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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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86172258344 · Jun 202019922001200920172026
48 results for RKHS approximation

This work analyzes the role of data augmentation in self-supervised learning using RKHS approximation and regression.

problem Limited theoretical understanding of the role of data augmentation in self-supervised learning.
method Geometric characterization of the target function given by augmentation, proving generalization bounds.
result Two generalization bounds are derived, one free of model complexity, the other specific to near-optimal encoders.

This paper generalizes regularized regression problems in a hyper-reproducing kernel Hilbert space (hyper-RKHS), illustrates its utility for kernel learning and out-of-sample extensions, and proves asymptotic convergence results for the introduced regression models in an approximation theory view. Algorithmically, we c…

2018-09-26abs ↗pdf ↗

Consider the problem: given the data pair (x,y)(\mathbf{x}, \mathbf{y}) drawn from a population with f(x)=E[yx=x]f_*(x) = \mathbf{E}[\mathbf{y} | \mathbf{x} = x], specify a neural network model and run gradient flow on the weights over time until reaching any stationarity. How does ftf_t, the function computed by the neural network…

2019-01-21abs ↗pdf ↗

We study the approximation properties of random ReLU features through their reproducing kernel Hilbert space (RKHS). We first prove a universality theorem for the RKHS induced by random features whose feature maps are of the form of nodes in neural networks. The universality result implies that the random ReLU features…

2018-10-10abs ↗pdf ↗

Study convergence and approximations of entropic regularized Wasserstein distances for Gaussian and RKHS measures.

problem Convergence and approximations of entropic regularized Wasserstein distances in Gaussian and RKHS settings.
method Analysis of convergence and finite sample approximations of entropic regularized Wasserstein distances in Gaussian and RKHS settings.
result Strictly weaker convergence in 2-Sinkhorn divergence for Gaussian measures compared to exact 2-Wasserstein distance.

This paper improves signal reconstruction using determinantal sampling from random nodes.

problem Approximating square-integrable functions from random node evaluations.
method Combines determinantal point processes and mixtures thereof for RKHS-adapted approximations.
result Proves mean-square guarantees in L2L^2 norm and shows faster convergence rates.

This study approximates distances between Gaussian processes and covariance operators using RKHS.

problem Approximating distances between Gaussian processes and covariance operators from finite samples.
method Using reproducing kernel Hilbert space (RKHS) covariance and cross-covariance operators, the study shows how to consistently and efficiently estimate Sinkhorn divergence from finite samples.
result Convergence rates are dimension-independent and of the same order as Hilbert-Schmidt distance.

Enhances DGPs with adaptive RKHS Fourier features for better non-stationary pattern modeling.

problem Capturing complex non-stationary patterns in non-linear dynamical systems.
method Integrates ODE-based RKHS Fourier features into DGPs using convolution operations for adaptive amplitude and phase modulation. Uses a doubly stochastic variational inference framework.
result Improved predictive performance across various regression tasks.

A scalable algorithm approximates Bayesian posteriors in RKHS with improved efficiency.

problem Scalable inference for Bayes posteriors in infinite-dimensional spaces.
method Approximate Langevin diffusion projection onto first M components, using law of total probability and sufficiency assumption.
result The method recovers SVGP as a special case and is provably close to optimal for convex and Lipschitz continuous likelihoods.

Develops a new method for learning non-parametric DAGs using RKHS.

problem Challenges of learning non-parametric causal models with large combinatorial search space.
method Uses reproducing kernel Hilbert spaces (RKHS) and sparsity-inducing regularization terms based on partial derivatives to enforce acyclicity.
result Shows improved performance through simulations and data analyses.

We propose a generic spatiotemporal event forecasting method, which we developed for the National Institute of Justice's (NIJ) Real-Time Crime Forecasting Challenge. Our method is a spatiotemporal forecasting model combining scalable randomized Reproducing Kernel Hilbert Space (RKHS) methods for approximating Gaussian …

2018-01-09abs ↗pdf ↗

We propose a new point of view for regularizing deep neural networks by using the norm of a reproducing kernel Hilbert space (RKHS). Even though this norm cannot be computed, it admits upper and lower approximations leading to various practical strategies. Specifically, this perspective (i) provides a common umbrella f…

2018-09-30abs ↗pdf ↗

Wide neural networks can outperform kernel methods in certain tasks.

problem Understanding when neural networks outperform kernel methods in classification tasks.
method Analyzing the performance of wide neural networks and kernel methods on various tasks, considering the initialization of SGD and the structure of covariates.
result Wide neural networks can outperform kernel methods in tasks where covariates have a low-dimensional structure similar to the target function.

Develops first and second-order pseudo-mirror descent methods for nonnegative function estimation.

problem Nonnegative function estimation in settings like MLE and trajectory optimization.
method First and second-order pseudo-mirror descent with pseudo-gradients and projections.
result Establishes tradeoffs and non-asymptotic bounds on model complexity.

New algorithm learns Koopman operator online, with complexity control and convergence guarantees.

problem Online learning of Koopman operator for general nonlinear systems.
method Sparse online learning via stochastic approximation, RKHS action, CME operator.
result Provably convergent algorithm with finite-time guarantees in mis-specified setting.

New sampling methods improve Shapley value estimation for machine learning models.

problem Approximating Shapley values for non-trivial models is computationally challenging.
method Investigates new quadrature techniques and quasi-Monte Carlo methods for permutation sampling.
result Significant improvements in Shapley value estimates over existing methods.

This paper improves Koopman operator approximations by pruning subspaces in RKHS.

problem Improving predictive accuracy of Koopman operator approximations.
method Computes principal angles and vectors in RKHS to prune subspaces.
result Validated approach enhances Koopman operator approximations for large datasets.

Unified kernel framework extends to stochastic systems, improving numerical stability.

problem Extending kernel methods to stochastic dynamical systems with diffusion.
method Unified kernel framework, Feynman-Kac path-integral representations, collocation-based computational framework.
result Kernel equivalence under uniform ellipticity assumptions and improved numerical stability with moderate diffusion.

Kernel ridge regression (KRR) is a well-known and popular nonparametric regression approach with many desirable properties, including minimax rate-optimality in estimating functions that belong to common reproducing kernel Hilbert spaces (RKHS). The approach, however, is computationally intensive for large data sets, d…

2019-06-14abs ↗pdf ↗

New method approximates complex kernel norms with random features, making learning tractable.

problem Complexity of learning with kernel methods in high dimensions.
method Random features approximations to Fp\mathcal{F}_p norms, focusing on p>1p>1.
result For p>1p>1, the number of random features required is polynomial in the sample size, making learning tractable.

New algorithms improve GP inference without approximations, achieving better results.

problem Inexact stochastic optimization methods in Gaussian Processes leading to biased results.
method Exact stochastic inference for GPs with finite dimensional RKHS, extending to infinite dimensions.
result Achieves better experimental results than existing methods in constrained resource settings.

We study distributed learning with the least squares regularization scheme in a reproducing kernel Hilbert space (RKHS). By a divide-and-conquer approach, the algorithm partitions a data set into disjoint data subsets, applies the least squares regularization scheme to each data subset to produce an output function, an…

2016-08-11abs ↗pdf ↗

Simplifies NL models by approximating them as LPV systems and identifying NL subterms.

problem Complex NL models are hard to interpret and impractical.
method Linear approximation around operating points, sparse estimation in RKHS, LPV model reduction.
result Identifies NL subterms and their input spaces in sparse additive NL models.

New algorithm reduces online regression error in RKHS.

problem Online regression with time-varying functions in RKHS.
method Hierarchical Vovk-Azoury-Warmuth with discounting.
result Achieves optimal dynamic regret with O(T2/3PT1/3+TlnT)O(T^{2/3}P_T^{1/3} + \sqrt{T}\ln T) regret bound.

Novel Newton method for large-scale kernel methods using random features.

problem Efficiently solving large-scale finite-sum minimization problems in RKHS.
method Randomized feature-based Newton method for empirical risk minimization.
result Local superlinear and global linear convergence of the method.

Kernel Dynamic Mode Decomposition reconstructs dynamical systems using Laplacian kernel.

problem Reconstructing spatial-temporal dynamics of complex systems.
method Kernel Dynamic Mode Decomposition with Laplacian kernel.
result Laplacian kernel allows for the closability of Koopman operators in RKHS, enabling reconstruction.

Kernel methods are powerful tools to capture nonlinear patterns behind data. They implicitly learn high (even infinite) dimensional nonlinear features in the Reproducing Kernel Hilbert Space (RKHS) while making the computation tractable by leveraging the kernel trick. Classic kernel methods learn a single layer of nonl…

2017-11-25abs ↗pdf ↗

New framework assesses regularization norms in ill-posed problems, revealing L2 instability and proposing adaptive fractional RKHS solutions.

problem Comparative analysis of regularization norms in ill-posed problems.
method Small noise analysis framework for Tikhonov and RKHS regularizations.
result Optimal convergence rates achieved with adaptive fractional RKHS, but hyper-parameters decay too fast.

Survey of kernels, RKHS, and their applications in machine learning.

problem Understanding kernels and their applications in machine learning.
method Review of historical context, mathematical definitions, and practical applications of kernels.
result Comprehensive overview of kernels, RKHS, and their applications.

New particle-based VI algorithm expands function class and improves scalability.

problem Limited function class in particle-based VI algorithms restricts flexibility and scalability.
method Introduces a functional regularization term to expand the function class and proposes PFG algorithm.
result Proposed PFG algorithm has larger function class, improved scalability, better adaptation to ill-conditioned distributions, and provable convergence.