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The problem of establishing out-of-sample bounds for the values of an unkonwn ground-truth function is considered. Kernels and their associated Hilbert spaces are the main formalism employed herein along with an observational model where…

Machine Learning · Computer Science 2022-09-13 Paul Scharnhorst , Emilio T. Maddalena , Yuning Jiang , Colin N. Jones

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…

Numerical Analysis · Mathematics 2025-11-06 Nando Hegemann , Anthony Nouy , Philipp Trunschke

This paper studies the probabilistic function approximation problem over reproducing kernel Hilbert spaces. We show the existence and uniqueness of the optimizer under mild assumptions. Furthermore, we generalize the celebrated representer…

Functional Analysis · Mathematics 2025-07-16 Dongwei Chen , Kai-Hsiang Wang

Estimation of the mean and covariance functions is a fundamental problem in functional data analysis, particularly for discretely observed functional data. In this work, we study a regularization-based framework for estimating the mean and…

Statistics Theory · Mathematics 2026-03-20 Naveen Gupta , Bharath K Sriperumbudur

A Hilbert space embedding of a distribution---in short, a kernel mean embedding---has recently emerged as a powerful tool for machine learning and inference. The basic idea behind this framework is to map distributions into a reproducing…

Machine Learning · Statistics 2020-12-15 Krikamol Muandet , Kenji Fukumizu , Bharath Sriperumbudur , Bernhard Schölkopf

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…

Statistics Theory · Mathematics 2010-09-30 Gilles Blanchard , Nicole Kraemer

Random feature approximation is arguably one of the most popular techniques to speed up kernel methods in large scale algorithms and provides a theoretical approach to the analysis of deep neural networks. We analyze generalization…

Machine Learning · Computer Science 2023-08-30 Mike Nguyen , Nicole Mücke

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…

Machine Learning · Statistics 2016-04-18 Andreas Christmann , Florian Dumpert , Dao-Hong Xiang

We develop sampling formulas for high-dimensional functions in reproducing kernel Hilbert spaces, where we rely on irregular samples that are taken at determining sequences of data points. We place particular emphasis on sampling formulas…

Machine Learning · Computer Science 2025-04-21 Armin Iske , Lennart Ohlsen

The universality properties of kernels characterize the class of functions that can be approximated in the associated reproducing kernel Hilbert space and are of fundamental importance in the theoretical underpinning of kernel methods in…

Machine Learning · Computer Science 2025-06-25 Franziskus Steinert , Salem Said , Cyrus Mostajeran

In this article, we study the convergence behavior of the regularization-based algorithm for solving the polynomial regression model when both input data and responses are from infinite-dimensional Hilbert spaces. We derive convergence…

Statistics Theory · Mathematics 2025-12-02 Naveen Gupta , Sivananthan Sampath

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…

Signal Processing · Electrical Eng. & Systems 2019-05-09 Maria Peifer , Luiz. F. O. Chamon , Santiago Paternain , Alejandro Ribeiro

We propose new reproducing kernel-based tests for model checking in conditional moment restriction models. By regressing estimated residuals on kernel functions via kernel ridge regression (KRR), we obtain a coefficient function in a…

Econometrics · Economics 2025-05-05 Yuhao Li

This paper studies convergence of empirical risks in reproducing kernel Hilbert spaces (RKHS). A conventional assumption in the existing research is that empirical training data do not contain any noise but this may not be satisfied in some…

Optimization and Control · Mathematics 2020-05-19 Shaoyan Guo , Huifu Xu , Liwei Zhang

In this paper we study the convergence of online gradient descent algorithms in reproducing kernel Hilbert spaces (RKHSs) without regularization. We establish a sufficient condition and a necessary condition for the convergence of excess…

Machine Learning · Computer Science 2017-08-11 Yunwen Lei , Lei Shi , Zheng-Chu Guo

We consider the problem of learning a set from random samples. We show how relevant geometric and topological properties of a set can be studied analytically using concepts from the theory of reproducing kernel Hilbert spaces. A new kind of…

Machine Learning · Statistics 2014-11-26 Ernesto De Vito , Lorenzo Rosasco , Alessandro Toigo

Positive definite kernels and their associated Reproducing Kernel Hilbert Spaces provide a mathematically compelling and practically competitive framework for learning from data. In this paper we take the approximation theory point of view…

Machine Learning · Computer Science 2018-08-06 Mikhail Belkin

We consider the problem of approximating the regression function $f_\mu:\, \Omega \to Y$ from noisy $\mu$-distributed vector-valued data $(\omega_m,y_m)\in\Omega\times Y$ by an online learning algorithm using a reproducing kernel Hilbert…

Machine Learning · Statistics 2025-10-03 Michael Griebel , Peter Oswald

We study distributed learning with the least squares regularization scheme in a reproducing kernel Hilbert space (RKHS). By a divide-and-conquer approach, the algorithm partitions a data set into disjoint data subsets, applies the least…

Machine Learning · Computer Science 2017-03-14 Shao-Bo Lin , Xin Guo , Ding-Xuan Zhou

We extend the herding algorithm to continuous spaces by using the kernel trick. The resulting "kernel herding" algorithm is an infinite memory deterministic process that learns to approximate a PDF with a collection of samples. We show that…

Machine Learning · Computer Science 2012-03-19 Yutian Chen , Max Welling , Alex Smola