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The paper considers nonparametric kernel density/regression estimation from a stochastic optimization point of view. The estimation problem is represented through a family of stochastic optimization problems. Recursive constrained…

Statistics Theory · Mathematics 2024-09-05 Vladimir Norkin , Vladimir Kirilyuk

Empirical observation of high dimensional phenomena, such as the double descent behaviour, has attracted a lot of interest in understanding classical techniques such as kernel methods, and their implications to explain generalization…

We present an operator-free, measure-theoretic approach to the conditional mean embedding (CME) as a random variable taking values in a reproducing kernel Hilbert space. While the kernel mean embedding of unconditional distributions has…

Machine Learning · Computer Science 2021-01-11 Junhyung Park , Krikamol Muandet

Kernel ridge regression (KRR) is widely used for nonparametric regression over reproducing kernel Hilbert spaces. It offers powerful modeling capabilities at the cost of significant computational costs, which typically require $O(n^3)$…

Methodology · Statistics 2024-03-18 Xiaowu Dai , Huiying Zhong

We focus on kernel methods for set-valued inputs and their application to Bayesian set optimization, notably combinatorial optimization. We investigate two classes of set kernels that both rely on Reproducing Kernel Hilbert Space…

Machine Learning · Statistics 2020-03-11 Poompol Buathong , David Ginsbourger , Tipaluck Krityakierne

Many machine learning tasks, such as learning with invariance and policy evaluation in reinforcement learning, can be characterized as problems of learning from conditional distributions. In such problems, each sample $x$ itself is…

Machine Learning · Computer Science 2017-01-03 Bo Dai , Niao He , Yunpeng Pan , Byron Boots , Le Song

We address the problem of causal effect estimation in the presence of unobserved confounding, but where proxies for the latent confounder(s) are observed. We propose two kernel-based methods for nonlinear causal effect estimation in this…

Learning with limited data is one of the biggest problems of machine learning. Current approaches to this issue consist in learning general representations from huge amounts of data before fine-tuning the model on a small dataset of…

Machine Learning · Computer Science 2023-02-22 Grégoire Mialon

We consider the regret minimization problem in reinforcement learning (RL) in the episodic setting. In many real-world RL environments, the state and action spaces are continuous or very large. Existing approaches establish regret…

Machine Learning · Computer Science 2022-06-29 Sayak Ray Chowdhury , Rafael Oliveira

In this paper, we study the problem of early stopping for iterative learning algorithms in a reproducing kernel Hilbert space (RKHS) in the nonparametric regression framework. In particular, we work with the gradient descent and (iterative)…

Machine Learning · Statistics 2024-11-26 Yaroslav Averyanov , Alain Celisse

Over the last decade, an approach that has gained a lot of popularity to tackle nonparametric testing problems on general (i.e., non-Euclidean) domains is based on the notion of reproducing kernel Hilbert space (RKHS) embedding of…

Statistics Theory · Mathematics 2024-05-03 Omar Hagrass , Bharath K. Sriperumbudur , Bing Li

The consistency of a learning method is usually established under the assumption that the observations are a realization of an independent and identically distributed (i.i.d.) or mixing process. Yet, kernel methods such as support vector…

Machine Learning · Computer Science 2024-06-11 Pierre-François Massiani , Sebastian Trimpe , Friedrich Solowjow

Given additional distributional information in the form of moment restrictions, kernel density and distribution function estimators with implied generalised empirical likelihood probabilities as weights achieve a reduction in variance due…

Methodology · Statistics 2019-10-08 Vitaliy Oryshchenko , Richard J. Smith

Kernel methods, particularly kernel ridge regression (KRR), are time-proven, powerful nonparametric regression techniques known for their rich capacity, analytical simplicity, and computational tractability. The analysis of their predictive…

Statistics Theory · Mathematics 2025-09-23 Xin Bing , Xin He , Chao Wang

The use of neural networks has been very successful in a wide variety of applications. However, it has recently been observed that it is difficult to generalize the performance of neural networks under the condition of distributional shift.…

Computational Finance · Quantitative Finance 2022-09-20 Dangxing Chen

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

In this paper we introduce a kernel-based measure for detecting differences between two conditional distributions. Using the `kernel trick' and nearest-neighbor graphs, we propose a consistent estimate of this measure which can be computed…

Methodology · Statistics 2024-08-30 Anirban Chatterjee , Ziang Niu , Bhaswar B. Bhattacharya

Conditional kernel mean embeddings are nonparametric models that encode conditional expectations in a reproducing kernel Hilbert space. While they provide a flexible and powerful framework for probabilistic inference, their performance is…

Machine Learning · Statistics 2018-11-09 Kelvin Hsu , Richard Nock , Fabio Ramos

We study generalization properties of distributed algorithms in the setting of nonparametric regression over a reproducing kernel Hilbert space (RKHS). We first investigate distributed stochastic gradient methods (SGM), with mini-batches…

Machine Learning · Statistics 2018-11-06 Junhong Lin , Volkan Cevher

Classical linear metric learning methods have recently been extended along two distinct lines: deep metric learning methods for learning embeddings of the data using neural networks, and Bregman divergence learning approaches for extending…

Machine Learning · Computer Science 2020-05-07 Kubra Cilingir , Rachel Manzelli , Brian Kulis