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In this article, we develop a kernel-based framework for constructing dynamic, pathdependent trading strategies under a mean-variance optimisation criterion. Building on the theoretical results of (Muca Cirone and Salvi, 2025), we…

Trading and Market Microstructure · Quantitative Finance 2025-07-16 Owen Futter , Nicola Muca Cirone , Blanka Horvath

In this work, we investigate the generalization properties of random feature methods. Our analysis extends prior results for Tikhonov regularization to a broad class of spectral regularization techniques and further generalizes the setting…

Machine Learning · Statistics 2026-03-03 Mike Nguyen , Nicole Mücke

Deep learning has shown promising results in many machine learning applications. The hierarchical feature representation built by deep networks enable compact and precise encoding of the data. A kernel analysis of the trained deep networks…

Machine Learning · Computer Science 2017-03-22 Mandar Kulkarni , Shirish Karande

This paper introduces algorithms to select/design kernels in Gaussian process regression/kriging surrogate modeling techniques. We adopt the setting of kernel method solutions in ad hoc functional spaces, namely Reproducing Kernel Hilbert…

Machine Learning · Statistics 2022-09-07 Jean-Luc Akian , Luc Bonnet , Houman Owhadi , Éric Savin

Deep Operator Networks (DeepONets) provide a branch-trunk neural architecture for approximating nonlinear operators acting between function spaces. In the classical operator approximation framework, the input is a function $u\in C(K_1)$…

Machine Learning · Computer Science 2026-03-13 Vugar Ismailov

Generative adversarial networks (GANs) are designed with the help of min-max optimization problems that are solved with stochastic gradient-type algorithms which are known to be non-robust. In this work we revisit a non-adversarial method…

Machine Learning · Computer Science 2018-11-26 Kalliopi Basioti , George V. Moustakides , Emmanouil Z. Psarakis

This paper considers the design of nonlinear data-enabled predictive control (DeePC) using kernel functions. Compared with existing methods that use kernels to parameterize multi-step predictors for nonlinear DeePC, we adopt a novel,…

Optimization and Control · Mathematics 2025-01-30 Thomas de Jong , Siep Weiland , Mircea Lazar

Inverse problems and, in particular, inferring unknown or latent parameters from data are ubiquitous in engineering simulations. A predominant viewpoint in identifying unknown parameters is Bayesian inference where both prior information…

Computation · Statistics 2022-08-31 Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

Deep learning's successes are often attributed to its ability to automatically discover new representations of the data, rather than relying on handcrafted features like other learning methods. We show, however, that deep networks learned…

Machine Learning · Computer Science 2020-12-02 Pedro Domingos

Pairwise learning usually refers to a learning task which involves a loss function depending on pairs of examples, among which most notable ones include ranking, metric learning and AUC maximization. In this paper, we study an online…

Machine Learning · Statistics 2015-02-26 Yiming Ying , Ding-Xuan Zhou

One of the major breakthroughs in deep learning over the past five years has been the Generative Adversarial Network (GAN), a neural network-based generative model which aims to mimic some underlying distribution given a dataset of samples.…

Machine Learning · Computer Science 2020-06-23 Yeojoon Youn , Neil Thistlethwaite , Sang Keun Choe , Jacob Abernethy

We present a novel diffusion scheme for online kernel-based learning over networks. So far, a major drawback of any online learning algorithm, operating in a reproducing kernel Hilbert space (RKHS), is the need for updating a growing number…

Machine Learning · Computer Science 2018-03-14 Pantelis Bouboulis , Symeon Chouvardas , Sergios Theodoridis

The Monte Carlo-type Neural Operator (MCNO) introduces a framework for learning solution operators of one-dimensional partial differential equations (PDEs) by directly learning the kernel function and approximating the associated integral…

Machine Learning · Computer Science 2025-12-04 Salah Eddine Choutri , Prajwal Chauhan , Othmane Mazhar , Saif Eddin Jabari

Higher-order learning is fundamentally rooted in exploiting compositional features. It clearly hinges on enriching the representation by more elaborate interactions of the data which, in turn, tends to increase the model complexity of…

Computer Vision and Pattern Recognition · Computer Science 2026-04-17 Haoyu Yun , Hamid Krim , Yufang Bao

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

Neural operators can learn nonlinear mappings between function spaces and offer a new simulation paradigm for real-time prediction of complex dynamics for realistic diverse applications as well as for system identification in science and…

Computational Physics · Physics 2022-03-23 Lu Lu , Xuhui Meng , Shengze Cai , Zhiping Mao , Somdatta Goswami , Zhongqiang Zhang , George Em Karniadakis

We present a novel property-preserving kernel-based operator learning method for incompressible flows governed by the incompressible Navier--Stokes equations. Traditional numerical solvers incur significant computational costs to respect…

Fluid Dynamics · Physics 2026-04-16 Ramansh Sharma , Matthew Lowery , Houman Owhadi , Varun Shankar

Obtaining reliable, adaptive confidence sets for prediction functions (hypotheses) is a central challenge in sequential decision-making tasks, such as bandits and model-based reinforcement learning. These confidence sets typically rely on…

Machine Learning · Statistics 2022-06-20 Parnian Kassraie , Jonas Rothfuss , Andreas Krause

We propose a new decentralized robust kernel-based learning algorithm within the framework of reproducing kernel Hilbert spaces (RKHSs) by utilizing a networked system that can be represented as a connected graph. The robust loss function…

Machine Learning · Computer Science 2025-08-18 Zhan Yu , Zhongjie Shi , Ding-Xuan Zhou

We propose a kernel-spectral embedding algorithm for learning low-dimensional nonlinear structures from high-dimensional and noisy observations, where the datasets are assumed to be sampled from an intrinsically low-dimensional manifold and…

Machine Learning · Statistics 2023-07-07 Xiucai Ding , Rong Ma
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