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We study a functional linear regression model that deals with functional responses and allows for both functional covariates and high-dimensional vector covariates. The proposed model is flexible and nests several functional regression…
We investigate robust nonparametric regression in the presence of heavy-tailed noise, where the hypothesis class may contain unbounded functions and robustness is ensured via a robust loss function $\ell_\sigma$. Using Huber regression as a…
Online forecasting under a changing environment has been a problem of increasing importance in many real-world applications. In this paper, we consider the meta-algorithm presented in \citet{zhang2017dynamic} combined with different…
This paper addresses the problem of approximating an unknown function from point evaluations. When obtaining these point evaluations is costly, minimising the required sample size becomes crucial, and it is unreasonable to reserve a…
Consider the problem: given the data pair $(\mathbf{x}, \mathbf{y})$ drawn from a population with $f_*(x) = \mathbf{E}[\mathbf{y} | \mathbf{x} = x]$, specify a neural network model and run gradient flow on the weights over time until…
We present a novel variation of online kernel machines in which we exploit a consensus based optimization mechanism to guide the evolution of decision functions drawn from a reproducing kernel Hilbert space, which efficiently models the…
In this work, we address optimization problems where the objective function is a nonlinear function of an expected value, i.e., compositional stochastic {strongly convex programs}. We consider the case where the decision variable is not…
We provide a new estimator of integral operators with smooth kernels, obtained from a set of scattered and noisy impulse responses. The proposed approach relies on the formalism of smoothing in reproducing kernel Hilbert spaces and on the…
This paper presents a new methodology, called AFSSEN, to simultaneously select significant predictors and produce smooth estimates in a high-dimensional function-on-scalar linear model with a sub-Gaussian errors. Outcomes are assumed to lie…
The paper describes an application of Aggregating Algorithm to the problem of regression. It generalizes earlier results concerned with plain linear regression to kernel techniques and presents an on-line algorithm which performs nearly as…
This paper addresses the covariate shift problem in the context of nonparametric regression within reproducing kernel Hilbert spaces (RKHSs). Covariate shift arises in supervised learning when the input distributions of the training and…
Kernel mean embeddings, a widely used technique in machine learning, map probability distributions to elements of a reproducing kernel Hilbert space (RKHS). For supervised learning problems, where input-output pairs are observed, the…
Online imitation learning is the problem of how best to mimic expert demonstrations, given access to the environment or an accurate simulator. Prior work has shown that in the infinite sample regime, exact moment matching achieves value…
We propose a hierarchical learning strategy aimed at generating sparse representations and associated models for large noisy datasets. The hierarchy follows from approximation spaces identified at successively finer scales. For promoting…
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…
Estimation of the mean and covariance functions is a fundamental problem in functional data analysis, particularly for discretely observed functional data. In this work, we study a regularization-based framework for estimating the mean and…
We study the approximation of a square-integrable function from a finite number of evaluations on a random set of nodes according to a well-chosen distribution. This is particularly relevant when the function is assumed to belong to a…
We study approximation and statistical learning properties of deep ReLU networks under structural assumptions that mitigate the curse of dimensionality. We prove minimax-optimal uniform approximation rates for $s$-H\"older smooth functions…
In this paper, we present a unified approach to function approximation in reproducing kernel Hilbert spaces (RKHS) that establishes a previously unrecognized optimality property for several well-known function approximation techniques, such…
For many machine learning problem settings, particularly with structured inputs such as sequences or sets of objects, a distance measure between inputs can be specified more naturally than a feature representation. However, most standard…