Related papers: Error Bounds for a Kernel-Based Constrained Optima…
The reproducing kernel Hilbert space (RKHS) embedding method is a recently introduced estimation approach that seeks to identify the unknown or uncertain function in the governing equations of a nonlinear set of ordinary differential…
Non-conservative uncertainty bounds are essential for making reliable predictions about latent functions from noisy data, and thus, a key enabler for safe learning-based control. In this domain, kernel methods such as Gaussian process…
We consider the problem of optimising functions in the reproducing kernel Hilbert space (RKHS) of a Mat\'ern kernel with smoothness parameter $\nu$ over the domain $[0,1]^d$ under noisy bandit feedback. Our contribution, the $\pi$-GP-UCB…
Reproducing kernel Hilbert spaces (RKHSs) are key elements of many non-parametric tools successfully used in signal processing, statistics, and machine learning. In this work, we aim to address three issues of the classical RKHS based…
In this paper, an online learning algorithm is proposed as sequential stochastic approximation of a regularization path converging to the regression function in reproducing kernel Hilbert spaces (RKHSs). We show that it is possible to…
Kernel ridge regression (KRR), also known as the least-squares support vector machine, is a fundamental method for learning functions from finite samples. While most existing analyses focus on the noisy setting with constant-level label…
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…
The reproducing kernel Hilbert space (RKHS) embedding of distributions offers a general and flexible framework for testing problems in arbitrary domains and has attracted considerable amount of attention in recent years. To gain insights…
This paper proposes a novel technique called "successive stochastic smoothing" that optimizes nonsmooth and discontinuous functions while considering various constraints. Our methodology enables local and global optimization, making it a…
Under mild assumptions on the kernel, we obtain the best known error rates in a regularized learning scenario taking place in the corresponding reproducing kernel Hilbert space (RKHS). The main novelty in the analysis is a proof that one…
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…
We develop a worst-case evaluation complexity bound for trust-region methods in the presence of unbounded Hessian approximations. We use the algorithm of arXiv:2103.15993v3 as a model, which is designed for nonsmooth regularized problems,…
The recent developments of basis pursuit and compressed sensing seek to extract information from as few samples as possible. In such applications, since the number of samples is restricted, one should deploy the sampling points wisely. We…
Kernel means are frequently used to represent probability distributions in machine learning problems. In particular, the well known kernel density estimator and the kernel mean embedding both have the form of a kernel mean. Unfortunately,…
Kernel-based methods in Numerical Analysis have the advantage of yielding optimal recovery processes in the "native" Hilbert space $\calh$ in which they are reproducing. Continuous kernels on compact domains have an expansion into…
Under the reproducing kernel Hilbert spaces (RKHS), we consider the penalized least-squares of the partially functional linear models (PFLM), whose predictor contains both functional and traditional multivariate parts, and the multivariate…
Coherent network error correction is the error-control problem in network coding with the knowledge of the network codes at the source and sink nodes. With respect to a given set of local encoding kernels defining a linear network code, we…
We provide improved error bounds for kernel-based numerical differentiation in terms of growth functions when kernels are of a finite smoothness, such as polyharmonic splines, thin plate splines or Wendland kernels. In contrast to existing…
A reproducing kernel can define an embedding of a data point into an infinite dimensional reproducing kernel Hilbert space (RKHS). The norm in this space describes a distance, which we call the kernel distance. The random Fourier features…
We study multivariate integration and approximation for functions belonging to a weighted reproducing kernel Hilbert space based on half-period cosine functions in the worst-case setting. The weights in the norm of the function space depend…