Related papers: Gaussian kernel expansion with basis functions uni…
Devoted to multi-task learning and structured output learning, operator-valued kernels provide a flexible tool to build vector-valued functions in the context of Reproducing Kernel Hilbert Spaces. To scale up these methods, we extend the…
This monograph studies the relations between two approaches using positive definite kernels: probabilistic methods using Gaussian processes, and non-probabilistic methods using reproducing kernel Hilbert spaces (RKHS). They are widely…
Statistical machine learning plays an important role in modern statistics and computer science. One main goal of statistical machine learning is to provide universally consistent algorithms, i.e., the estimator converges in probability or…
We prove new explicit upper bounds on the leverage scores of Fourier sparse functions under both the Gaussian and Laplace measures. In particular, we study $s$-sparse functions of the form $f(x) = \sum_{j=1}^s a_j e^{i \lambda_j x}$ for…
We consider a Gaussian process formulation of the multiple kernel learning problem. The goal is to select the convex combination of kernel matrices that best explains the data and by doing so improve the generalisation on unseen data.…
Kernel methods give powerful, flexible, and theoretically grounded approaches to solving many problems in machine learning. The standard approach, however, requires pairwise evaluations of a kernel function, which can lead to scalability…
This work aims to prove that the classical Gaussian kernel, when defined on a non-Euclidean symmetric space, is never positive-definite for any choice of parameter. To achieve this goal, the paper develops new geometric and analytical…
Whilst deep neural networks have shown great empirical success, there is still much work to be done to understand their theoretical properties. In this paper, we study the relationship between random, wide, fully connected, feedforward…
Marginalising over families of Gaussian Process kernels produces flexible model classes with well-calibrated uncertainty estimates. Existing approaches require likelihood evaluations of many kernels, rendering them prohibitively expensive…
Gaussian processes are powerful, yet analytically tractable models for supervised learning. A Gaussian process is characterized by a mean function and a covariance function (kernel), which are determined by a model selection criterion. The…
Gaussian Process regression is a kernel method successfully adopted in many real-life applications. Recently, there is a growing interest on extending this method to non-Euclidean input spaces, like the one considered in this paper,…
We characterize the reproducing kernel Hilbert spaces whose elements are $p$-integrable functions in terms of the boundedness of the integral operator whose kernel is the reproducing kernel. Moreover, for $p=2$ we show that the spectral…
Machine Learning (ML) has widely been used for modeling and predicting physical systems. These techniques offer high expressive power and good generalizability for interpolation within observed data sets. However, the disadvantage of…
We establish some new bounds on the log-covering numbers of (anisotropic) Gaussian reproducing kernel Hilbert spaces. Unlike previous results in this direction we focus on small explicit constants and their dependency on crucial parameters…
Gaussian processes (GPs) provide flexible distributions over functions, with inductive biases controlled by a kernel. However, in many applications Gaussian processes can struggle with even moderate input dimensionality. Learning a low…
We study the worst case error of kernel density estimates via subset approximation. A kernel density estimate of a distribution is the convolution of that distribution with a fixed kernel (e.g. Gaussian kernel). Given a subset (i.e. a point…
Random features have been introduced to scale up kernel methods via randomization techniques. In particular, random Fourier features and orthogonal random features were used to approximate the popular Gaussian kernel. Random Fourier…
We derive symmetric and antisymmetric kernels by symmetrizing and antisymmetrizing conventional kernels and analyze their properties. In particular, we compute the feature space dimensions of the resulting polynomial kernels, prove that the…
We investigate iterated compositions of weighted sums of Gaussian kernels and provide an interpretation of the construction that shows some similarities with the architectures of deep neural networks. On the theoretical side, we show that…
We study the construction of coresets for kernel density estimates. That is we show how to approximate the kernel density estimate described by a large point set with another kernel density estimate with a much smaller point set. For…