PulseAugur
LIVE 06:29:43
research · [2 sources] ·
0
research

New method tackles dynamic regret in RKHS using subspace approximation

Researchers have developed a new method for online regression in reproducing kernel Hilbert spaces (RKHS) that addresses dynamic regret. The approach adapts finite-dimensional techniques to the RKHS setting using subspace approximations. This method involves running an ensemble of discounted forecasters over various discount factors within a fixed subspace, with approximation errors managed by projection errors of kernel sections. AI

Summary written by gemini-2.5-flash-lite from 2 sources. How we write summaries →

IMPACT Introduces a novel theoretical framework for dynamic regret in RKHS, potentially improving online learning algorithms.

RANK_REASON This is a research paper detailing a new theoretical method for online regression.

Read on arXiv cs.LG →

COVERAGE [2]

  1. arXiv cs.LG TIER_1 · Dmitry B. Rokhlin, Georgiy A. Karapetyants ·

    Dynamic Regret for Online Regression in RKHS via Discounted VAW and Subspace Approximation

    arXiv:2604.25021v1 Announce Type: new Abstract: We study online regression with the square loss in a reproducing kernel Hilbert space under a dynamic regret criterion. The learner is compared with a time-varying comparator sequence, and the bounds depend on its path length in the…

  2. arXiv cs.LG TIER_1 · Georgiy A. Karapetyants ·

    Dynamic Regret for Online Regression in RKHS via Discounted VAW and Subspace Approximation

    We study online regression with the square loss in a reproducing kernel Hilbert space under a dynamic regret criterion. The learner is compared with a time-varying comparator sequence, and the bounds depend on its path length in the RKHS norm. The proposed method transfers the fi…