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We propose an efficient solution approach for high-dimensional nonlocal mean-field game (MFG) systems based on the Monte Carlo approximation of interaction kernels via random features. We avoid costly space-discretizations of interaction…

Numerical Analysis · Mathematics 2022-07-26 Sudhanshu Agrawal , Wonjun Lee , Samy Wu Fung , Levon Nurbekyan

We study the subclass of potential mean-field games in which the running interaction cost and the terminal target cost are both expressed through reproducing-kernel maximum mean discrepancy (MMD) penalties, and develop a computational…

Optimization and Control · Mathematics 2026-05-29 Yumiharu Nakano

We apply kernel mean embedding methods to sample-based stochastic optimization and control. Specifically, we use the reduced-set expansion method as a way to discard sampled scenarios. The effect of such constraint removal is improved…

Optimization and Control · Mathematics 2020-04-24 Jia-Jie Zhu , Moritz Diehl , Bernhard Schölkopf

We develop scalable randomized kernel methods for jointly associating data from multiple sources and simultaneously predicting an outcome or classifying a unit into one of two or more classes. The proposed methods model nonlinear…

Methodology · Statistics 2023-04-11 Sandra E. Safo , Han Lu

Kernel methods have recently attracted resurgent interest, showing performance competitive with deep neural networks in tasks such as speech recognition. The random Fourier features map is a technique commonly used to scale up kernel…

Machine Learning · Computer Science 2018-02-01 Tri Dao , Christopher De Sa , Christopher Ré

In this paper, we develop a quadrature framework for large-scale kernel machines via a numerical integration representation. Considering that the integration domain and measure of typical kernels, e.g., Gaussian kernels, arc-cosine kernels,…

Machine Learning · Computer Science 2021-06-14 Fanghui Liu , Xiaolin Huang , Yudong Chen , Johan A. K. Suykens

Dealing with land cover classification of the new image sources has also turned to be a complex problem requiring large amount of memory and processing time. In order to cope with these problems, statistical learning has greatly helped in…

We address three key challenges in learning continuous kernel representations: computational efficiency, parameter efficiency, and spectral bias. Continuous kernels have shown significant potential, but their practical adoption is often…

Machine Learning · Computer Science 2024-09-17 Clayton Harper , Luke Wood , Peter Gerstoft , Eric C. Larson

The recent discovery of the equivalence between infinitely wide neural networks (NNs) in the lazy training regime and Neural Tangent Kernels (NTKs) (Jacot et al., 2018) has revived interest in kernel methods. However, conventional wisdom…

Machine Learning · Computer Science 2023-01-31 Teng Andrea Xu , Bryan Kelly , Semyon Malamud

Random Fourier Features (RFF) demonstrate wellappreciated performance in kernel approximation for largescale situations but restrict kernels to be stationary and positive definite. And for non-stationary kernels, the corresponding RFF could…

Machine Learning · Statistics 2021-04-15 Qin Luo , Kun Fang , Jie Yang , Xiaolin Huang

In large-scale regression problems, random Fourier features (RFFs) have significantly enhanced the computational scalability and flexibility of Gaussian processes (GPs) by defining kernels through their spectral density, from which a finite…

Machine Learning · Computer Science 2024-06-05 Houston Warren , Rafael Oliveira , Fabio Ramos

Probabilistic machine learning models are distinguished by their ability to integrate prior knowledge of noise statistics, smoothness parameters, and training data uncertainty. A common approach involves modeling data with Gaussian…

Computation · Statistics 2025-07-31 Cristian A. Galvis-Florez , Ahmad Farooq , Simo Särkkä

Kernel means are frequently used to represent probability distributions in machine learning problems. In particular, the well known kernel density estimator and the kernel mean embedding both have the form of a kernel mean. Unfortunately,…

Machine Learning · Statistics 2015-03-03 E. Cruz Cortés , C. Scott

Random Fourier features (RFF) represent one of the most popular and wide-spread techniques in machine learning to scale up kernel algorithms. Despite the numerous successful applications of RFFs, unfortunately, quite little is understood…

Machine Learning · Statistics 2019-02-12 Zoltan Szabo , Bharath K. Sriperumbudur

Kernel methods are an incredibly popular technique for extending linear models to non-linear problems via a mapping to an implicit, high-dimensional feature space. While kernel methods are computationally cheaper than an explicit feature…

Machine Learning · Statistics 2019-02-26 Philip Milton , Emanuele Giorgi , Samir Bhatt

There is currently a huge effort to understand the potential and limitations of variational quantum machine learning (QML) based on the optimization of parameterized quantum circuits. Recent proposals toward dequantizing variational QML…

Quantum Physics · Physics 2025-04-01 Ryan Sweke , Seongwook Shin , Elies Gil-Fuster

Scaling analysis, in which one infers scaling exponents and a scaling function in a scaling law from given data, is a powerful tool for determining universal properties of critical phenomena in many fields of science. However, there are…

Statistical Mechanics · Physics 2015-07-08 Kenji Harada

A fundamental drawback of kernel-based statistical models is their limited scalability to large data sets, which requires resorting to approximations. In this work, we focus on the popular Gaussian kernel and on techniques to linearize…

Machine Learning · Statistics 2022-04-13 Jonas Wacker , Maurizio Filippone

Kernels are key in machine learning for modeling interactions. Unfortunately, brute-force computation of the related kernel sums scales quadratically with the number of samples. Recent Fourier-slicing methods lead to an improved linear…

Numerical Analysis · Mathematics 2025-10-14 Nicolaj Rux , Johannes Hertrich , Sebastian Neumayer

We propose the use of low bit-depth Sigma-Delta and distributed noise-shaping methods for quantizing the Random Fourier features (RFFs) associated with shift-invariant kernels. We prove that our quantized RFFs -- even in the case of $1$-bit…

Machine Learning · Computer Science 2022-04-14 Jinjie Zhang , Harish Kannan , Alexander Cloninger , Rayan Saab