Related papers: Positive Definite Kernels, Algorithms, Frames, and…
Principal Component Analysis is a novel way of of dimensionality reduction. This problem essentially boils down to finding the top k eigen vectors of the data covariance matrix. A considerable amount of literature is found on algorithms…
Embedding discrete solvers as differentiable layers has given modern deep learning architectures combinatorial expressivity and discrete reasoning capabilities. The derivative of these solvers is zero or undefined, therefore a meaningful…
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,…
In this paper we first identify a basic limitation in gradient descent-based optimization methods when used in conjunctions with smooth kernels. An analysis based on the spectral properties of the kernel demonstrates that only a vanishingly…
We provide the first mathematically complete derivation of the Nystr\"om method for low-rank approximation of indefinite kernels and propose an efficient method for finding an approximate eigendecomposition of such kernel matrices. Building…
The paper presents a new framework for complex Support Vector Regression as well as Support Vector Machines for quaternary classification. The method exploits the notion of widely linear estimation to model the input-out relation for…
In this contribution, the clustering procedure based on K-Means algorithm is studied as an inverse problem, which is a special case of the illposed problems. The attempts to improve the quality of the clustering inverse problem drive to…
We investigate the interaction between the existence of reproducing kernels on infinite-dimensional Hermitian vector bundles and the positivity properties of the corresponding bundles. The positivity refers to the curvature form of certain…
We present a systematic study of the family of positive definite (p.d.) kernels with the use of their associated feature maps and feature spaces. For a fixed set $X$, generalizing Loewner, we make precise the corresponding partially ordered…
Motivated by the entropic optimal transport problem in unbounded settings, we study versions of Hilbert's projective metric for spaces of integrable functions of bounded growth. These versions of Hilbert's metric originate from cones which…
Principal Component Analysis (PCA) is the workhorse tool for dimensionality reduction in this era of big data. While often overlooked, the purpose of PCA is not only to reduce data dimensionality, but also to yield features that are…
In this article, we consider convergence rates in functional linear regression with functional responses, where the linear coefficient lies in a reproducing kernel Hilbert space (RKHS). Without assuming that the reproducing kernel and the…
This paper introduces the Quantum Covariance Embedding, which embeds Positive Operator-Valued Measures into a tensor product of a Reproducing Kernel Hilbert Space and the quantum state space via a tensorized Bochner integral. This…
Iterative algorithms are fundamental tools for approximating fixed-points of nonexpansive operators in real Hilbert spaces. Among them, Krasnosel'ski\u{\i}--Mann iteration and Halpern iteration are two widely used schemes. In this work, we…
We encounter a bottleneck when we try to borrow the strength of classical classifiers to classify functional data. The major issue is that functional data are intrinsically infinite dimensional, thus classical classifiers cannot be applied…
Convergence of a projected stochastic gradient algorithm is demonstrated for convex objective functionals with convex constraint sets in Hilbert spaces. In the convex case, the sequence of iterates ${u_n}$ converges weakly to a point in the…
Kernel methods have been among the most popular techniques in machine learning, where learning tasks are solved using the property of reproducing kernel Hilbert space (RKHS). In this paper, we propose a novel data analysis framework with…
We consider expected risk minimization problems when the range of the estimator is required to be nonnegative, motivated by the settings of maximum likelihood estimation (MLE) and trajectory optimization. To facilitate nonlinear…
Beginning with the projectively invariant method for linear programming, interior point methods have led to powerful algorithms for many difficult computing problems, in combinatorial optimization, logic, number theory and non-convex…
Nonlinear component analysis such as kernel Principle Component Analysis (KPCA) and kernel Canonical Correlation Analysis (KCCA) are widely used in machine learning, statistics and data analysis, but they can not scale up to big datasets.…