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Convergence of a projected stochastic gradient algorithm is demonstrated for convex objective functionals with convex constraint sets in Hilbert spaces. In the convex case, the sequence of iterates ${u_n}$ converges weakly to a point in the…

Optimization and Control · Mathematics 2019-10-01 Caroline Geiersbach , Georg Pflug

In this paper we present a nonparametric method for extending functional regression methodology to the situation where more than one functional covariate is used to predict a functional response. Borrowing the idea from Kadri et al.…

Machine Learning · Statistics 2013-01-16 Hachem Kadri , Philippe Preux , Emmanuel Duflos , Stéphane Canu

In statistical learning, identifying underlying structures of true target functions based on observed data plays a crucial role to facilitate subsequent modeling and analysis. Unlike most of those existing methods that focus on some…

Machine Learning · Statistics 2021-05-04 Xin He , Yeheng Ge , Xingdong Feng

Linear autoregressive models serve as basic representations of discrete time stochastic processes. Different attempts have been made to provide non-linear versions of the basic autoregressive process, including different versions based on…

Machine Learning · Statistics 2016-03-17 Edgar A. Valencia , Mauricio A. Álvarez

Covariate shift occurs prevalently in practice, where the input distributions of the source and target data are substantially different. Despite its practical importance in various learning problems, most of the existing methods only focus…

Machine Learning · Statistics 2023-10-20 Xingdong Feng , Xin He , Caixing Wang , Chao Wang , Jingnan Zhang

Stochastic gradient descent algorithms for training linear and kernel predictors are gaining more and more importance, thanks to their scalability. While various methods have been proposed to speed up their convergence, the model selection…

Machine Learning · Computer Science 2014-06-17 Francesco Orabona

We study a reproducing kernel Hilbert space of functions defined on the positive integers and associated to the binomial coefficients. We introduce two transforms, which allow us to develop a related harmonic analysis in this Hilbert space.…

Complex Variables · Mathematics 2014-12-19 Daniel Alpay , Palle Jorgensen

We present a description of the function space and the smoothness class associated with a convolutional network using the machinery of reproducing kernel Hilbert spaces. We show that the mapping associated with a convolutional network…

Machine Learning · Statistics 2020-11-17 Meyer Scetbon , Zaid Harchaoui

We consider the problem of estimating the autocorrelation operator of an autoregressive Hilbertian process. By means of a Tikhonov approach, we establish a general result that yields the convergence rate of the estimated autocorrelation…

Statistics Theory · Mathematics 2022-06-09 Alessia Caponera , Victor M. Panaretos

In this paper we propose a distributed dual gradient algorithm for minimizing linearly constrained separable convex problems and analyze its rate of convergence. In particular, we prove that under the assumption of strong convexity and…

Optimization and Control · Mathematics 2014-10-01 Ion Necoara , Valentin Nedelcu

Kernel methods, being supported by a well-developed theory and coming with efficient algorithms, are among the most popular and successful machine learning techniques. From a mathematical point of view, these methods rest on the concept of…

Machine Learning · Statistics 2023-03-20 Christian Fiedler , Michael Herty , Michael Rom , Chiara Segala , Sebastian Trimpe

A linear multiple regression model in function spaces is formulated, under temporal correlated errors. This formulation involves kernel regressors. A generalized least-squared regression parameter estimator is derived. Its asymptotic…

Statistics Theory · Mathematics 2018-08-07 M. D. Ruiz-Medina , D. Miranda , R. M. Espejo

Depth measures are powerful tools for defining level sets in emerging, non--standard, and complex random objects such as high-dimensional multivariate data, functional data, and random graphs. Despite their favorable theoretical properties,…

This paper develops a novel mathematical framework for collaborative learning by means of geometrically inspired kernel machines which includes statements on the bounds of generalisation and approximation errors, and sample complexity. For…

In this paper, we investigate the supremum-norm generalization error and the uniform inference for a specific class of kernel regression methods, namely the kernel gradient flows. Under the widely adopted capacity-source condition framework…

Statistics Theory · Mathematics 2026-05-08 Yuqian Cheng , Zhuo Chen , Qian Lin

We discuss how to define a kernel for Signal Temporal Logic (STL) formulae. Such a kernel allows us to embed the space of formulae into a Hilbert space, and opens up the use of kernel-based machine learning algorithms in the context of STL.…

Machine Learning · Computer Science 2020-09-14 Luca Bortolussi , Giuseppe Maria Gallo , Laura Nenzi

In this paper, we study the estimation and inference of change points under a functional linear regression model with changes in the slope function. We present a novel Functional Regression Binary Segmentation (FRBS) algorithm which is…

Methodology · Statistics 2026-02-02 Shivam Kumar , Haotian Xu , Haeran Cho , Daren Wang

We show that the herding procedure of Welling (2009) takes exactly the form of a standard convex optimization algorithm--namely a conditional gradient algorithm minimizing a quadratic moment discrepancy. This link enables us to invoke…

Machine Learning · Computer Science 2012-09-12 Francis Bach , Simon Lacoste-Julien , Guillaume Obozinski

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

This paper studies convergence rates for some value function approximations that arise in a collection of reproducing kernel Hilbert spaces (RKHS) $H(\Omega)$. By casting an optimal control problem in a specific class of native spaces,…

Systems and Control · Electrical Eng. & Systems 2023-11-20 Ali Bouland , Shengyuan Niu , Sai Tej Paruchuri , Andrew Kurdila , John Burns , Eugenio Schuster