Related papers: Koopman Kernel Regression
Multidimensional function data arise from many fields nowadays. The covariance function plays an important role in the analysis of such increasingly common data. In this paper, we propose a novel nonparametric covariance function estimation…
Offline reinforcement learning leverages large datasets to train policies without interactions with the environment. The learned policies may then be deployed in real-world settings where interactions are costly or dangerous. Current…
The Koopman operator has recently garnered much attention for its value in dynamical systems analysis and data-driven model discovery. However, its application has been hindered by the computational complexity of extended dynamic mode…
Hopfield networks using Hebbian learning suffer from limited storage capacity. While supervised methods like Linear Logistic Regression (LLR) offer some improvement, kernel methods like Kernel Logistic Regression (KLR) significantly enhance…
The mathematical properties and data-driven learning of the Koopman operator, which represents nonlinear dynamics as a linear mapping on a properly defined functional spaces, have become key problems in nonlinear system identification and…
Koopman operator theory, a powerful framework for discovering the underlying dynamics of nonlinear dynamical systems, was recently shown to be intimately connected with neural network training. In this work, we take the first steps in…
Many dimensionality and model reduction techniques rely on estimating dominant eigenfunctions of associated dynamical operators from data. Important examples include the Koopman operator and its generator, but also the Schr\"odinger…
Distributionally robust optimization (DRO) is a powerful tool for decision making under uncertainty. It is particularly appealing because of its ability to leverage existing data. However, many practical problems call for decision-making…
Koopman representations aim to learn features of nonlinear dynamical systems (NLDS) which lead to linear dynamics in the latent space. Theoretically, such features can be used to simplify many problems in modeling and control of NLDS. In…
Forecasting physical systems over long horizons from irregularly sampled observations demands models that are stable, computationally efficient, and free of fixed-timestep assumptions. We address this with a continuous-time Koopman…
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…
We present a general nonlinear Bayesian filter for high-dimensional state estimation using the theory of reproducing kernel Hilbert space (RKHS). Applying kernel method and the representer theorem to perform linear quadratic estimation in a…
These notes provide a self-contained introduction to kernel methods and their geometric foundations in machine learning. Starting from the construction of Hilbert spaces, we develop the theory of positive definite kernels, reproducing…
We propose a novel Bayesian methodology for inference in functional linear and logistic regression models based on the theory of reproducing kernel Hilbert spaces (RKHS's). We introduce general models that build upon the RKHS generated by…
Sparked by the Willems' fundamental lemma, a class of data-driven control methods has been developed for LTI systems. At the same time, the Koopman operator theory attempts to cast a nonlinear control problem into a standard linear one…
This manuscript revisits theoretical assumptions concerning dynamic mode decomposition (DMD) of Koopman operators, including the existence of lattices of eigenfunctions, common eigenfunctions between Koopman operators, and boundedness and…
A model for the prediction of functional time series is introduced, where observations are assumed to be continuous random functions. We model the dependence of the data with a nonstandard autoregressive structure, motivated in terms of the…
Data-driven approximations of the infinite-dimensional Koopman operator rely on finite-dimensional projections, where the predictive accuracy of the resulting models hinges heavily on the invariance of the chosen subspace. Subspace pruning…
Koopman operators provide tractable means of learning linear approximations of non-linear dynamics. Many approaches have been proposed to find these operators, typically based upon approximations using an a-priori fixed class of models.…
Kernel methods form a theoretically-grounded, powerful and versatile framework to solve nonlinear problems in signal processing and machine learning. The standard approach relies on the \emph{kernel trick} to perform pairwise evaluations of…