Related papers: Kernel-based function learning in dynamic and non …
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…
We propose a new method for input variable selection in nonlinear regression. The method is embedded into a kernel regression machine that can model general nonlinear functions, not being a priori limited to additive models. This is the…
The potential impact of autonomous robots on everyday life is evident in emerging applications such as precision agriculture, search and rescue, and infrastructure inspection. However, such applications necessitate operation in unknown and…
In learning-to-learn the goal is to infer a learning algorithm that works well on a class of tasks sampled from an unknown meta distribution. In contrast to previous work on batch learning-to-learn, we consider a scenario where tasks are…
We propose statistical inferential procedures for panel data models with interactive fixed effects in a kernel ridge regression framework.Compared with traditional sieve methods, our method is automatic in the sense that it does not require…
We propose an adaptive scheme for distributed learning of nonlinear functions by a network of nodes. The proposed algorithm consists of a local adaptation stage utilizing multiple kernels with projections onto hyperslabs and a diffusion…
We study the problem of estimating the derivatives of a regression function, which has a wide range of applications as a key nonparametric functional of unknown functions. Standard analysis may be tailored to specific derivative orders, and…
Existing statistical learning guarantees for general kernel regressors often yield loose bounds when used with finite-rank kernels. Yet, finite-rank kernels naturally appear in several machine learning problems, e.g.\ when fine-tuning a…
Stationary Random Functions have been successfully applied in geostatistical applications for decades. In some instances, the assumption of a homogeneous spatial dependence structure across the entire domain of interest is unrealistic. A…
The problem of learning functions over spaces of probabilities - or distribution regression - is gaining significant interest in the machine learning community. A key challenge behind this problem is to identify a suitable representation…
We propose an algorithm for non-stationary kernel bandits that does not require prior knowledge of the degree of non-stationarity. The algorithm follows randomized strategies obtained by solving optimization problems that balance…
The method of occupation kernels has been used to learn ordinary differential equations from data in a non-parametric way. We propose a two-step method for learning the drift and diffusion of a stochastic differential equation given…
Consider the classical supervised learning problem: we are given data $(y_i,{\boldsymbol x}_i)$, $i\le n$, with $y_i$ a response and ${\boldsymbol x}_i\in {\mathcal X}$ a covariates vector, and try to learn a model $f:{\mathcal…
We investigate sample-based learning of conditional distributions on multi-dimensional unit boxes, allowing for different dimensions of the feature and target spaces. Our approach involves clustering data near varying query points in the…
We propose a data-driven approach to quantify the uncertainty of models constructed by kernel methods. Our approach minimizes the needed distributional assumptions, hence, instead of working with, for example, Gaussian processes or…
In this paper we investigate the problem of learning an unknown bounded function. We be emphasize special cases where it is possible to provide very simple (in terms of computation) estimates enjoying in addition the property of being…
Function approximation has been an indispensable component in modern reinforcement learning algorithms designed to tackle problems with large state spaces in high dimensions. This paper reviews recent results on error analysis for these…
We revisit the classical problem of comparing regression functions, a fundamental question in statistical inference with broad relevance to modern applications such as data integration, transfer learning, and causal inference. Existing…
We study contextual bandits with finitely many actions in which the reward of each arm follows a single-index model with an arm-specific index parameter and an unknown nonparametric link function. We consider a regime in which arms…
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…