Related papers: On regularized Radon-Nikodym differentiation
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…
Regularized kernel methods such as support vector machines (SVM) and support vector regression (SVR) constitute a broad and flexible class of methods which are theoretically well investigated and commonly used in nonparametric…
In supervised learning using kernel methods, we often encounter a large-scale finite-sum minimization over a reproducing kernel Hilbert space (RKHS). Large-scale finite-sum problems can be solved using efficient variants of Newton method,…
This paper studies kernel Radon-Nikodym derivatives for the one-step shift of time-indexed positive definite kernels associated with random matrix products. The problem is to determine when the shifted kernel is dominated by the original…
Non-linear systems of differential equations have attracted the interest in fields like system biology, ecology or biochemistry, due to their flexibility and their ability to describe dynamical systems. Despite the importance of such models…
We introduce a novel conditional density estimation model termed the conditional density operator (CDO). It naturally captures multivariate, multimodal output densities and shows performance that is competitive with recent neural…
We study gradient-based regularization methods for neural networks. We mainly focus on two regularization methods: the total variation and the Tikhonov regularization. Applying these methods is equivalent to using neural networks to solve…
This paper addresses the problem of regression to reconstruct functions, which are observed with superimposed errors at random locations. We address the problem in reproducing kernel Hilbert spaces. It is demonstrated that the estimator,…
We analyse the convergence of sampling algorithms for functions in reproducing kernel Hilbert spaces (RKHS). To this end, we discuss approximation properties of kernel regression under minimalistic assumptions on both the kernel and the…
This article deals with error estimates for the finite element approximation of variational normal derivatives and, as a consequence, error estimates for the finite element approximation of Dirichlet boundary control problems with energy…
Conditional stability estimates require additional regularization for obtaining stable approximate solutions if the validity area of such estimates is not completely known. In this context, we consider ill-posed nonlinear inverse problems…
We propose a vector-valued regression problem whose solution is equivalent to the reproducing kernel Hilbert space (RKHS) embedding of the Bayesian posterior distribution. This equivalence provides a new understanding of kernel Bayesian…
For Machine Learning (ML) classification problem, where a vector of $\mathbf{x}$--observations (values of attributes) is mapped to a single $y$ value (class label), a generalized Radon--Nikodym type of solution is proposed.…
A histogram estimate of the Radon-Nikodym derivative of a probability measure with respect to a dominating measure is developed for binary sequences in $\{0,1\}^{\mathbb{N}}$. A necessary and sufficient condition for the consistency of the…
In this paper, we study regression problems over a separable Hilbert space with the square loss, covering non-parametric regression over a reproducing kernel Hilbert space. We investigate a class of spectral/regularized algorithms,…
We study recursive regularized learning algorithms in the reproducing kernel Hilbert space (RKHS) with non-stationary online data streams. We introduce the concept of random Tikhonov regularization path and decompose the tracking error of…
In this paper, we consider the coefficient-based regularized distribution regression which aims to regress from probability measures to real-valued responses over a reproducing kernel Hilbert space (RKHS), where the regularization is put on…
In this article, we study the convergence behavior of the regularization-based algorithm for solving the polynomial regression model when both input data and responses are from infinite-dimensional Hilbert spaces. We derive convergence…
We investigate a Tikhonov regularization scheme specifically tailored for shallow neural networks within the context of solving a classic inverse problem: approximating an unknown function and its derivatives within a unit cubic domain…
To overcome topological constraints and improve the expressiveness of normalizing flow architectures, Wu, K\"ohler and No\'e introduced stochastic normalizing flows which combine deterministic, learnable flow transformations with stochastic…