相关论文: Nystr\"{o}m Regularization for Time Series Forecas…

In the setting of nonparametric regression, we propose and study a combination of stochastic gradient methods with Nystr\"om subsampling, allowing multiple passes over the data and mini-batches. Generalization error bounds for the studied…

In this paper, we study the Nystr{\"o}m type subsampling for large scale kernel methods to reduce the computational complexities of big data. We discuss the multi-penalty regularization scheme based on Nystr{\"o}m type subsampling which is…

We study Nystr\"om type subsampling approaches to large scale kernel methods, and prove learning bounds in the statistical learning setting, where random sampling and high probability estimates are considered. In particular, we prove that…

The functional linear regression model has been widely studied and utilized for dealing with functional predictors. In this paper, we study the Nystr\"om subsampling method, a strategy used to tackle the computational complexities inherent…

This paper investigates the supervised learning problem with observations drawn from certain general stationary stochastic processes. Here by \emph{general}, we mean that many stationary stochastic processes can be included. We show that…

This paper studies a Nystr\"om type subsampling approach to large kernel learning methods in the misspecified case, where the target function is not assumed to belong to the reproducing kernel Hilbert space generated by the underlying…

Training Neural Ordinary Differential Equations (ODEs) is often computationally expensive. Indeed, computing the forward pass of such models involves solving an ODE which can become arbitrarily complex during training. Recent works have…

We obtain a Bernstein-type inequality for sums of Banach-valued random variables satisfying a weak dependence assumption of general type and under certain smoothness assumptions of the underlying Banach norm. We use this inequality in order…

We consider a statistical inverse learning problem, where we observe the image of a function $f$ through a linear operator $A$ at i.i.d. random design points $X_i$, superposed with an additive noise. The distribution of the design points is…

Early stopping is a well known approach to reduce the time complexity for performing training and model selection of large scale learning machines. On the other hand, memory/space (rather than time) complexity is the main constraint in many…

While nowadays most gradient-based optimization methods focus on exploring the high-dimensional geometric features, the random error accumulated in a stochastic version of any algorithm implementation has not been stressed yet. In this…

In this paper, we study the dynamics of temporal difference learning with neural network-based value function approximation over a general state space, namely, \emph{Neural TD learning}. We consider two practically used algorithms,…

Recently, optimal time variable learning in deep neural networks (DNNs) was introduced in arXiv:2204.08528. In this manuscript we extend the concept by introducing a regularization term that directly relates to the time horizon in discrete…

Due to the poor generalization performance of traditional empirical risk minimization (ERM) in the case of distributional shift, Out-of-Distribution (OoD) generalization algorithms receive increasing attention. However, OoD generalization…

We present a convex approach to probabilistic segmentation and modeling of time series data. Our approach builds upon recent advances in multivariate total variation regularization, and seeks to learn a separate set of parameters for the…

We study realizable continual linear regression under random task orderings, a common setting for developing continual learning theory. In this setup, the worst-case expected loss after $k$ learning iterations admits a lower bound of…

In this paper, an online learning algorithm is proposed as sequential stochastic approximation of a regularization path converging to the regression function in reproducing kernel Hilbert spaces (RKHSs). We show that it is possible to…

We investigate regularized algorithms combining with projection for least-squares regression problem over a Hilbert space, covering nonparametric regression over a reproducing kernel Hilbert space. We prove convergence results with respect…

In this paper we discuss a deterministic form of ensemble Kalman inversion as a regularization method for linear inverse problems. By interpreting ensemble Kalman inversion as a low-rank approximation of Tikhonov regularization, we are able…

Optimization plays a key role in machine learning. Recently, stochastic second-order methods have attracted much attention due to their low computational cost in each iteration. However, these algorithms might perform poorly especially if…