Kernel adaptive filters (KAF) are a class of powerful nonlinear filters developed in Reproducing Kernel Hilbert Space (RKHS). The Gaussian kernel is usually the default kernel in KAF algorithms, but selecting the proper kernel size (bandwidth) is still an open important issue especially for learning with small sample s…
One-shot algorithm for feature-distributed kernel PCA reduces communication costs.
problem Efficiently perform kernel PCA in distributed computing environments.
method Inspired by dual relationship between sample-distributed and feature-distributed scenarios, proposes a one-shot algorithm for feature-distributed kernel PCA.
result The algorithm provides high-quality results with low communication costs, especially when eigenvalues decay fast.
Optimal Biweight kernel and computationally efficient Epanechnikov kernel for modal linear regression.
problem Finding the best kernel for modal linear regression.
method Refined analysis of asymptotic statistical behavior and IRLS algorithm convergence.
result Biweight kernel minimizes asymptotic mean squared error, Epanechnikov kernel guarantees IRLS convergence.
New algorithm optimizes tessellated kernels for larger datasets and improved performance.
problem Limited accuracy and complexity in machine learning algorithms based on kernel optimization.
method 2-step algorithm for optimizing tessellated kernels, scaling to 10,000 data points and extending to regression.
result Significant improvement in performance over Neural Nets and SimpleMKL with similar computation time.
New algorithm speeds up polynomial kernel approximations.
problem Efficiently approximating polynomial kernels of high degree.
method Oblivious sketching combined with novel sampling.
result Polynomial factor slowdown removed in running time.
Paper speeds up Gaussian process inference using Matérn kernels.
problem Efficiently performing Gaussian process inference for large datasets.
method Exact Matérn kernel decomposition into empirical cumulative distribution functions, combined with divide-and-conquer approach.
result The proposed algorithm significantly speeds up Gaussian process inference for low-dimensional problems with hundreds of thousands of data points.
Efficient and accurate low-rank approximations of multiple data sources are essential in the era of big data. The scaling of kernel-based learning algorithms to large datasets is limited by the O(n^2) computation and storage complexity of the full kernel matrix, which is required by most of the recent kernel learning a…
New algorithm reduces kernel optimization complexity.
problem Efficiently learn semiseparable kernels for robust machine learning.
method Proposed a SVD-QCQP primal-dual algorithm for minimax optimization.
result Significant improvement in accuracy over non-convex approaches.
Deep kernel learning provides an elegant and principled framework for combining the structural properties of deep learning algorithms with the flexibility of kernel methods. By means of a deep neural network, we learn a parametrized kernel operator that can be combined with a differentiable kernel algorithm during infe…
Kernel-based function approximation improves reinforcement learning performance.
problem Average reward reinforcement learning in infinite horizon settings.
method Optimistic algorithm based on kernel ridge regression.
result No-regret performance guarantees and confidence intervals for kernel-based predictions.
We study the stability properties of nonlinear multi-task regression in reproducing Hilbert spaces with operator-valued kernels. Such kernels, a.k.a. multi-task kernels, are appropriate for learning prob- lems with nonscalar outputs like multi-task learning and structured out- put prediction. We show that multi-task ke…
Kernel and Multiple Kernel Canonical Correlation Analysis (CCA) are employed to classify schizophrenic and healthy patients based on their SNPs, DNA Methylation and fMRI data. Kernel and Multiple Kernel CCA are popular methods for finding nonlinear correlations between high-dimensional datasets. Data was gathered from …
Paper introduces a new multi-kernel algorithm for better gradient approximation.
problem Improving gradient approximation in high-dimensional problems.
method Develops a multi-kernel passive stochastic gradient algorithm with variance reduction.
result The multi-kernel algorithm performs better in high-dimensional problems.
New algorithm improves dynamic mode decomposition for high-dimensional data.
problem Reduced modeling in high-dimensional spaces.
method Low rank constraint optimization and kernel-based computation.
result Gain in approximation accuracy and computational efficiency.
The accuracy and complexity of kernel learning algorithms is determined by the set of kernels over which it is able to optimize. An ideal set of kernels should: admit a linear parameterization (tractability); be dense in the set of all kernels (accuracy); and every member should be universal so that the hypothesis spac…
Multiple Kernel Learning, or MKL, extends (kernelized) SVM by attempting to learn not only a classifier/regressor but also the best kernel for the training task, usually from a combination of existing kernel functions. Most MKL methods seek the combined kernel that performs best over every training example, sacrificing…
Kernel clustering algorithm improved for large datasets using incomplete Cholesky factorization.
problem Large memory usage in kernel-based clustering for large-scale datasets.
method Approximate the kernel matrix using incomplete Cholesky factorization and apply linear k-means clustering. result The proposed method achieves similar performance to kernel k-means clustering but handles large-scale datasets efficiently. Algorithm learns interaction kernels for particle systems from data.
problem Understanding and modeling interactions in systems of interacting particles.
method Nonparametric algorithm using least squares with regularization, probabilistic error functional, and reproducing kernel Hilbert space convergence.
result The algorithm converges optimally and accurately learns interaction kernels.
New algorithm detects changes in Markov kernels with unknown post-change kernel.
problem Detecting changes in Markov kernels with unknown post-change kernel.
method Developed a new change detection algorithm assuming uniform ergodicity.
result Derived upper and lower bounds on mean delay and time between false alarms.
Novel algorithm identifies nonlinear Granger causal relationships using kernel ridge regression.
problem Identification of nonlinear Granger causal relationships.
method Flexible plug-in architecture with kernel ridge regression using radial basis function.
result Kernel ridge regression in mlcausality achieves competitive AUC scores and more finely calibrated p-values.
We study the expressive power of kernel methods and the algorithmic feasibility of multiple kernel learning for a special rich class of kernels. Specifically, we define \emph{Euclidean kernels}, a diverse class that includes most, if not all, families of kernels studied in literature such as polynomial kernels and radi…
A new multi-kernel RBFNN design improves performance and speed.
problem Improving the performance and speed of RBFNNs.
method Proposes a novel multi-kernel RBFNN where each base kernel has its own weight.
result Better performance gains including faster convergence, better local minima, and resilience against poor local minima.
New approach to learning kernels from data using AIT principles.
problem Learning kernels from data in machine learning.
method Sparse Kernel Flows method based on AIT principles.
result Sparse Kernel Flows aligns with MDL principle and offers a robust theoretical foundation.
SimpleMKKM improves multi-kernel clustering efficiency.
problem Efficient multi-kernel clustering.
method Re-formulated minimization-maximization problem into a smooth minimization, solved with gradient descent.
result Outperforms state-of-the-art multi-kernel clustering alternatives.
LIBO optimizes repeated bandit tasks without prior knowledge or regret.
problem Optimizing repeated bandit tasks without prior knowledge or regret.
method LIBO sequentially meta-learns a kernel to adapt to the environment and solve tasks with the latest estimate.
result LIBO achieves sublinear lifelong regret, converging to oracle performance as more tasks are solved.
Kernel k-Means algorithm improves clustering of non-linear data.
problem Non-convexity of kernel k-Means objective function leads to local minima.
method Generalizes MM approach to solve non-convex problem in kernel and multi-kernel settings.
result Establishes strong consistency guarantees for Kernel Power k-Means.
New algorithm selects multiple kernels for better GP regression predictions.
problem Improving Gaussian process regression accuracy with multiple kernels.
method Variational Bayesian kernel selection (VBKS) for sparse Gaussian process regression (SGPR).
result VBKS learns uncertainty in kernel selection for better predictions.
New kernels allow learning from non-separable data.
problem Learning from non-separable data.
method Introducing entangled kernels and a two-step algorithm.
result Efficient algorithm for learning entangled kernels.
Improved kernel herding algorithm for faster quadrature rule convergence.
problem Slow convergence speed of standard kernel herding algorithm.
method Improved gradient approximation to obtain sparser solutions.
result The cosine of the angle between negative gradient and approximate gradient determines convergence speed.
Canonical correlation analysis (CCA) is a multivariate statistical technique for finding the linear relationship between two sets of variables. The kernel generalization of CCA named kernel CCA has been proposed to find nonlinear relations between datasets. Despite their wide usage, they have one common limitation that…
Algorithm adapts to non-stationary rewards without prior knowledge.
problem Optimizing decisions in non-stationary environments without prior knowledge of changes.
method Optimization-based algorithm that restarts when non-stationarity is detected.
result Achieves tighter dynamic regret bound and is nearly minimax optimal.
A novel algorithm for unbiased graph kernel estimation with subquadratic time complexity.
problem Efficient estimation of graph kernels for large networks.
method Random walk-based algorithm with modulation function parameterized by neural network.
result Higher-quality kernel estimates and efficient scalable learning on larger networks.
Paper studies kernel hyperparameters for clustering, proposing an efficient search method.
problem Challenges in tuning kernel parameters for clustering, especially for RBF kernels.
method Derives a lower bound for RBF kernel parameters, proposes an efficient hyperparameter search algorithm.
result Proposes an efficient algorithm for hyperparameter search in kernel clustering, improving upon grid search.
The paper describes an application of Aggregating Algorithm to the problem of regression. It generalizes earlier results concerned with plain linear regression to kernel techniques and presents an on-line algorithm which performs nearly as well as any oblivious kernel predictor. The paper contains the derivation of an …
New algorithms learn in complex decision-making problems with smooth transitions.
problem Learning in complex decision-making problems with smooth transitions.
method UCB and PSRL philosophies applied to episodic Markov decision processes with kernel approximation.
result Low regret learning achieved in continuous state and action spaces.
Enhances supervised learning speed with KT algorithm.
problem Speed up supervised learning tasks with minimal loss.
method Generalizes kernel thinning to supervised learning, combining NW and KRR with KT.
result KT-based estimators offer superior computational and statistical efficiency.
New algorithm reduces regret for kernelized bandits by adapting to specific problem instances.
problem Efficiently learning the optimizer of an unknown function in RKHS with noisy oracle.
method Instance-dependent regret analysis and a new minimax near-optimal algorithm.
result New algorithm achieves better performance on specific problem instances.
Unified analysis of kernel-based and locally adaptive bandit optimization methods.
problem Performance of bandit optimization algorithms in RKHS functions.
method Investigates the relationship between kernel regularity and algorithmic performance, characterizing spectral properties of various kernels.
result Unified framework for analyzing kernel-based and locally adaptive bandit algorithms, deriving explicit regret bounds.
Incremental versions of batch algorithms are often desired, for increased time efficiency in the streaming data setting, or increased memory efficiency in general. In this paper we present a novel algorithm for incremental kernel PCA, based on rank one updates to the eigendecomposition of the kernel matrix, which is mo…
We extend the herding algorithm to continuous spaces by using the kernel trick. The resulting "kernel herding" algorithm is an infinite memory deterministic process that learns to approximate a PDF with a collection of samples. We show that kernel herding decreases the error of expectations of functions in the Hilbert …
New method reduces variance and bias in approximating indefinite kernels.
problem Approximating non-stationary indefinite kernels with low variance and bias.
method Generalized orthogonal random features (GORF)
result GORF achieves lower variance and approximation error compared to existing methods.
A Python package for GPU-accelerated signature kernel computation.
problem Efficient computation of signature kernels for sequential data.
method GPU-accelerated algorithms and tensor sketches.
result New algorithm outperforms existing methods.
This paper introduces a new and effective algorithm for learning kernels in a Multi-Task Learning (MTL) setting. Although, we consider a MTL scenario here, our approach can be easily applied to standard single task learning, as well. As shown by our empirical results, our algorithm consistently outperforms the traditio…
Kernel methods are widespread in machine learning; however, they are limited by the quadratic complexity of the construction, application, and storage of kernel matrices. Low-rank matrix approximation algorithms are widely used to address this problem and reduce the arithmetic and storage cost. However, we observed tha…
A genetic algorithm improves multivariate kernel density estimation.
problem Efficiently estimating multivariate kernel density functions.
method Genetic algorithm applied to subsamples of the original data.
result The genetic algorithm-based estimator performs better than traditional methods.
PGF kernels analyze spherical data using generalized RBF kernels.
problem Analysis of spherical data.
method Introduced PGF kernels and a semi-parametric learning algorithm.
result PGF kernels generalize RBF kernels for spherical data.
New algorithm optimizes functions in Matérn kernel RKHS with noisy feedback.
problem Optimizing functions in RKHS of Matérn kernel with noisy bandit feedback.
method π-GP-UCB algorithm with guaranteed sublinear regret for all ν > 1 and d ≥ 1.
result First practical approach with guaranteed sublinear regret for all ν > 1 and d ≥ 1.
We propose a new class of learning algorithms that combines variational approximation and Markov chain Monte Carlo (MCMC) simulation. Naive algorithms that use the variational approximation as proposal distribution can perform poorly because this approximation tends to underestimate the true variance and other features…