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Recent rapid developments in reinforcement learning algorithms have been giving us novel possibilities in many fields. However, due to their exploring property, we have to take the risk into consideration when we apply those algorithms to…

Machine Learning · Computer Science 2023-03-21 Yoshihiro Okawa , Tomotake Sasaki , Hitoshi Yanami , Toru Namerikawa

Bayesian Optimization (BO) is an effective method for optimizing expensive-to-evaluate black-box functions with a wide range of applications for example in robotics, system design and parameter optimization. However, scaling BO to problems…

Systems and Control · Electrical Eng. & Systems 2020-01-22 Lukas P. Fröhlich , Edgar D. Klenske , Christian G. Daniel , Melanie N. Zeilinger

Learning convolution kernels in operators from data arises in numerous applications and represents an ill-posed inverse problem of broad interest. With scant prior information, kernel methods offer a natural nonparametric approach with…

Numerical Analysis · Mathematics 2025-07-17 Haibo Li , Fei Lu

Bilevel optimization has emerged as a technique for addressing a wide range of machine learning problems that involve an outer objective implicitly determined by the minimizer of an inner problem. While prior works have primarily focused on…

Machine Learning · Computer Science 2025-11-18 Fares El Khoury , Edouard Pauwels , Samuel Vaiter , Michael Arbel

A nonparametric kernel-based method for realizing Bayes' rule is proposed, based on representations of probabilities in reproducing kernel Hilbert spaces. Probabilities are uniquely characterized by the mean of the canonical map to the…

Machine Learning · Statistics 2011-09-29 Kenji Fukumizu , Le Song , Arthur Gretton

In this paper, we compute finite sample bounds for data-driven approximations of the solution to stochastic reachability problems. Our approach uses a nonparametric technique known as kernel distribution embeddings, and provides…

Optimization and Control · Mathematics 2021-12-09 Adam J. Thorpe , Kendric R. Ortiz , Meeko M. K. Oishi

Fair representations are a powerful tool for establishing criteria like statistical parity, proxy non-discrimination, and equality of opportunity in learned models. Existing techniques for learning these representations are typically…

Machine Learning · Computer Science 2020-01-22 Zilong Tan , Samuel Yeom , Matt Fredrikson , Ameet Talwalkar

Bayesian optimization (BO) is a popular approach for sample-efficient optimization of black-box objective functions. While BO has been successfully applied to a wide range of scientific applications, traditional approaches to…

Machine Learning · Computer Science 2023-05-04 Natalie Maus , Kaiwen Wu , David Eriksson , Jacob Gardner

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…

Statistics Theory · Mathematics 2013-01-08 Richard J. Barton

In this paper, we discuss the problem of system identification when frequency domain side information is available on the system. Initially, we consider the case where the prior knowledge is provided as being the $\Hcal_{\infty}$-norm of…

Optimization and Control · Mathematics 2022-11-08 Mohammad Khosravi , Roy S. Smith

Reinforcement learning considers the problem of finding policies that maximize an expected cumulative reward in a Markov decision process with unknown transition probabilities. In this paper we consider the problem of finding optimal…

Machine Learning · Computer Science 2020-10-19 Santiago Paternain , Juan Andres Bazerque , Alejandro Ribeiro

Bayesian optimization is a powerful method for optimizing black-box functions with limited function evaluations. Recent works have shown that optimization in a latent space through deep generative models such as variational autoencoders…

Machine Learning · Computer Science 2023-11-21 Seunghun Lee , Jaewon Chu , Sihyeon Kim , Juyeon Ko , Hyunwoo J. Kim

We present a general nonlinear Bayesian filter for high-dimensional state estimation using the theory of reproducing kernel Hilbert space (RKHS). Applying kernel method and the representer theorem to perform linear quadratic estimation in a…

Signal Processing · Electrical Eng. & Systems 2019-11-26 Kan Li , Jose C. Principe

Data depth is a statistical function that generalizes order and quantiles to the multivariate setting and beyond, with applications spanning over descriptive and visual statistics, anomaly detection, testing, etc. The celebrated halfspace…

Machine Learning · Statistics 2023-12-22 Arturo Castellanos , Pavlo Mozharovskyi , Florence d'Alché-Buc , Hicham Janati

Inspired by the recent work [28] on the statistical robustness of empirical risks in reproducing kernel Hilbert space (RKHS) where the training data are potentially perturbed or even corrupted, we take a step further in this paper to…

Optimization and Control · Mathematics 2024-06-18 Sainan Zhang , Huifu Xu , Hailin Sun

Bayesian optimization (BO) is a powerful approach for seeking the global optimum of expensive black-box functions and has proven successful for fine tuning hyper-parameters of machine learning models. However, BO is practically limited to…

Machine Learning · Statistics 2020-09-28 Riccardo Moriconi , Marc P. Deisenroth , K. S. Sesh Kumar

Gaussian process (GP) based Bayesian optimization (BO) is a powerful method for optimizing black-box functions efficiently. The practical performance and theoretical guarantees of this approach depend on having the correct GP hyperparameter…

Machine Learning · Statistics 2024-06-07 Huong Ha , Vu Nguyen , Hung Tran-The , Hongyu Zhang , Xiuzhen Zhang , Anton van den Hengel

Ridgeless regression has garnered attention among researchers, particularly in light of the ``Benign Overfitting'' phenomenon, where models interpolating noisy samples demonstrate robust generalization. However, kernel ridgeless regression…

Machine Learning · Computer Science 2024-06-04 Fan He , Mingzhen He , Lei Shi , Xiaolin Huang , Johan A. K. Suykens

We propose a novel adaptive learning algorithm based on iterative orthogonal projections in the Cartesian product of multiple reproducing kernel Hilbert spaces (RKHSs). The task is estimating/tracking nonlinear functions which are supposed…

Machine Learning · Computer Science 2015-10-28 Masahiro Yukawa

In this paper, we present a fast and accurate numerical scheme for the solution of fifth-order boundary-value problems. We apply the reproducing kernel Hilbert space method (RKHSM) for solving this problem. The analytic results of the…

Numerical Analysis · Mathematics 2013-05-21 Mustafa Inc , Ali Akgül , Mehdi Dehghan
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