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In this article, we develop a kernel-based framework for constructing dynamic, pathdependent trading strategies under a mean-variance optimisation criterion. Building on the theoretical results of (Muca Cirone and Salvi, 2025), we…

Trading and Market Microstructure · Quantitative Finance 2025-07-16 Owen Futter , Nicola Muca Cirone , Blanka Horvath

We present a machine learning approach for model-independent new physics searches. The corresponding algorithm is powered by recent large-scale implementations of kernel methods, nonparametric learning algorithms that can approximate any…

High Energy Physics - Phenomenology · Physics 2022-10-17 Marco Letizia , Gianvito Losapio , Marco Rando , Gaia Grosso , Andrea Wulzer , Maurizio Pierini , Marco Zanetti , Lorenzo Rosasco

Applying machine learning to biological sequences - DNA, RNA and protein - has enormous potential to advance human health, environmental sustainability, and fundamental biological understanding. However, many existing machine learning…

Machine Learning · Statistics 2023-04-11 Alan Nawzad Amin , Eli Nathan Weinstein , Debora Susan Marks

Kernel continual learning by \citet{derakhshani2021kernel} has recently emerged as a strong continual learner due to its non-parametric ability to tackle task interference and catastrophic forgetting. Unfortunately its success comes at the…

Machine Learning · Computer Science 2021-12-28 Mohammad Mahdi Derakhshani , Xiantong Zhen , Ling Shao , Cees G. M. Snoek

Policy gradient methods have become a standard for training reinforcement learning agents in a scalable and efficient manner. However, they do not account for transition uncertainty, whereas learning robust policies can be computationally…

Machine Learning · Computer Science 2023-12-12 Navdeep Kumar , Esther Derman , Matthieu Geist , Kfir Levy , Shie Mannor

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

We propose a new, nonparametric approach to estimating the value function in reinforcement learning. This approach makes use of a recently developed representation of conditional distributions as functions in a reproducing kernel Hilbert…

Machine Learning · Computer Science 2012-10-19 Steffen Grünewälder , Luca Baldassarre , Massimiliano Pontil , Arthur Gretton , Guy Lever

Regression tasks, notably in safety-critical domains, require proper uncertainty quantification, yet the literature remains largely classification-focused. In this light, we introduce a family of measures for total, aleatoric, and epistemic…

Machine Learning · Computer Science 2025-10-30 Christopher Bülte , Yusuf Sale , Gitta Kutyniok , Eyke Hüllermeier

Kernels are often developed and used as implicit mapping functions that show impressive predictive power due to their high-dimensional feature space representations. In this study, we gradually construct a series of simple feature maps that…

Machine Learning · Computer Science 2020-07-20 Gurhan Ceylan , S. Ilker Birbil

We propose a general framework for policy representation for reinforcement learning tasks. This framework involves finding a low-dimensional embedding of the policy on a reproducing kernel Hilbert space (RKHS). The usage of RKHS based…

Machine Learning · Computer Science 2020-10-16 Bogdan Mazoure , Thang Doan , Tianyu Li , Vladimir Makarenkov , Joelle Pineau , Doina Precup , Guillaume Rabusseau

Kernel classifiers and regressors designed for structured data, such as sequences, trees and graphs, have significantly advanced a number of interdisciplinary areas such as computational biology and drug design. Typically, kernels are…

Machine Learning · Computer Science 2020-01-14 Hanjun Dai , Bo Dai , Le Song

Kernel mean embeddings have recently attracted the attention of the machine learning community. They map measures $\mu$ from some set $M$ to functions in a reproducing kernel Hilbert space (RKHS) with kernel $k$. The RKHS distance of two…

Machine Learning · Statistics 2019-12-18 Carl-Johann Simon-Gabriel , Bernhard Schölkopf

In this article, a novel approach to learning a complex function which can be written as the system of linear equations is introduced. This learning is grounded upon the observation that solving the system of linear equations by a…

Machine Learning · Computer Science 2018-10-23 Kar-Ann Toh

We develop a mathematical framework to address a broad class of metric and preference learning problems within a Hilbert space. We obtain a novel representer theorem for the simultaneous task of metric and preference learning. Our key…

Machine Learning · Computer Science 2025-10-28 Peyman Morteza

The success of kernel-based learning methods depend on the choice of kernel. Recently, kernel learning methods have been proposed that use data to select the most appropriate kernel, usually by combining a set of base kernels. We introduce…

Machine Learning · Computer Science 2011-12-21 Arash Afkanpour , Csaba Szepesvari , Michael Bowling

We extend the notion of Cantor-Kantorovich distance between Markov chains introduced by (Banse et al., 2023) in the context of Markov Decision Processes (MDPs). The proposed metric is well-defined and can be efficiently approximated given a…

Machine Learning · Computer Science 2024-07-12 Adrien Banse , Venkatraman Renganathan , Raphaël M. Jungers

There have been many proposals for algorithms segmenting human whole-body motion in the literature. However, the wide range of use cases, datasets, and quality measures that were used for the evaluation render the comparison of algorithms…

Robotics · Computer Science 2018-10-02 Christian R. G. Dreher , Nicklas Kulp , Christian Mandery , Mirko Wächter , Tamim Asfour

We propose a principled kernel-based policy iteration algorithm to solve the continuous-state Markov Decision Processes (MDPs). In contrast to most decision-theoretic planning frameworks, which assume fully known state transition models, we…

Robotics · Computer Science 2020-06-04 Junhong Xu , Kai Yin , Lantao Liu

This paper introduces kernel continual learning, a simple but effective variant of continual learning that leverages the non-parametric nature of kernel methods to tackle catastrophic forgetting. We deploy an episodic memory unit that…

Machine Learning · Computer Science 2021-07-16 Mohammad Mahdi Derakhshani , Xiantong Zhen , Ling Shao , Cees G. M. Snoek

In order for the predicted interactions to be directly adopted by biologists, the ma- chine learning predictions have to be of high precision, regardless of recall. This aspect cannot be evaluated or numerically represented well by…

Machine Learning · Computer Science 2015-11-09 Haohan Wang , Madhavi K. Ganapathiraju