Corpus ID: 10469182

Streaming kernel regression with provably adaptive mean, variance, and regularization

@article{Durand2018StreamingKR,
  title={Streaming kernel regression with provably adaptive mean, variance, and regularization},
  author={A. Durand and O. Maillard and Joelle Pineau},
  journal={ArXiv},
  year={2018},
  volume={abs/1708.00768}
}

A. Durand, O. Maillard, Joelle Pineau

Published 2018

Mathematics, Computer Science

ArXiv

We consider the problem of streaming kernel regression, when the observations arrive sequentially and the goal is to recover the underlying mean function, assumed to belong to an RKHS. The variance of the noise is not assumed to be known. In this context, we tackle the problem of tuning the regularization parameter adaptively at each time step, while maintaining tight confidence bounds estimates on the value of the mean function at each point. To this end, we first generalize existing results… CONTINUE READING

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