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Kernels, Regularization and Differential Equations

MPG-Autoren
http://pubman.mpdl.mpg.de/cone/persons/resource/persons84235

Steinke,  F
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;

http://pubman.mpdl.mpg.de/cone/persons/resource/persons84193

Schölkopf,  B
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;

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Zitation

Steinke, F., & Schölkopf, B. (2008). Kernels, Regularization and Differential Equations. Pattern Recognition, 41(11), 3271-3286. doi:10.1016/j.patcog.2008.06.011.


Zitierlink: http://hdl.handle.net/11858/00-001M-0000-0013-C657-4
Zusammenfassung
Many common machine learning methods such as Support Vector Machines or Gaussian process inference make use of positive definite kernels, reproducing kernel Hilbert spaces, Gaussian processes, and regularization operators. In this work these objects are presented in a general, unifying framework, and interrelations are highlighted. With this in mind we then show how linear stochastic differential equation models can be incorporated naturally into the kernel framework. And vice versa, many kernel machines can be interpreted in terms of differential equations. We focus especially on ordinary differential equations, also known as dynamical systems, and it is shown that standard kernel inference algorithms are equivalent to Kalman filter methods based on such models. In order not to cloud qualitative insights with heavy mathematical machinery, we restrict ourselves to finite domains, implying that differential equations are treated via their corresponding finite difference equations.