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This paper addresses the problem of regression to reconstruct functions, which are observed with superimposed errors at random locations. We address the problem in reproducing kernel Hilbert spaces. It is demonstrated that the estimator,…

Statistics Theory · Mathematics 2021-08-17 Paul Dommel , Alois Pichler

Kernel-based bandit is an extensively studied black-box optimization problem, in which the objective function is assumed to live in a known reproducing kernel Hilbert space. While nearly optimal regret bounds (up to logarithmic factors) are…

Machine Learning · Statistics 2022-06-27 Sattar Vakili

Mode decomposition is a prototypical pattern recognition problem that can be addressed from the (a priori distinct) perspectives of numerical approximation, statistical inference and deep learning. Could its analysis through these combined…

Machine Learning · Statistics 2020-08-07 Houman Owhadi , Clint Scovel , Gene Ryan Yoo

In nonparametric classification and regression problems, regularized kernel methods, in particular support vector machines, attract much attention in theoretical and in applied statistics. In an abstract sense, regularized kernel methods…

Machine Learning · Statistics 2011-04-13 Robert Hable

Kernel methods provide a principled approach to nonparametric learning. While their basic implementations scale poorly to large problems, recent advances showed that approximate solvers can efficiently handle massive datasets. A shortcoming…

Machine Learning · Computer Science 2022-01-19 Giacomo Meanti , Luigi Carratino , Ernesto De Vito , Lorenzo Rosasco

Motivated by value function estimation in reinforcement learning, we study statistical linear inverse problems, i.e., problems where the coefficients of a linear system to be solved are observed in noise. We consider penalized estimators,…

Machine Learning · Computer Science 2012-07-03 Bernardo Avila Pires , Csaba Szepesvari

We consider the problem of kernel classification. While worst-case bounds on the decay rate of the prediction error with the number of samples are known for some classifiers, they often fail to accurately describe the learning curves of…

Machine Learning · Statistics 2023-09-07 Hugo Cui , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

We study theoretical properties of a broad class of regularized algorithms with vector-valued output. These spectral algorithms include kernel ridge regression, kernel principal component regression, various implementations of gradient…

Machine Learning · Statistics 2024-05-24 Dimitri Meunier , Zikai Shen , Mattes Mollenhauer , Arthur Gretton , Zhu Li

These notes provide a self-contained introduction to kernel methods and their geometric foundations in machine learning. Starting from the construction of Hilbert spaces, we develop the theory of positive definite kernels, reproducing…

We derive analytical expressions for the generalization performance of kernel regression as a function of the number of training samples using theoretical methods from Gaussian processes and statistical physics. Our expressions apply to…

Machine Learning · Computer Science 2021-02-26 Blake Bordelon , Abdulkadir Canatar , Cengiz Pehlevan

Quantum variational algorithms have been one of major applications of quantum computing with current quantum devices. There are recent attempts to establish the foundation for these algorithms. A possible approach is to characterize the…

Quantum Physics · Physics 2023-12-06 Trong Duong

We consider the problem of optimizing an unknown (typically non-convex) function with a bounded norm in some Reproducing Kernel Hilbert Space (RKHS), based on noisy bandit feedback. We consider a novel variant of this problem in which the…

Machine Learning · Statistics 2020-03-05 Ilija Bogunovic , Andreas Krause , Jonathan Scarlett

With view to applications in stochastic analysis and geometry, we introduce a new correspondence for positive definite kernels (p.d.) $K$ and their associated reproducing kernel Hilbert spaces. With this we establish two kinds of…

Functional Analysis · Mathematics 2019-11-28 Palle Jorgensen , Feng Tian

This paper concerns the estimation of the regression function at a given point in nonparametric heteroscedastic models with Gaussian noise or with noise having unknown distribution. In the two cases an asymptotically efficient kernel…

Statistics Theory · Mathematics 2007-11-30 Jean-Yves Brua

We study online learning when individual instances are corrupted by adversarially chosen random noise. We assume the noise distribution is unknown, and may change over time with no restriction other than having zero mean and bounded…

Machine Learning · Computer Science 2015-03-17 Nicolò Cesa-Bianchi , Shai Shalev-Shwartz , Ohad Shamir

In this manuscript we consider Kernel Ridge Regression (KRR) under the Gaussian design. Exponents for the decay of the excess generalization error of KRR have been reported in various works under the assumption of power-law decay of…

Machine Learning · Statistics 2022-11-29 Hugo Cui , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

In this paper, we study regression problems over a separable Hilbert space with the square loss, covering non-parametric regression over a reproducing kernel Hilbert space. We investigate a class of spectral/regularized algorithms,…

Machine Learning · Statistics 2022-07-18 Junhong Lin , Alessandro Rudi , Lorenzo Rosasco , Volkan Cevher

Reliability of machine learning evaluation -- the consistency of observed evaluation scores across replicated model training runs -- is affected by several sources of nondeterminism which can be regarded as measurement noise. Current…

Machine Learning · Computer Science 2023-10-10 Michael Hagmann , Philipp Meier , Stefan Riezler

The paper considers nonparametric kernel density/regression estimation from a stochastic optimization point of view. The estimation problem is represented through a family of stochastic optimization problems. Recursive constrained…

Statistics Theory · Mathematics 2024-09-05 Vladimir Norkin , Vladimir Kirilyuk

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
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