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Theoretical analysis of the divide-and-conquer based distributed learning with least square loss in the reproducing kernel Hilbert space (RKHS) have recently been explored within the framework of learning theory. However, the studies on…

Machine Learning · Computer Science 2020-04-22 Yong Liu , Lizhong Ding , Weiping Wang

This paper delves into the problem of safe reinforcement learning (RL) in a partially observable environment with the aim of achieving safe-reachability objectives. In traditional partially observable Markov decision processes (POMDP),…

Machine Learning · Computer Science 2023-12-04 Xiaoyuan Cheng , Boli Chen , Liz Varga , Yukun Hu

Lack of reliability is a well-known issue for reinforcement learning (RL) algorithms. This problem has gained increasing attention in recent years, and efforts to improve it have grown substantially. To aid RL researchers and production…

Machine Learning · Statistics 2020-02-14 Stephanie C. Y. Chan , Samuel Fishman , John Canny , Anoop Korattikara , Sergio Guadarrama

We consider learning methods based on the regularization of a convex empirical risk by a squared Hilbertian norm, a setting that includes linear predictors and non-linear predictors through positive-definite kernels. In order to go beyond…

Machine Learning · Computer Science 2019-06-19 Ulysse Marteau-Ferey , Dmitrii Ostrovskii , Francis Bach , Alessandro Rudi

The problem of multiple kernel learning based on penalized empirical risk minimization is discussed. The complexity penalty is determined jointly by the empirical $L_2$ norms and the reproducing kernel Hilbert space (RKHS) norms induced by…

Statistics Theory · Mathematics 2012-11-14 Vladimir Koltchinskii , Ming Yuan

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

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

We consider the problem of approximating the regression function $f_\mu:\, \Omega \to Y$ from noisy $\mu$-distributed vector-valued data $(\omega_m,y_m)\in\Omega\times Y$ by an online learning algorithm using a reproducing kernel Hilbert…

Machine Learning · Statistics 2025-10-03 Michael Griebel , Peter Oswald

In this paper, we study an online learning algorithm with a robust loss function $\mathcal{L}_{\sigma}$ for regression over a reproducing kernel Hilbert space (RKHS). The loss function $\mathcal{L}_{\sigma}$ involving a scaling parameter…

Machine Learning · Statistics 2023-04-21 Zheng-Chu Guo , Andreas Christmann , Lei Shi

The problem of establishing out-of-sample bounds for the values of an unkonwn ground-truth function is considered. Kernels and their associated Hilbert spaces are the main formalism employed herein along with an observational model where…

Machine Learning · Computer Science 2022-09-13 Paul Scharnhorst , Emilio T. Maddalena , Yuning Jiang , Colin N. Jones

In this paper, we study the problem of early stopping for iterative learning algorithms in a reproducing kernel Hilbert space (RKHS) in the nonparametric regression framework. In particular, we work with the gradient descent and (iterative)…

Machine Learning · Statistics 2024-11-26 Yaroslav Averyanov , Alain Celisse

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

Ridgeless regression has garnered attention among researchers, particularly in light of the ``Benign Overfitting'' phenomenon, where models interpolating noisy samples demonstrate robust generalization. However, kernel ridgeless regression…

Machine Learning · Computer Science 2024-06-04 Fan He , Mingzhen He , Lei Shi , Xiaolin Huang , Johan A. K. Suykens

A Hilbert space embedding of a distribution---in short, a kernel mean embedding---has recently emerged as a powerful tool for machine learning and inference. The basic idea behind this framework is to map distributions into a reproducing…

Machine Learning · Statistics 2020-12-15 Krikamol Muandet , Kenji Fukumizu , Bharath Sriperumbudur , Bernhard Schölkopf

Empirical risk minimization (ERM) is ubiquitous in machine learning and underlies most supervised learning methods. While there has been a large body of work on algorithms for various ERM problems, the exact computational complexity of ERM…

Computational Complexity · Computer Science 2017-04-11 Arturs Backurs , Piotr Indyk , Ludwig Schmidt

Obtaining guarantees on the convergence of the minimizers of empirical risks to the ones of the true risk is a fundamental matter in statistical learning. Instead of deriving guarantees on the usual estimation error, the goal of this paper…

Statistics Theory · Mathematics 2024-09-12 Paul Escande

Randomized smoothing has shown promising certified robustness against adversaries in classification tasks. Despite such success with only zeroth-order access to base models, randomized smoothing has not been extended to a general form of…

Machine Learning · Computer Science 2024-05-16 Aref Miri Rekavandi , Olga Ohrimenko , Benjamin I. P. Rubinstein

In stochastic control applications, typically only an ideal model (controlled transition kernel) is assumed and the control design is based on the given model, raising the problem of performance loss due to the mismatch between the assumed…

Systems and Control · Computer Science 2020-02-04 Ali Devran Kara , Serdar Yüksel

This paper proposes a method for constructing one-step prediction tubes for nonlinear systems using reproducing kernel Hilbert spaces. We approximate a bounded reproducing kernel Hilbert space (RKHS) hypothesis set by a finite-dimensional…

Systems and Control · Electrical Eng. & Systems 2026-04-08 Jannis Lübsen , Annika Eichler

In many applications, the target parameter depends on a nuisance function defined by a conditional moment restriction, whose estimation often leads to an ill-posed inverse problem. Classical approaches, such as sieve-based GMM, approximate…

Statistics Theory · Mathematics 2025-08-26 Antonio Olivas-Martinez , Andrea Rotnitzky