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Conformal prediction is a framework that provides valid uncertainty quantification for general models with exchangeable data. However, in the online learning and time-series settings, exchangeability is not satisfied. Existing online…

The Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is widely accepted as a robust derivative-free continuous optimization algorithm for non-linear and non-convex optimization problems. CMA-ES is well known to be almost…

Kernel survival analysis models estimate individual survival distributions with the help of a kernel function, which measures the similarity between any two data points. Such a kernel function can be learned using deep kernel survival…

We study the problem of uncertainty quantification via prediction sets, in an online setting where the data distribution may vary arbitrarily over time. Recent work develops online conformal prediction techniques that leverage regret…

A key assumption in the theory of nonlinear adaptive control is that the uncertainty of the system can be expressed in the linear span of a set of known basis functions. While this assumption leads to efficient algorithms, it limits…

Forecasting the evolution of complex systems is one of the grand challenges of modern data science. The fundamental difficulty lies in understanding the structure of the observed stochastic process. In this paper, we show that every…

Hamiltonian matrix prediction is pivotal in computational chemistry, serving as the foundation for determining a wide range of molecular properties. While SE(3) equivariant graph neural networks have achieved remarkable success in this…

We study generalization properties of kernel regularized least squares regression based on a partitioning approach. We show that optimal rates of convergence are preserved if the number of local sets grows sufficiently slowly with the…

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…

In this paper, we address the problem of reconstructing coverage maps from path-loss measurements in cellular networks. We propose and evaluate two kernel-based adaptive online algorithms as an alternative to typical offline methods. The…

Deep neural networks have recently achieved state of the art performance thanks to new training algorithms for rapid parameter estimation and new regularization methods to reduce overfitting. However, in practice the network architecture…

This paper explores the application of kernel learning methods for parameter prediction and evaluation in the Algebraic Multigrid Method (AMG), focusing on several Partial Differential Equation (PDE) problems. AMG is an efficient iterative…

Finding the best configuration of algorithms' hyperparameters for a given optimization problem is an important task in evolutionary computation. We compare in this work the results of four different hyperparameter tuning approaches for a…

In this paper, we study the problem of online sparse linear regression (OSLR) where the algorithms are restricted to accessing only $k$ out of $d$ attributes per instance for prediction, which was proved to be NP-hard. Previous work gave…

In this paper, we propose a multi-kernel classifier learning algorithm to optimize a given nonlinear and nonsmoonth multivariate classifier performance measure. Moreover, to solve the problem of kernel function selection and kernel…

In statistical machine learning, kernel methods allow to consider infinite dimensional feature spaces with a computational cost that only depends on the number of observations. This is usually done by solving an optimization problem…

Learning models of dynamical systems characterized by specific stability properties is of crucial importance in applications. Existing results mainly focus on linear systems or some limited classes of nonlinear systems and stability…

This work presents a nonparametric framework for dissipativity learning in reproducing kernel Hilbert spaces, which enables data-driven certification of stability and performance properties for unknown nonlinear systems without requiring an…

Estimating a sparse covariance matrix is a fundamental problem in high-dimensional statistics. However, thresholding methods developed for independent data are generally not directly applicable to high-dimensional time series, where…

Gaussian processes (GPs) are powerful probabilistic models that define flexible priors over functions, offering strong interpretability and uncertainty quantification. However, GP models often rely on simple, stationary kernels which can…