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In this paper we consider the problems of supervised classification and regression in the case where attributes and labels are functions: a data is represented by a set of functions, and the label is also a function. We focus on the use of…

Machine Learning · Computer Science 2016-11-03 Hachem Kadri , Emmanuel Duflos , Philippe Preux , Stéphane Canu , Alain Rakotomamonjy , Julien Audiffren

Over the last few years, several works have proposed deep learning architectures to learn dynamical systems from observation data with no or little knowledge of the underlying physics. A line of work relies on learning representations where…

Machine Learning · Computer Science 2023-03-14 Anthony Frion , Lucas Drumetz , Mauro Dalla Mura , Guillaume Tochon , Abdeldjalil Aissa El Bey

The support vector machine (SVM) is a popular machine learning classification method which produces a nonlinear decision boundary in a feature space by constructing linear boundaries in a transformed Hilbert space. It is well known that…

Quantum Physics · Physics 2017-10-31 Rupak Chatterjee , Ting Yu

Koopman operator theory offers a rigorous treatment of dynamics and has been emerging as an alternative modeling and learning-based control method across various robotics sub-domains. Due to its ability to represent nonlinear dynamics as a…

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…

Optimization and Control · Mathematics 2020-07-14 Jia Guo , Sai Tej Paruchuri , Andrew J. Kurdila

In this article, we develop a kernel-based framework for constructing dynamic, pathdependent trading strategies under a mean-variance optimisation criterion. Building on the theoretical results of (Muca Cirone and Salvi, 2025), we…

Trading and Market Microstructure · Quantitative Finance 2025-07-16 Owen Futter , Nicola Muca Cirone , Blanka Horvath

Data-driven modeling techniques have been explored in the spatial-temporal modeling of complex dynamical systems for many engineering applications. However, a systematic approach is still lacking to leverage the information from different…

Machine Learning · Computer Science 2024-10-15 Chuanqi Chen , Jin-Long Wu

In this effort, a novel operator theoretic framework is developed for data-driven solution of optimal control problems. The developed methods focus on the use of trajectories (i.e., time-series) as the fundamental unit of data for the…

Optimization and Control · Mathematics 2021-06-02 Rushikesh Kamalapurkar , Joel A. Rosenfeld

The Bellman equation and its continuous form, the Hamilton-Jacobi-Bellman equation, are ubiquitous in reinforcement learning and control theory. However, these equations become intractable for high-dimensional or nonlinear systems. This…

Artificial Intelligence · Computer Science 2026-05-04 Preston Rozwood , Edward Mehrez , Ludger Paehler , Wen Sun , Steven L. Brunton

This manuscript gives a theoretical framework for a new Hilbert space of functions, the so called occupation kernel Hilbert space (OKHS), that operate on collections of signals rather than real or complex numbers. To support this new…

Functional Analysis · Mathematics 2022-04-19 Joel A. Rosenfeld , Benjamin Russo , Xiuying Li

Motivated by the need of processing functional-valued data, or more general, operatorvalued data, we introduce the notion of the operator reproducing kernel Hilbert space (ORKHS). This space admits a unique operator reproducing kernel which…

Functional Analysis · Mathematics 2016-10-23 Rui Wang , Yuesheng Xu

The Koopman operator induced by a dynamical system is inherently linear and provides an alternate method of studying many properties of the system, including attractor reconstruction and forecasting. Koopman eigenfunctions represent the…

Dynamical Systems · Mathematics 2020-11-26 Suddhasattwa Das , Dimitrios Giannakis

It has become common to perform kinetic analysis using approximate Koopman operators that transforms high-dimensional time series of observables into ranked dynamical modes. Key to a practical success of the approach is the identification…

Data Analysis, Statistics and Probability · Physics 2023-10-09 Van A. Ngo , Yen Ting Lin , Danny Perez

The Koopman operator has gained significant attention in recent years for its ability to verify evolutionary properties of continuous-time nonlinear systems by lifting state variables into an infinite-dimensional linear vector space. The…

Dynamical Systems · Mathematics 2024-11-01 Yiming Meng , Ruikun Zhou , Melkior Ornik , Jun Liu

Finding an embedding space for a linear approximation of a nonlinear dynamical system enables efficient system identification and control synthesis. The Koopman operator theory lays the foundation for identifying the nonlinear-to-linear…

Machine Learning · Computer Science 2020-04-28 Yunzhu Li , Hao He , Jiajun Wu , Dina Katabi , Antonio Torralba

Kernel methods have been among the most popular techniques in machine learning, where learning tasks are solved using the property of reproducing kernel Hilbert space (RKHS). In this paper, we propose a novel data analysis framework with…

Machine Learning · Statistics 2021-12-22 Yuka Hashimoto , Isao Ishikawa , Masahiro Ikeda , Fuyuta Komura , Takeshi Katsura , Yoshinobu Kawahara

Continuous-time stochastic processes underlie many natural and engineered systems. In healthcare, autonomous driving, and industrial control, direct interaction with the environment is often unsafe or impractical, motivating offline…

Machine Learning · Statistics 2025-11-14 Nicolas Hoischen , Petar Bevanda , Max Beier , Stefan Sosnowski , Boris Houska , Sandra Hirche

These notes provide a self-contained introduction to kernel methods and their geometric foundations in machine learning. Starting from the construction of Hilbert spaces, we develop the theory of positive definite kernels, reproducing…

The Koopman autoencoder, a data-driven technique, has gained traction for modeling nonlinear dynamics using deep learning methods in recent years. Given the linear characteristics inherent to the Koopman operator, controlling its…

Machine Learning · Computer Science 2024-08-22 Jinho Choi , Sivaram Krishnan , Jihong Park

We study nonlinear dynamics of the Earth's tropical climate system. For that, we apply a recently developed technique for feature extraction and mode decomposition of spatiotemporal data generated by ergodic dynamical systems. The method…

Atmospheric and Oceanic Physics · Physics 2017-11-08 Joanna Slawinska , Eniko Szekely , Dimitrios Giannakis