Myung-Sin Song

Halyun Jeong, Palle E. T. Jorgensen, Hyun-Kyoung Kwon et al.

We present a variety of projection-based linear regression algorithms with a focus on modern machine-learning models and their algorithmic performance. We study the role of the relaxation parameter in generalized Kaczmarz algorithms and establish a priori regret bounds with explicit $λ$-dependence to quantify how much an algorithm's performance deviates from its optimal performance. A detailed analysis of relaxation parameter is also provided. Applications include: explicit regret bounds for the framework of Kaczmarz algorithm models, non-orthogonal Fourier expansions, and the use of regret estimates in modern machine learning models, including for noisy data, i.e., regret bounds for the noisy Kaczmarz algorithms. Motivated by machine-learning practice, our wider framework treats bounded operators (on infinite-dimensional Hilbert spaces), with updates realized as (block) Kaczmarz algorithms, leading to new and versatile results.

Palle E. T. Jorgensen, Myung-Sin Song, James F. Tian

We present a new operator theoretic framework for analysis of complex systems with intrinsic subdivisions into components, taking the form of "residuals" in general, and "telescoping energy residuals" in particular. We prove new results which yield admissibility/effectiveness, and new a priori bounds on energy residuals. Applications include infinite-dimensional Kaczmarz theory for $λ_{n}$-relaxed variants, and $λ_{n}$-effectiveness. And we give applications of our framework to generalized machine learning algorithms, greedy Kernel Principal Component Analysis (KPCA), proving explicit convergence results, residual energy decomposition, and criteria for stability under noise.

Palle E. T. Jorgensen, Myung-Sin Song, James Tian

In this paper we show how specific families of positive definite kernels serve as powerful tools in analyses of iteration algorithms for multiple layer feedforward Neural Network models. Our focus is on particular kernels that adapt well to learning algorithms for data-sets/features which display intrinsic self-similarities at feedforward iterations of scaling.

Palle E. T. Jorgensen, Myung-Sin Song, James Tian

Motivated by applications, we consider here new operator theoretic approaches to Conditional mean embeddings (CME). Our present results combine a spectral analysis-based optimization scheme with the use of kernels, stochastic processes, and constructive learning algorithms. For initially given non-linear data, we consider optimization-based feature selections. This entails the use of convex sets of positive definite (p.d.) kernels in a construction of optimal feature selection via regression algorithms from learning models. Thus, with initial inputs of training data (for a suitable learning algorithm,) each choice of p.d. kernel $K$ in turn yields a variety of Hilbert spaces and realizations of features. A novel idea here is that we shall allow an optimization over selected sets of kernels $K$ from a convex set $C$ of positive definite kernels $K$. Hence our \textquotedblleft optimal\textquotedblright{} choices of feature representations will depend on a secondary optimization over p.d. kernels $K$ within a specified convex set $C$.

Palle Jorgensen, Myung-Sin Song, Feng Tian

We show that an idea, originating initially with a fundamental recursive iteration scheme (usually referred as "the" Kaczmarz algorithm), admits important applications in such infinite-dimensional, and non-commutative, settings as are central to spectral theory of operators in Hilbert space, to optimization, to large sparse systems, to iterated function systems (IFS), and to fractal harmonic analysis. We present a new recursive iteration scheme involving as input a prescribed sequence of selfadjoint projections. Applications include random Kaczmarz recursions, their limits, and their error-estimates.