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Confidence intervals are a crucial building block in the analysis of various online learning problems. The analysis of kernel based bandit and reinforcement learning problems utilize confidence intervals applicable to the elements of a…

Machine Learning · Statistics 2021-11-01 Sattar Vakili , Jonathan Scarlett , Tara Javidi

We consider multi-agent stochastic optimization problems over reproducing kernel Hilbert spaces (RKHS). In this setting, a network of interconnected agents aims to learn decision functions, i.e., nonlinear statistical models, that are…

Optimization and Control · Mathematics 2018-07-04 Alec Koppel , Santiago Paternain , Cedric Richard , Alejandro Ribeiro

We study a generalization of the problem of online learning in adversarial linear contextual bandits by incorporating loss functions that belong to a reproducing kernel Hilbert space, which allows for a more flexible modeling of complex…

Machine Learning · Statistics 2023-10-04 Gergely Neu , Julia Olkhovskaya , Sattar Vakili

Sequential hypothesis testing is a desirable decision making strategy in any time sensitive scenario. Compared with fixed sample-size testing, sequential testing is capable of achieving identical probability of error requirements using less…

Machine Learning · Statistics 2017-11-17 Diyan Teng , Emre Ertin

Model Agnostic Meta-Learning (MAML) has emerged as a standard framework for meta-learning, where a meta-model is learned with the ability of fast adapting to new tasks. However, as a double-looped optimization problem, MAML needs to…

Machine Learning · Computer Science 2021-02-10 Yufan Zhou , Zhenyi Wang , Jiayi Xian , Changyou Chen , Jinhui Xu

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

Kernel methods are one of the cornerstones of learning-based control, modern system identification, surrogate modelling, and related fields. A key advantage of this class of learning and function approximation methods is the availability of…

Numerical Analysis · Mathematics 2026-05-20 Tizian Wenzel , Abdullah Tokmak , Christian Fiedler

In statistical learning, identifying underlying structures of true target functions based on observed data plays a crucial role to facilitate subsequent modeling and analysis. Unlike most of those existing methods that focus on some…

Machine Learning · Statistics 2021-05-04 Xin He , Yeheng Ge , Xingdong Feng

We review machine learning methods employing positive definite kernels. These methods formulate learning and estimation problems in a reproducing kernel Hilbert space (RKHS) of functions defined on the data domain, expanded in terms of a…

Statistics Theory · Mathematics 2009-09-29 Thomas Hofmann , Bernhard Schölkopf , Alexander J. Smola

In continuum-armed bandit problems where the underlying function resides in a reproducing kernel Hilbert space (RKHS), namely, the kernelised bandit problems, an important open problem remains of how well learning algorithms can adapt if…

Machine Learning · Statistics 2023-04-28 Yusha Liu , Aarti Singh

Current meta-learning approaches focus on learning functional representations of relationships between variables, i.e. on estimating conditional expectations in regression. In many applications, however, we are faced with conditional…

Machine Learning · Statistics 2021-02-25 Jean-Francois Ton , Lucian Chan , Yee Whye Teh , Dino Sejdinovic

In this work, we analyze the learnability of reproducing kernel Hilbert spaces (RKHS) under the $L^\infty$ norm, which is critical for understanding the performance of kernel methods and random feature models in safety- and…

Machine Learning · Statistics 2023-06-06 Hongrui Chen , Jihao Long , Lei Wu

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

In this paper, an online learning algorithm is proposed as sequential stochastic approximation of a regularization path converging to the regression function in reproducing kernel Hilbert spaces (RKHSs). We show that it is possible to…

Probability · Mathematics 2013-01-23 Pierre Tarrès , Yuan Yao

We consider the problem of contextual kernel bandits with stochastic contexts, where the underlying reward function belongs to a known Reproducing Kernel Hilbert Space (RKHS). We study this problem under the additional constraint of joint…

Machine Learning · Statistics 2025-01-14 Nikola Pavlovic , Sudeep Salgia , Qing Zhao

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 develop algorithms with low regret for learning episodic Markov decision processes based on kernel approximation techniques. The algorithms are based on both the Upper Confidence Bound (UCB) as well as Posterior or Thompson Sampling…

Machine Learning · Computer Science 2019-11-06 Sayak Ray Chowdhury , Aditya Gopalan

The performance of reproducing kernel Hilbert space-based methods is known to be sensitive to the choice of the reproducing kernel. Choosing an adequate reproducing kernel can be challenging and computationally demanding, especially in…

Machine Learning · Computer Science 2023-11-07 Emilio Ruiz-Moreno , Baltasar Beferull-Lozano

Statistical machine learning plays an important role in modern statistics and computer science. One main goal of statistical machine learning is to provide universally consistent algorithms, i.e., the estimator converges in probability or…

Machine Learning · Statistics 2016-04-18 Andreas Christmann , Florian Dumpert , Dao-Hong Xiang

Under mild assumptions on the kernel, we obtain the best known error rates in a regularized learning scenario taking place in the corresponding reproducing kernel Hilbert space (RKHS). The main novelty in the analysis is a proof that one…

Statistics Theory · Mathematics 2010-01-14 Shahar Mendelson , Joseph Neeman
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