Related papers: Minimum complexity interpolation in random feature…
Learning in the reproducing kernel Hilbert space (RKHS) such as the support vector machine has been recognized as a promising technique. It continues to be highly effective and competitive in numerous prediction tasks, particularly in…
Although kernel methods are widely used in many learning problems, they have poor scalability to large datasets. To address this problem, sketching and stochastic gradient methods are the most commonly used techniques to derive efficient…
We prove rates of convergence in the statistical sense for kernel-based least squares regression using a conjugate gradient algorithm, where regularization against overfitting is obtained by early stopping. This method is directly related…
We present a general framework to learn functions in tensor product reproducing kernel Hilbert spaces (TP-RKHSs). The methodology is based on a novel representer theorem suitable for existing as well as new spectral penalties for tensors.…
For supervised and unsupervised learning, positive definite kernels allow to use large and potentially infinite dimensional feature spaces with a computational cost that only depends on the number of observations. This is usually done…
This paper studies the statistical complexity of kernel hyperparameter tuning in the setting of active regression under adversarial noise. We consider the problem of finding the best interpolant from a class of kernels with unknown…
Feature selection is an important data pre-processing in data mining and machine learning, which can reduce feature size without deteriorating model's performance. Recently, sparse regression based feature selection methods have received…
We develop an approach for feature elimination in statistical learning with kernel machines, based on recursive elimination of features.We present theoretical properties of this method and show that it is uniformly consistent in finding the…
A Hilbert space embedding for probability measures has recently been proposed, wherein any probability measure is represented as a mean element in a reproducing kernel Hilbert space (RKHS). Such an embedding has found applications in…
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…
Kernel means are frequently used to represent probability distributions in machine learning problems. In particular, the well known kernel density estimator and the kernel mean embedding both have the form of a kernel mean. Unfortunately,…
Do two data samples come from different distributions? Recent studies of this fundamental problem focused on embedding probability distributions into sufficiently rich characteristic Reproducing Kernel Hilbert Spaces (RKHSs), to compare…
Most existing theoretical analysis of reinforcement learning (RL) is limited to the tabular setting or linear models due to the difficulty in dealing with function approximation in high dimensional space with an uncertain environment. This…
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…
Kernel interpolation in tensor product reproducing kernel Hilbert spaces allows for the use of sparse grids to mitigate the curse of the dimension. Typically, besides the generic constant, only a dimension dependent power of a logarithm…
The general perception is that kernel methods are not scalable, and neural nets are the methods of choice for nonlinear learning problems. Or have we simply not tried hard enough for kernel methods? Here we propose an approach that scales…
Kernel-based methods in Numerical Analysis have the advantage of yielding optimal recovery processes in the "native" Hilbert space $\calh$ in which they are reproducing. Continuous kernels on compact domains have an expansion into…
Kernel methods, particularly kernel ridge regression (KRR), are time-proven, powerful nonparametric regression techniques known for their rich capacity, analytical simplicity, and computational tractability. The analysis of their predictive…
We study the transfer learning (TL) for the functional linear regression (FLR) under the Reproducing Kernel Hilbert Space (RKHS) framework, observing that the TL techniques in existing high-dimensional linear regression are not compatible…
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)…