mlsanityData to 7 Oct 2026

Robust Uncertainty Bounds in Reproducing Kernel Hilbert Spaces: A Convex Optimization Approach

arXiv 2104.09582 ↗First posted 19 Apr 2021cs.LG cs.SY eess.SYcited by 14

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Abstract (arXiv)

The problem of establishing out-of-sample bounds for the values of an unkonwn ground-truth function is considered. Kernels and their associated Hilbert spaces are the main formalism employed herein along with an observational model where outputs are corrupted by bounded measurement noise. The noise can originate from any compactly supported distribution and no independence assumptions are made on the available data. In this setting, we show how computing tight, finite-sample uncertainty bounds amounts to solving parametric quadratically constrained linear programs. Next, properties of our approach are established and its relationship with another methods is studied. Numerical experiments are presented to exemplify how the theory can be applied in a number of scenarios, and to contrast it with other closed-form alternatives.

Key facts. Cited by 14 papers in the map (data through 7 Oct 2026). Builds on 20 of its 53 references that are in the map. First posted on arXiv 19 Apr 2021.

Builds on

20 of 53 references.

References · 20

  1. 2017On Kernelized Multi-armed Banditscited by 348
  2. 2017Safe Model-based Reinforcement Learning with Stability Guaranteescited by 347
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8 more
  1. 2016Learning Model Predictive Control for iterative tasks. A Data-Driven Control Frameworkcited by 38
  2. 2018Approximation beats concentration? An approximation view on inference with smooth radial kernelscited by 33
  3. 2020Planning with Learned Dynamics: Probabilistic Guarantees on Safety and Reachability via Lipschitz Constantscited by 25
  4. 2019Feedback Linearization based on Gaussian Processes with event-triggered Online Learningcited by 24
  5. 2020Deterministic error bounds for kernel-based learning techniques under bounded noisecited by 24
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  7. 2020Set Membership identification of linear systems with guaranteed simulation accuracycited by 7
  8. 2020KPC: Learning-Based Model Predictive Control with Deterministic Guaranteescited by 5

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Citing papers per year: 2023: 3; 2024: 3; 2025: 5; 2026: 3.

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