consistent spaces. Such…

Computational Geometry · Computer Science 2019-06-04 Kenneth L. Clarkson , Bernd Gärtner , Johannes Lengler , May Szedlak