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Support vector machine (SVM) is a popular classifier known for accuracy, flexibility, and robustness. However, its intensive computation has hindered its application to large-scale datasets. In this paper, we propose a new optimal leverage…

Methodology · Statistics 2023-08-25 Yixin Han , Jun Yu , Nan Zhang , Cheng Meng , Ping Ma , Wenxuan Zhong , Changliang Zou

Invariance (defined in a general sense) has been one of the most effective priors for representation learning. Direct factorization of parametric models is feasible only for a small range of invariances, while regularization approaches,…

Machine Learning · Computer Science 2020-07-28 Yingyi Ma , Vignesh Ganapathiraman , Yaoliang Yu , Xinhua Zhang

This paper establishes optimal convergence rates for estimation of structured covariance operators of Gaussian processes. We study banded operators with kernels that decay rapidly off-the-diagonal and $L^q$-sparse operators with an…

Statistics Theory · Mathematics 2025-07-01 Omar Al-Ghattas , Jiaheng Chen , Daniel Sanz-Alonso , Nathan Waniorek

We investigate training and using Gaussian kernel SVMs by approximating the kernel with an explicit finite- dimensional polynomial feature representation based on the Taylor expansion of the exponential. Although not as efficient as the…

Artificial Intelligence · Computer Science 2011-09-22 Andrew Cotter , Joseph Keshet , Nathan Srebro

Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

Methodology · Statistics 2011-06-29 Anjishnu Banerjee , David Dunson , Surya Tokdar

This paper introduces algorithms to select/design kernels in Gaussian process regression/kriging surrogate modeling techniques. We adopt the setting of kernel method solutions in ad hoc functional spaces, namely Reproducing Kernel Hilbert…

Machine Learning · Statistics 2022-09-07 Jean-Luc Akian , Luc Bonnet , Houman Owhadi , Éric Savin

This paper proposes a novel kernel approach to linear dimension reduction for supervised learning. The purpose of the dimension reduction is to find directions in the input space to explain the output as effectively as possible. The…

Machine Learning · Statistics 2011-09-05 Kenji Fukumizu , Chenlei Leng

Generative Adversarial Networks (GANs) have gained a lot of attention from machine learning community due to their ability to learn and mimic an input data distribution. GANs consist of a discriminator and a generator working in tandem…

Computation and Language · Computer Science 2018-06-19 Saurabh Sahu , Rahul Gupta , Carol Espy-Wilson

We study in this paper the rate of convergence for learning densities under the Generative Adversarial Networks (GAN) framework, borrowing insights from nonparametric statistics. We introduce an improved GAN estimator that achieves a faster…

Machine Learning · Statistics 2018-02-20 Tengyuan Liang

We introduce a fast algorithm for Gaussian process regression in low dimensions, applicable to a widely-used family of non-stationary kernels. The non-stationarity of these kernels is induced by arbitrary spatially-varying vertical and…

Numerical Analysis · Mathematics 2025-03-28 P. Michael Kielstra , Michael Lindsey

A general theory for Gaussian mean estimation that automatically adapts to unknown sparsity under arbitrary norms is proposed. The theory is applied to produce adaptively minimax rate-optimal estimators in high dimensional regression and…

Statistics Theory · Mathematics 2015-12-01 Sourav Chatterjee

We derive closed-form expressions for the Bayes optimal decision boundaries in binary classification of high dimensional overlapping Gaussian mixture model (GMM) data, and show how they depend on the eigenstructure of the class covariances,…

Machine Learning · Statistics 2024-05-29 Khen Cohen , Noam Levi , Yaron Oz

Learning generative probabilistic models is a core problem in machine learning, which presents significant challenges due to the curse of dimensionality. This paper proposes a joint dimensionality reduction and non-parametric density…

Machine Learning · Statistics 2022-06-22 Magda Amiridi , Nikos Kargas , Nicholas D. Sidiropoulos

This paper studies the addition of linear constraints to the Support Vector Regression (SVR) when the kernel is linear. Adding those constraints into the problem allows to add prior knowledge on the estimator obtained, such as finding…

Optimization and Control · Mathematics 2019-11-07 Quentin Klopfenstein , Samuel Vaiter

We investigate a Gaussian mixture model (GMM) with component means constrained in a pre-selected subspace. Applications to classification and clustering are explored. An EM-type estimation algorithm is derived. We prove that the subspace…

Machine Learning · Statistics 2015-08-27 Mu Qiao , Jia Li

The Gaussian kernel plays a central role in machine learning, uncertainty quantification and scattered data approximation, but has received relatively little attention from a numerical analysis standpoint. The basic problem of finding an…

Numerical Analysis · Mathematics 2021-04-02 Toni Karvonen , Chris J. Oates , Mark Girolami

Autism Spectrum Disorder (ASD) is on the rise and constantly growing. Earlier identify of ASD with the best outcome will allow someone to be safe and healthy by proper nursing. Humans can hardly estimate the present condition and stage of…

Machine Learning · Computer Science 2021-01-28 Koushik Chowdhury , Mir Ahmad Iraj

In decision-making systems, it is important to have classifiers that have calibrated uncertainties, with an optimisation objective that can be used for automated model selection and training. Gaussian processes (GPs) provide uncertainty…

Machine Learning · Statistics 2020-03-05 Vincent Dutordoir , Mark van der Wilk , Artem Artemev , James Hensman

We propose a method for support vector machine classification using indefinite kernels. Instead of directly minimizing or stabilizing a nonconvex loss function, our algorithm simultaneously computes support vectors and a proxy kernel matrix…

Machine Learning · Computer Science 2009-08-04 Ronny Luss , Alexandre d'Aspremont

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