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Kernel adaptive filters (KAF) are a class of powerful nonlinear filters developed in Reproducing Kernel Hilbert Space (RKHS). The Gaussian kernel is usually the default kernel in KAF algorithms, but selecting the proper kernel size…

Machine Learning · Statistics 2016-05-10 Badong Chen , Junli Liang , Nanning Zheng , Jose C. Principe

In the last decade, a considerable research effort has been devoted to developing adaptive algorithms based on kernel functions. One of the main features of these algorithms is that they form a family of universal approximation techniques,…

Signal Processing · Electrical Eng. & Systems 2018-08-21 A. Flores , R. C. de Lamare

Sequential Bayesian filters in non-linear dynamic systems require the recursive estimation of the predictive and posterior distributions. This paper introduces a Bayesian filter called the adaptive kernel Kalman filter (AKKF). With this…

Signal Processing · Electrical Eng. & Systems 2023-04-12 Mengwei Sun , Mike E. Davies , Ian K. Proudler , James R. Hopgood

Kernel methods are powerful and flexible approach to solve many problems in machine learning. Due to the pairwise evaluations in kernel methods, the complexity of kernel computation grows as the data size increases; thus the applicability…

Machine Learning · Computer Science 2017-11-28 Bharath Bhushan Damodaran , Nicolas Courty , Philippe-Henri Gosselin

We propose a Gradient Boosting algorithm for learning an ensemble of kernel functions adapted to the task at hand. Unlike state-of-the-art Multiple Kernel Learning techniques that make use of a pre-computed dictionary of kernel functions to…

Machine Learning · Statistics 2019-06-17 Léo Gautheron , Pascal Germain , Amaury Habrard , Emilie Morvant , Marc Sebban , Valentina Zantedeschi

Random Fourier features is one of the most popular techniques for scaling up kernel methods, such as kernel ridge regression. However, despite impressive empirical results, the statistical properties of random Fourier features are still not…

Machine Learning · Computer Science 2018-05-22 Haim Avron , Michael Kapralov , Cameron Musco , Christopher Musco , Ameya Velingker , Amir Zandieh

Kernel methods form a powerful, versatile, and theoretically-grounded unifying framework to solve nonlinear problems in signal processing and machine learning. The standard approach relies on the kernel trick to perform pairwise evaluations…

Machine Learning · Computer Science 2019-12-11 Kan Li , Jose C. Principe

This work is dedicated to simultaneous continuous-time trajectory estimation and mapping based on Gaussian Processes (GP). State-of-the-art GP-based models for Simultaneous Localization and Mapping (SLAM) are computationally efficient but…

Robotics · Computer Science 2021-09-07 Yermek Kapushev , Anastasia Kishkun , Gonzalo Ferrer , Evgeny Burnaev

Random Fourier Features (RFF) demonstrate wellappreciated performance in kernel approximation for largescale situations but restrict kernels to be stationary and positive definite. And for non-stationary kernels, the corresponding RFF could…

Machine Learning · Statistics 2021-04-15 Qin Luo , Kun Fang , Jie Yang , Xiaolin Huang

In this work, we introduce kernels with random Fourier features in the meta-learning framework to leverage their strong few-shot learning ability. We propose meta variational random features (MetaVRF) to learn adaptive kernels for the…

Machine Learning · Computer Science 2020-08-14 Xiantong Zhen , Haoliang Sun , Yingjun Du , Jun Xu , Yilong Yin , Ling Shao , Cees Snoek

We present a new framework for online Least Squares algorithms for nonlinear modeling in RKH spaces (RKHS). Instead of implicitly mapping the data to a RKHS (e.g., kernel trick), we map the data to a finite dimensional Euclidean space,…

Machine Learning · Computer Science 2016-06-14 Pantelis Bouboulis , Spyridon Pougkakiotis , Sergios Theodoridis

Random Fourier features (RFF) represent one of the most popular and wide-spread techniques in machine learning to scale up kernel algorithms. Despite the numerous successful applications of RFFs, unfortunately, quite little is understood…

Machine Learning · Statistics 2019-02-12 Zoltan Szabo , Bharath K. Sriperumbudur

Kernel methods represent one of the most powerful tools in machine learning to tackle problems expressed in terms of function values and derivatives due to their capability to represent and model complex relations. While these methods show…

Statistics Theory · Mathematics 2015-11-06 Bharath K. Sriperumbudur , Zoltan Szabo

Probabilistic machine learning models are distinguished by their ability to integrate prior knowledge of noise statistics, smoothness parameters, and training data uncertainty. A common approach involves modeling data with Gaussian…

Computation · Statistics 2025-07-31 Cristian A. Galvis-Florez , Ahmad Farooq , Simo Särkkä

This work presents a distributed algorithm for nonlinear adaptive learning. In particular, a set of nodes obtain measurements, sequentially one per time step, which are related via a nonlinear function; their goal is to collectively…

Information Theory · Computer Science 2016-02-09 Symeon Chouvardas , Moez Draief

Approximations based on random Fourier features have recently emerged as an efficient and formally consistent methodology to design large-scale kernel machines. By expressing the kernel as a Fourier expansion, features are generated based…

Computer Vision and Pattern Recognition · Computer Science 2012-03-08 Eduard Gabriel Băzăvan , Fuxin Li , Cristian Sminchisescu

In large-scale regression problems, random Fourier features (RFFs) have significantly enhanced the computational scalability and flexibility of Gaussian processes (GPs) by defining kernels through their spectral density, from which a finite…

Machine Learning · Computer Science 2024-06-05 Houston Warren , Rafael Oliveira , Fabio Ramos

In this paper, we propose a fast surrogate leverage weighted sampling strategy to generate refined random Fourier features for kernel approximation. Compared to the current state-of-the-art method that uses the leverage weighted scheme…

Machine Learning · Computer Science 2019-11-22 Fanghui Liu , Xiaolin Huang , Yudong Chen , Jie Yang , Johan A. K. Suykens

The kernel embedding algorithm is an important component for adapting kernel methods to large datasets. Since the algorithm consumes a major computation cost in the testing phase, we propose a novel teacher-learner framework of learning…

Machine Learning · Statistics 2017-12-08 Jianqiao Wangni , Jingwei Zhuo , Jun Zhu

Kernel methods give powerful, flexible, and theoretically grounded approaches to solving many problems in machine learning. The standard approach, however, requires pairwise evaluations of a kernel function, which can lead to scalability…

Machine Learning · Computer Science 2021-04-08 Danica J. Sutherland , Jeff Schneider
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