相关论文: Random feature-based double Vovk-Azoury-Warmuth al…

Feature selection, as a critical pre-processing step for machine learning, aims at determining representative predictors from a high-dimensional feature space dataset to improve the prediction accuracy. However, the increase in feature…

While quantum annealing (QA) has been developed for combinatorial optimization, practical QA devices operate at finite temperature and under noise, and their outputs can be regarded as stochastic samples close to a Gibbs--Boltzmann…

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…

There are situations where data relevant to a machine learning problem are distributed among multiple locations that cannot share the data due to regulatory, competitiveness, or privacy reasons. For example, data present in users'…

Operator learning is a data-driven approximation of mappings between infinite-dimensional function spaces, such as the solution operators of partial differential equations. Kernel-based operator learning can offer accurate, theoretically…

In this work, we address optimization problems where the objective function is a nonlinear function of an expected value, i.e., compositional stochastic {strongly convex programs}. We consider the case where the decision variable is not…

Expectation maximisation (EM) is an unsupervised learning method for estimating the parameters of a finite mixture distribution. It works by introducing "hidden" or "latent" variables via Baum's auxiliary function $Q$ that allow the joint…

This paper introduces and evaluates a novel training method for neural networks: Dual Variable Learning Rates (DVLR). Building on insights from behavioral psychology, the dual learning rates are used to emphasize correct and incorrect…

Kernel methods represent one of the most powerful tools in machine learning to tackle problems expressed in terms of function values and derivatives due to their capability to represent and model complex relations. While these methods show…

Random feature mapping (RFM) is a popular method for speeding up kernel methods at the cost of losing a little accuracy. We study kernel ridge regression with random feature mapping (RFM-KRR) and establish novel out-of-sample error upper…

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…

Identification of model parameters in computer simulations is an important topic in computer experiments. We propose a new method, called the projected kernel calibration method, to estimate these model parameters. The proposed method is…

Many signal processing and machine learning applications are built from evaluating a kernel on pairs of signals, e.g. to assess the similarity of an incoming query to a database of known signals. This nonlinear evaluation can be simplified…

The Random Walks (RW) algorithm is one of the most e - cient and easy-to-use probabilistic segmentation methods. By combining contrast terms with prior terms, it provides accurate segmentations of medical images in a fully automated manner.…

Machine learning and quantum computing are two technologies each with the potential for altering how computation is performed to address previously untenable problems. Kernel methods for machine learning are ubiquitous for pattern…

The study of high-dimensional differential equations is challenging and difficult due to the analytical and computational intractability. Here, we improve the speed of waveform relaxation (WR), a method to simulate high-dimensional…

We consider the robust estimation of the parameters of multivariate Gaussian linear regression models. To this aim we consider robust version of the usual (Mahalanobis) least-square criterion, with or without Ridge regularization. We…

A new technique for nonparametric regression of multichannel signals is presented. The technique is based on the use of the Rational-Dilation Wavelet Transform (RADWT), equipped with a tunable Q-factor able to provide sparse representations…

We consider an online stochastic game with risk-averse agents whose goal is to learn optimal decisions that minimize the risk of incurring significantly high costs. Specifically, we use the Conditional Value at Risk (CVaR) as a risk measure…

We propose statistically robust and computationally efficient linear learning methods in the high-dimensional batch setting, where the number of features $d$ may exceed the sample size $n$. We employ, in a generic learning setting, two…