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Kernel methods are widespread in machine learning; however, they are limited by the quadratic complexity of the construction, application, and storage of kernel matrices. Low-rank matrix approximation algorithms are widely used to address…

Machine Learning · Statistics 2021-05-05 Ruoxi Wang , Yingzhou Li , Michael W. Mahoney , Eric Darve

SVM with an RBF kernel is usually one of the best classification algorithms for most data sets, but it is important to tune the two hyperparameters $C$ and $\gamma$ to the data itself. In general, the selection of the hyperparameters is a…

Machine Learning · Computer Science 2020-08-27 Jacques Wainer , Pablo Fonseca

Support Vector Data Description (SVDD) is a machine-learning technique used for single class classification and outlier detection. SVDD formulation with kernel function provides a flexible boundary around data. The value of kernel function…

Machine Learning · Computer Science 2017-09-06 Deovrat Kakde , Arin Chaudhuri , Seunghyun Kong , Maria Jahja , Hansi Jiang , Jorge Silva

Kernel methods give powerful, flexible, and theoretically grounded approaches to solving many problems in machine learning. The standard approach, however, requires pairwise evaluations of a kernel function, which can lead to scalability…

Machine Learning · Computer Science 2021-04-08 Danica J. Sutherland , Jeff Schneider

Conditional expectiles are becoming an increasingly important tool in finance as well as in other areas of applications. We analyse a support vector machine type approach for estimating conditional expectiles and establish learning rates…

Machine Learning · Statistics 2017-02-28 Muhammad Farooq , Ingo Steinwart

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

This paper introduces algorithms to select/design kernels in Gaussian process regression/kriging surrogate modeling techniques. We adopt the setting of kernel method solutions in ad hoc functional spaces, namely Reproducing Kernel Hilbert…

Machine Learning · Statistics 2022-09-07 Jean-Luc Akian , Luc Bonnet , Houman Owhadi , Éric Savin

Most machine learning methods require tuning of hyper-parameters. For kernel ridge regression with the Gaussian kernel, the hyper-parameter is the bandwidth. The bandwidth specifies the length scale of the kernel and has to be carefully…

Machine Learning · Statistics 2023-12-04 Oskar Allerbo , Rebecka Jörnsten

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

Scattered data interpolation schemes using kriging and radial basis functions (RBFs) have the advantage of being meshless and dimensional independent, however, for the data sets having insufficient observations, RBFs have the advantage over…

Numerical Analysis · Mathematics 2018-06-12 Pankaj K Mishra , Sankar K Nath , Mrinal K Sen , Gregory E Fasshauer

The method of "random Fourier features (RFF)" has become a popular tool for approximating the "radial basis function (RBF)" kernel. The variance of RFF is actually large. Interestingly, the variance can be substantially reduced by a simple…

Machine Learning · Computer Science 2017-02-22 Ping Li

In this paper, we propose a novel adaptive kernel for the radial basis function (RBF) neural networks. The proposed kernel adaptively fuses the Euclidean and cosine distance measures to exploit the reciprocating properties of the two. The…

Machine Learning · Statistics 2019-05-10 Shujaat Khan , Imran Naseem , Roberto Togneri , Mohammed Bennamoun

A simple yet effective architectural design of radial basis function neural networks (RBFNN) makes them amongst the most popular conventional neural networks. The current generation of radial basis function neural network is equipped with…

Machine Learning · Computer Science 2020-07-07 Syed Muhammad Atif , Shujaat Khan , Imran Naseem , Roberto Togneri , Mohammed Bennamoun

Kernel functions in support vector machines (SVM) are needed to assess the similarity of input samples in order to classify these samples, for instance. Besides standard kernels such as Gaussian (i.e., radial basis function, RBF) or…

Machine Learning · Computer Science 2015-07-03 Tobias Reitmaier , Bernhard Sick

We propose and analyze a kernelized version of Q-learning. Although a kernel space is typically infinite-dimensional, extensive study has shown that generalization is only affected by the effective dimension of the data. We incorporate such…

Machine Learning · Computer Science 2022-04-25 Shuang Liu , Hao Su

The parameters of support vector machines (SVMs) such as the penalty parameter and the kernel parameters have a great impact on the classification accuracy and the complexity of the SVM model. Therefore, the model selection in SVM involves…

Machine Learning · Computer Science 2020-07-13 Alaa Tharwat

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

The choice of the shape parameter highly effects the behaviour of radial basis function (RBF) approximations, as it needs to be selected to balance between ill-condition of the interpolation matrix and high accuracy. In this paper, we…

Numerical Analysis · Mathematics 2024-06-26 Fatemeh Nassajian Mojarrad , Maria Han Veiga , Jan S. Hesthaven , Philipp Öffner

Any applied mathematical model contains parameters. The paper proposes to use kernel learning for the parametric analysis of the model. The approach consists in setting a distribution on the parameter space, obtaining a finite training…

Optimization and Control · Mathematics 2025-01-27 Vladimir Norkin , Alois Pichler

Kernel functions are a powerful tool to enhance the $k$-means clustering algorithm via the kernel trick. It is known that the parameters of the chosen kernel function can have a dramatic impact on the result. In supervised settings, these…

Machine Learning · Computer Science 2020-06-25 Bruno Ordozgoiti , Lluís A. Belanche Muñoz