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Related papers: Multi-view Kernel PCA for Time series Forecasting

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We propose Kernel Predictive Control (KPC), a learning-based predictive control strategy that enjoys deterministic guarantees of safety. Noise-corrupted samples of the unknown system dynamics are used to learn several models through the…

Systems and Control · Electrical Eng. & Systems 2020-11-24 Emilio T. Maddalena , Paul Scharnhorst , Yuning Jiang , Colin N. Jones

A system with many degrees of freedom can be characterized by a covariance matrix; principal components analysis (PCA) focuses on the eigenvalues of this matrix, hoping to find a lower dimensional description. But when the spectrum is…

Biological Physics · Physics 2017-04-26 Serena Bradde , William Bialek

Principal Component Analysis (PCA) finds a linear mapping and maximizes the variance of the data which makes PCA sensitive to outliers and may cause wrong eigendirection. In this paper, we propose techniques to solve this problem; we use…

Artificial Intelligence · Computer Science 2012-07-03 Peratham Wiriyathammabhum , Boonserm Kijsirikul

We propose a new method for input variable selection in nonlinear regression. The method is embedded into a kernel regression machine that can model general nonlinear functions, not being a priori limited to additive models. This is the…

Machine Learning · Computer Science 2018-09-05 Magda Gregorová , Jason Ramapuram , Alexandros Kalousis , Stéphane Marchand-Maillet

Time series forecasting presents significant challenges in real-world applications across various domains. Building upon the decomposition of the time series, we enhance the architecture of machine learning models for better multivariate…

Machine Learning · Computer Science 2026-02-24 Sanjeev Panta , Xu Yuan , Li Chen , Nian-Feng Tzeng

Multivariate time series prediction has applications in a wide variety of domains and is considered to be a very challenging task, especially when the variables have correlations and exhibit complex temporal patterns, such as seasonality…

Machine Learning · Computer Science 2020-01-07 Yuya Jeremy Ong , Mu Qiao , Divyesh Jadav

Conventional vision algorithms adopt a single type of feature or a simple concatenation of multiple features, which is always represented in a high-dimensional space. In this paper, we propose a novel unsupervised spectral embedding…

Computer Vision and Pattern Recognition · Computer Science 2015-08-05 Mengyang Yu , Li Liu , Ling Shao

Principal component analysis (PCA) is a well-established method commonly used to explore and visualise data. A classical PCA model is the fixed effect model where data are generated as a fixed structure of low rank corrupted by noise. Under…

Methodology · Statistics 2013-05-13 Marie Verbanck , Julie Josse , François Husson

Kernel Principal Component Analysis (KPCA) is a key machine learning algorithm for extracting nonlinear features from data. In the presence of a large volume of high dimensional data collected in a distributed fashion, it becomes very…

Machine Learning · Computer Science 2016-02-16 Maria-Florina Balcan , Yingyu Liang , Le Song , David Woodruff , Bo Xie

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

Principal component analysis (PCA) is a dimensionality reduction method in data analysis that involves diagonalizing the covariance matrix of the dataset. Recently, quantum algorithms have been formulated for PCA based on diagonalizing a…

Quantum Physics · Physics 2022-10-26 Max Hunter Gordon , M. Cerezo , Lukasz Cincio , Patrick J. Coles

Motivated by the recently shown connection between self-attention and (kernel) principal component analysis (PCA), we revisit the fundamentals of PCA. Using the difference-of-convex (DC) framework, we present several novel formulations and…

Machine Learning · Computer Science 2025-10-22 Jan Quan , Johan Suykens , Panagiotis Patrinos

Lithography is fundamental to integrated circuit fabrication, necessitating large computation overhead. The advancement of machine learning (ML)-based lithography models alleviates the trade-offs between manufacturing process expense and…

Computer Vision and Pattern Recognition · Computer Science 2023-04-11 Guojin Chen , Zehua Pei , Haoyu Yang , Yuzhe Ma , Bei Yu , Martin D. F. Wong

Learning complex time series forecasting models usually requires a large amount of data, as each model is trained from scratch for each task/data set. Leveraging learning experience with similar datasets is a well-established technique for…

Machine Learning · Computer Science 2022-08-19 Lukas Brinkmeyer , Rafael Rego Drumond , Johannes Burchert , Lars Schmidt-Thieme

This paper tackles the problem of selecting among several linear estimators in non-parametric regression; this includes model selection for linear regression, the choice of a regularization parameter in kernel ridge regression, spline…

Statistics Theory · Mathematics 2011-09-15 Sylvain Arlot , Francis Bach

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

The paper describes an application of Aggregating Algorithm to the problem of regression. It generalizes earlier results concerned with plain linear regression to kernel techniques and presents an on-line algorithm which performs nearly as…

Machine Learning · Computer Science 2012-07-19 Alex Gammerman , Yuri Kalnishkan , Vladimir Vovk

Multivariate time series prediction is widely used in daily life, which poses significant challenges due to the complex correlations that exist at multi-grained levels. Unfortunately, the majority of current time series prediction models…

Machine Learning · Computer Science 2024-05-31 Zhicheng Chen , Xi Xiao , Ke Xu , Zhong Zhang , Yu Rong , Qing Li , Guojun Gan , Zhiqiang Xu , Peilin Zhao

Mode decomposition is a prototypical pattern recognition problem that can be addressed from the (a priori distinct) perspectives of numerical approximation, statistical inference and deep learning. Could its analysis through these combined…

Machine Learning · Statistics 2020-08-07 Houman Owhadi , Clint Scovel , Gene Ryan Yoo

Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…

Machine Learning · Computer Science 2024-05-14 Abishek Sriramulu , Christoph Bergmeir , Slawek Smyl
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