Related papers: Learning convolution operators on compact Abelian …
In the context of kernel optimization, we prove a result that yields new factorizations and realizations. Our initial context is that of general positive operator-valued kernels. We further present implications for Hilbert space-valued…
Regularization is used to find a solution that both fits the data and is sufficiently smooth, and thereby is very effective for designing and refining learning algorithms. But the influence of its exponent remains poorly understood. In…
We propose a framework for transfer learning of discount curves across different fixed-income product classes. Motivated by challenges in estimating discount curves from sparse or noisy data, we extend kernel ridge regression (KR) to a…
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…
Adversarial training and data augmentation with noise are widely adopted techniques to enhance the performance of neural networks. This paper investigates adversarial training and data augmentation with noise in the context of regularized…
There has been growing recent interest in probabilistic interpretations of kernel-based methods as well as learning in Banach spaces. The absence of a useful Lebesgue measure on an infinite-dimensional reproducing kernel Hilbert space is a…
Invariance and equivariance to geometrical transformations have proven to be very useful inductive biases when training (convolutional) neural network models, especially in the low-data regime. Much work has focused on the case where the…
Regularity theorems \`a la Avellaneda-Lin are an indispensable part of the modern quantitative theory of stochastic homogenization. While interior regularity results for random elliptic operators have been available for a while, on general…
Distributionally robust optimization (DRO) has attracted attention in machine learning due to its connections to regularization, generalization, and robustness. Existing work has considered uncertainty sets based on phi-divergences and…
Motivated by the study of H\"ormander's sums-of-squares operators and their generalizations, we define the convolution algebra of transverse distributions associated to a singular foliation. We prove that this algebra is represented as…
Strictly proper kernel scores are well-known tool in probabilistic forecasting, while characteristic kernels have been extensively investigated in the machine learning literature. We first show that both notions coincide, so that insights…
We adress the problem of Laplace deconvolution with random noise in a regression framework. The time set is not considered to be fixed, but grows with the number of observation points. Moreover, the convolution kernel is unknown, and…
In this paper we investigate the problem of estimating the regression function in models with correlated observations. The data is obtained from several experimental units each of them forms a time series. We propose a new estimator based…
To study operator algebras with symmetries in a wide sense we introduce a notion of {\em relative convolution operators} induced by a Lie algebra. Relative convolutions recover many important classes of operators, which have been already…
This expository article presents the approach to statistical machine learning based on reproducing kernel Hilbert spaces. The basic framework is introduced for scalar-valued learning and then extended to operator learning. Finally, learning…
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…
The convolution operator is the fundamental building block of modern convolutional neural networks (CNNs), owing to its simplicity, translational equivariance, and efficient implementation. However, its structure as a fixed, linear,…
Regularization is a well recognized powerful strategy to improve the performance of a learning machine and $l^q$ regularization schemes with $0<q<\infty$ are central in use. It is known that different $q$ leads to different properties of…
Reproducing kernel Hilbert spaces are elucidated without assuming prior familiarity with Hilbert spaces. Compared with extant pedagogic material, greater care is placed on motivating the definition of reproducing kernel Hilbert spaces and…
We develop a variational framework to understand the properties of the functions learned by neural networks fit to data. We propose and study a family of continuous-domain linear inverse problems with total variation-like regularization in…