Related papers: A Structure-Preserving Kernel Method for Learning …
We focus on the distribution regression problem: regressing to a real-valued response from a probability distribution. Although there exist a large number of similarity measures between distributions, very little is known about their…
In nonparametric classification and regression problems, regularized kernel methods, in particular support vector machines, attract much attention in theoretical and in applied statistics. In an abstract sense, regularized kernel methods…
We present memory-efficient and scalable algorithms for kernel methods used in machine learning. Using hierarchical matrix approximations for the kernel matrix the memory requirements, the number of floating point operations, and the…
Most machine learning methods require tuning of hyper-parameters. For kernel ridge regression with the Gaussian kernel, the hyper-parameter is the bandwidth. The bandwidth specifies the length scale of the kernel and has to be carefully…
This paper carries out a large dimensional analysis of a variation of kernel ridge regression that we call \emph{centered kernel ridge regression} (CKRR), also known in the literature as kernel ridge regression with offset. This modified…
Robust estimation has played an important role in statistical and machine learning. However, its applications to functional linear regression are still under-developed. In this paper, we focus on Huber's loss with a diverging robustness…
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…
Bayesian model updating based on Gaussian Process (GP) models has received attention in recent years, which incorporates kernel-based GPs to provide enhanced fidelity response predictions. Although most kernel functions provide high fitting…
We consider the task of robust non-linear regression in the presence of both inlier noise and outliers. Assuming that the unknown non-linear function belongs to a Reproducing Kernel Hilbert Space (RKHS), our goal is to estimate the set of…
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…
Topological data analysis (TDA) is an emerging mathematical concept for characterizing shapes in complex data. In TDA, persistence diagrams are widely recognized as a useful descriptor of data, and can distinguish robust and noisy…
Gaussian processes provide a powerful probabilistic kernel learning framework, which allows learning high quality nonparametric regression models via methods such as Gaussian process regression. Nevertheless, the learning phase of Gaussian…
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…
The ever-growing size of the datasets renders well-studied learning techniques, such as Kernel Ridge Regression, inapplicable, posing a serious computational challenge. Divide-and-conquer is a common remedy, suggesting to split the dataset…
Recently nonparametric functional model with functional responses has been proposed within the functional reproducing kernel Hilbert spaces (fRKHS) framework. Motivated by its superior performance and also its limitations, we propose a…
We prove rates of convergence in the statistical sense for kernel-based least squares regression using a conjugate gradient algorithm, where regularization against overfitting is obtained by early stopping. This method is directly related…
In this paper, we study regression problems over a separable Hilbert space with the square loss, covering non-parametric regression over a reproducing kernel Hilbert space. We investigate a class of spectral/regularized algorithms,…
Least squares kernel based methods have been widely used in regression problems due to the simple implementation and good generalization performance. Among them, least squares support vector regression (LS-SVR) and extreme learning machine…
We derive simple closed-form estimates for the test risk and other generalization metrics of kernel ridge regression (KRR). Relative to prior work, our derivations are greatly simplified and our final expressions are more readily…
We introduce a nonparametric way to estimate the global probability density function for a random persistence diagram. Precisely, a kernel density function centered at a given persistence diagram and a given bandwidth is constructed. Our…