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Inverse problems and, in particular, inferring unknown or latent parameters from data are ubiquitous in engineering simulations. A predominant viewpoint in identifying unknown parameters is Bayesian inference where both prior information…

Computation · Statistics 2022-08-31 Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

Current meta-learning approaches focus on learning functional representations of relationships between variables, i.e. on estimating conditional expectations in regression. In many applications, however, we are faced with conditional…

Machine Learning · Statistics 2021-02-25 Jean-Francois Ton , Lucian Chan , Yee Whye Teh , Dino Sejdinovic

A nonparametric learning solution framework is proposed for the global nonlinear robust output regulation problem. We first extend the assumption that the steady-state generator is linear in the exogenous signal to the more relaxed…

Systems and Control · Electrical Eng. & Systems 2024-06-21 Shimin Wang , Martin Guay , Zhiyong Chen , Richard D. Braatz

Debiased machine learning estimators for smooth functionals in nonparametric models can exhibit substantial variability and instability, often leading practitioners to instead rely on parametric or semiparametric working models. Such…

Methodology · Statistics 2026-03-20 Lars van der Laan , Marco Carone , Alex Luedtke , Mark van der Laan

The effectiveness of non-parametric, kernel-based methods for function estimation comes at the price of high computational complexity, which hinders their applicability in adaptive, model-based control. Motivated by approximation techniques…

Statistics Theory · Mathematics 2023-03-17 Anna Scampicchio , Elena Arcari , Melanie N. Zeilinger

In this paper, we propose a new and unified approach for nonparametric regression and conditional distribution learning. Our approach simultaneously estimates a regression function and a conditional generator using a generative learning…

Machine Learning · Statistics 2023-06-28 Shanshan Song , Tong Wang , Guohao Shen , Yuanyuan Lin , Jian Huang

Kernel methods, particularly kernel ridge regression (KRR), are time-proven, powerful nonparametric regression techniques known for their rich capacity, analytical simplicity, and computational tractability. The analysis of their predictive…

Statistics Theory · Mathematics 2025-09-23 Xin Bing , Xin He , Chao Wang

At its core, machine learning seeks to train models that reliably generalize beyond noisy observations; however, the theoretical vacuum in which state-of-the-art universal approximation theorems (UATs) operate isolates them from this goal,…

Machine Learning · Statistics 2025-09-03 Anastasis Kratsios , Tin Sum Cheng , Daniel Roy

Machine unlearning is the process of efficiently removing specific information from a trained machine learning model without retraining from scratch. Existing unlearning methods, which often provide provable guarantees, typically involve…

Machine Learning · Computer Science 2026-02-04 Somnath Basu Roy Chowdhury , Rahul Kidambi , Avinava Dubey , David Wang , Gokhan Mergen , Amr Ahmed , Aranyak Mehta

We propose a method that enables practitioners to conveniently incorporate custom non-decomposable performance metrics into differentiable learning pipelines, notably those based upon neural network architectures. Our approach is based on…

Machine Learning · Computer Science 2020-03-04 Rizal Fathony , J. Zico Kolter

A powerful and flexible approach to structured prediction consists in embedding the structured objects to be predicted into a feature space of possibly infinite dimension by means of output kernels, and then, solving a regression problem in…

Machine Learning · Statistics 2020-11-03 Luc Brogat-Motte , Alessandro Rudi , Céline Brouard , Juho Rousu , Florence d'Alché-Buc

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

Reinforcement learning utilizing kernel ridge regression to predict the expected value function represents a powerful method with great representational capacity. This setting is a highly versatile framework amenable to analytical results.…

Machine Learning · Computer Science 2024-11-01 Sattar Vakili , Julia Olkhovskaya

Prediction with the possibility of abstention (or selective prediction) is an important problem for error-critical machine learning applications. While well-studied in the classification setup, selective approaches to regression are much…

Machine Learning · Statistics 2023-09-29 Fedor Noskov , Alexander Fishkov , Maxim Panov

This paper addresses a kernel-based learning problem for a network of agents locally observing a latent multidimensional, nonlinear phenomenon in a noisy environment. We propose a learning algorithm that requires only mild a priori…

Multiagent Systems · Computer Science 2024-04-16 Krzysztof Kowalczyk , Paweł Wachel , Cristian R. Rojas

Calibration error is commonly adopted for evaluating the quality of uncertainty estimators in deep neural networks. In this paper, we argue that such a metric is highly beneficial for training predictive models, even when we do not…

Machine Learning · Statistics 2019-11-01 Jayaraman J. Thiagarajan , Bindya Venkatesh , Deepta Rajan

We propose a kernel-based nonparametric estimator for the causal effect when the cause is corrupted by error. We do so by generalizing estimation in the instrumental variable setting. Despite significant work on regression with measurement…

Machine Learning · Computer Science 2022-06-22 Yuchen Zhu , Limor Gultchin , Arthur Gretton , Matt Kusner , Ricardo Silva

We propose a new estimator for nonparametric binary choice models that does not impose a parametric structure on either the systematic function of covariates or the distribution of the error term. A key advantage of our approach is its…

Econometrics · Economics 2026-01-13 Guo Yan

This paper presents a novel learning economic model predictive control scheme for uncertain nonlinear systems subject to input and state constraints and unknown dynamics. We design a fast and accurate Lipschitz regression method using input…

Systems and Control · Electrical Eng. & Systems 2025-05-09 Weiliang Xiong , Defeng He , Haiping Du

It is crucial to ask how agents can achieve goals by generating action plans using only partial models of the world acquired through habituated sensory-motor experiences. Although many existing robotics studies use a forward model…

Robotics · Computer Science 2020-06-01 Takazumi Matsumoto , Jun Tani