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Recent work has developed Bayesian methods for the automatic statistical analysis and description of single time series as well as of homogeneous sets of time series data. We extend prior work to create an interpretable kernel embedding for…

Machine Learning · Computer Science 2019-08-27 Andre T. Nguyen , Edward Raff

Bayesian inference problems require sampling or approximating high-dimensional probability distributions. The focus of this paper is on the recently introduced Stein variational gradient descent methodology, a class of algorithms that rely…

Machine Learning · Statistics 2023-02-14 A. Duncan , N. Nuesken , L. Szpruch

Most machine learning algorithms, such as classification or regression, treat the individual data point as the object of interest. Here we consider extending machine learning algorithms to operate on groups of data points. We suggest…

Machine Learning · Computer Science 2021-01-15 Danica J. Sutherland , Liang Xiong , Barnabás Póczos , Jeff Schneider

We propose an (offline) multi-dimensional distributional reinforcement learning framework (KE-DRL) that leverages Hilbert space mappings to estimate the kernel mean embedding of the multi-dimensional value distribution under a proposed…

Machine Learning · Computer Science 2026-01-28 Mehrdad Mohammadi , Qi Zheng , Ruoqing Zhu

Polynomial kernel regression is one of the standard and state-of-the-art learning strategies. However, as is well known, the choices of the degree of polynomial kernel and the regularization parameter are still open in the realm of model…

Machine Learning · Computer Science 2023-06-14 Shaobo Lin , Xingping Sun , Zongben Xu , Jinshan Zeng

This paper reviews the checkered history of predictive distributions in statistics and discusses two developments, one from recent literature and the other new. The first development is bringing predictive distributions into machine…

Machine Learning · Computer Science 2017-10-25 Vladimir Vovk , Ilia Nouretdinov , Valery Manokhin , Alex Gammerman

In this paper, we establish minimax optimal rates of convergence for prediction in a semi-functional linear model that consists of a functional component and a less smooth nonparametric component. Our results reveal that the smoother…

Statistics Theory · Mathematics 2021-11-01 Keli Guo , Jun Fan , Lixing Zhu

We introduce a regularization loss based on kernel mean embeddings with rotation-invariant kernels on the hypersphere (also known as dot-product kernels) for self-supervised learning of image representations. Besides being fully competitive…

Computer Vision and Pattern Recognition · Computer Science 2023-03-09 Léon Zheng , Gilles Puy , Elisa Riccietti , Patrick Pérez , Rémi Gribonval

The accuracy and complexity of machine learning algorithms based on kernel optimization are limited by the set of kernels over which they are able to optimize. An ideal set of kernels should: admit a linear parameterization (for…

Machine Learning · Computer Science 2020-06-16 Brendon K. Colbert , Matthew M. Peet

To accelerate kernel methods, we propose a near input sparsity time algorithm for sampling the high-dimensional feature space implicitly defined by a kernel transformation. Our main contribution is an importance sampling method for…

Data Structures and Algorithms · Computer Science 2020-07-15 David P. Woodruff , Amir Zandieh

This survey is an introduction to positive definite kernels and the set of methods they have inspired in the machine learning literature, namely kernel methods. We first discuss some properties of positive definite kernels as well as…

Machine Learning · Statistics 2009-12-04 Marco Cuturi

Kernel ridge regression is an important nonparametric method for estimating smooth functions. We introduce a new set of conditions, under which the actual rates of convergence of the kernel ridge regression estimator under both the L_2 norm…

Statistics Theory · Mathematics 2020-01-03 Rui Tuo , Yan Wang , C. F. Jeff Wu

Kernel based methods provide a way to reconstruct potentially high-dimensional functions from meshfree samples, i.e., sampling points and corresponding target values. A crucial ingredient for this to be successful is the distribution of the…

Numerical Analysis · Mathematics 2021-05-19 Tizian Wenzel , Gabriele Santin , Bernard Haasdonk

Kernel methods for deconvolution have attractive features, and prevail in the literature. However, they have disadvantages, which include the fact that they are usually suitable only for cases where the error distribution is infinitely…

Statistics Theory · Mathematics 2009-09-29 Peter Hall , Alexander Meister

This paper studies some robust regression problems associated with the $q$-norm loss ($q\ge1$) and the $\epsilon$-insensitive $q$-norm loss in the reproducing kernel Hilbert space. We establish a variance-expectation bound under a priori…

Statistics Theory · Mathematics 2017-01-10 Ting Hu , Yuan Yao

Random Fourier features (RFFs) provide a promising way for kernel learning in a spectral case. Current RFFs-based kernel learning methods usually work in a two-stage way. In the first-stage process, learning the optimal feature map is often…

Machine Learning · Computer Science 2024-01-17 Kun Fang , Fanghui Liu , Xiaolin Huang , Jie Yang

Recent research in the theory of overparametrized learning has sought to establish generalization guarantees in the interpolating regime. Such results have been established for a few common classes of methods, but so far not for ensemble…

Machine Learning · Statistics 2022-05-20 Yutong Wang , Clayton D. Scott

Doubly stochastic learning algorithms are scalable kernel methods that perform very well in practice. However, their generalization properties are not well understood and their analysis is challenging since the corresponding learning…

Machine Learning · Statistics 2018-03-12 Junhong Lin , Lorenzo Rosasco

This paper reviews the functional aspects of statistical learning theory. The main point under consideration is the nature of the hypothesis set when no prior information is available but data. Within this framework we first discuss about…

Machine Learning · Statistics 2016-11-25 Stephane Canu , Xavier Mary , Alain Rakotomamonjy

Regularized empirical risk minimization using kernels and their corresponding reproducing kernel Hilbert spaces (RKHSs) plays an important role in machine learning. However, the actually used kernel often depends on one or on a few…

Machine Learning · Statistics 2017-09-25 Andreas Christmann , Daohong Xiang , Ding-Xuan Zhou
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