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Many scientific problems involve data exhibiting both temporal and cross-sectional dependencies. While linear dependencies have been extensively studied, the theoretical analysis of regression estimators under nonlinear dependencies remains…

Statistics Theory · Mathematics 2025-02-27 Marie-Christine Düker , Adam Waterbury

The kernel polynomial method (KPM) is a powerful numerical method for approximating spectral densities. Typical implementations of the KPM require an a prior estimate for an interval containing the support of the target spectral density,…

Computational Physics · Physics 2023-09-19 Tyler Chen

Many recent successful (deep) reinforcement learning algorithms make use of regularization, generally based on entropy or Kullback-Leibler divergence. We propose a general theory of regularized Markov Decision Processes that generalizes…

Machine Learning · Computer Science 2019-06-05 Matthieu Geist , Bruno Scherrer , Olivier Pietquin

Subgradient algorithms for training support vector machines have been quite successful for solving large-scale and online learning problems. However, they have been restricted to linear kernels and strongly convex formulations. This paper…

Machine Learning · Computer Science 2011-11-04 Sangkyun Lee , Stephen J. Wright

A general, {\em rectangular} kernel matrix may be defined as $K_{ij} = \kappa(x_i,y_j)$ where $\kappa(x,y)$ is a kernel function and where $X=\{x_i\}_{i=1}^m$ and $Y=\{y_i\}_{i=1}^n$ are two sets of points. In this paper, we seek a low-rank…

Numerical Analysis · Mathematics 2023-06-30 Difeng Cai , Edmond Chow , Yuanzhe Xi

The accuracy and complexity of machine learning algorithms based on kernel optimization are determined by the set of kernels over which they are able to optimize. An ideal set of kernels should: admit a linear parameterization (for…

Machine Learning · Statistics 2024-10-30 Aleksandr Talitckii , Brendon K. Colbert , Matthew M. Peet

In this work we consider the problem of learning a positive semidefinite kernel matrix from relative comparisons of the form: "object A is more similar to object B than it is to C", where comparisons are given by humans. Existing solutions…

Machine Learning · Computer Science 2014-04-17 Eric Heim , Hamed Valizadegan , Milos Hauskrecht

Kernel methods are versatile tools for function approximation and surrogate modeling. In particular, greedy techniques offer computational efficiency and reliability through inherent sparsity and provable convergence. Inspired by the…

Numerical Analysis · Mathematics 2026-03-09 Marian Klink , Tobias Ehring , Robin Herkert , Robin Lautenschlager , Dominik Göddeke , Bernard Haasdonk

We implement an all-optical setup demonstrating kernel-based quantum machine learning for two-dimensional classification problems. In this hybrid approach, kernel evaluations are outsourced to projective measurements on suitably designed…

Inverse Optimization (IO) is a framework for learning the unknown objective function of an expert decision-maker from a past dataset. In this paper, we extend the hypothesis class of IO objective functions to a reproducing kernel Hilbert…

Machine Learning · Computer Science 2024-11-01 Youyuan Long , Tolga Ok , Pedro Zattoni Scroccaro , Peyman Mohajerin Esfahani

We study fast algorithms for computing fundamental properties of a positive semidefinite kernel matrix $K \in \mathbb{R}^{n \times n}$ corresponding to $n$ points $x_1,\ldots,x_n \in \mathbb{R}^d$. In particular, we consider estimating the…

Data Structures and Algorithms · Computer Science 2021-06-21 Arturs Backurs , Piotr Indyk , Cameron Musco , Tal Wagner

First-order methods in convex optimization offer low per-iteration cost but often suffer from slow convergence, while second-order methods achieve fast local convergence at the expense of costly Hessian inversions. In this paper, we…

Machine Learning · Statistics 2025-07-08 Qiang Heng , Caixing Wang

Recent studies suggest that context-aware low-rank approximation is a useful tool for compression and fine-tuning of modern large-scale neural networks. In this type of approximation, a norm is weighted by a matrix of input activations,…

Machine Learning · Computer Science 2026-03-26 Uliana Parkina , Maxim Rakhuba

Kernel methods are among the most popular techniques in machine learning. From a frequentist/discriminative perspective they play a central role in regularization theory as they provide a natural choice for the hypotheses space and the…

Machine Learning · Statistics 2012-04-17 Mauricio A. Alvarez , Lorenzo Rosasco , Neil D. Lawrence

Learning with kernels is an important concept in machine learning. Standard approaches for kernel methods often use predefined kernels that require careful selection of hyperparameters. To mitigate this burden, we propose in this paper a…

Machine Learning · Computer Science 2020-06-26 Yufan Zhou , Changyou Chen , Jinhui Xu

Multi-task learning is a natural approach for computer vision applications that require the simultaneous solution of several distinct but related problems, e.g. object detection, classification, tracking of multiple agents, or denoising, to…

Machine Learning · Computer Science 2015-04-14 Carlo Ciliberto , Lorenzo Rosasco , Silvia Villa

A recent paper (Neural Networks, {\bf 132} (2020), 253-268) introduces a straightforward and simple kernel based approximation for manifold learning that does not require the knowledge of anything about the manifold, except for its…

Machine Learning · Computer Science 2022-04-22 Eric Mason , Hrushikesh Mhaskar , Adam Guo

In past years model-agnostic meta-learning (MAML) has been one of the most promising approaches in meta-learning. It can be applied to different kinds of problems, e.g., reinforcement learning, but also shows good results on few-shot…

Machine Learning · Computer Science 2021-05-13 Thomas Goerttler , Klaus Obermayer

Kernel machines have sustained continuous progress in the field of quantum chemistry. In particular, they have proven to be successful in the low-data regime of force field reconstruction. This is because many equivariances and invariances…

Chemical Physics · Physics 2023-07-12 Stefan Blücher , Klaus-Robert Müller , Stefan Chmiela

We propose a general framework for policy representation for reinforcement learning tasks. This framework involves finding a low-dimensional embedding of the policy on a reproducing kernel Hilbert space (RKHS). The usage of RKHS based…

Machine Learning · Computer Science 2020-10-16 Bogdan Mazoure , Thang Doan , Tianyu Li , Vladimir Makarenkov , Joelle Pineau , Doina Precup , Guillaume Rabusseau