Operator-valued Kernels for Learning from Functional Response Data

Hachem Kadri, Emmanuel Duflos, Philippe Preux, St├ęphane Canu, Alain Rakotomamonjy, Julien Audiffren.

Year: 2016, Volume: 17, Issue: 20, Pages: 1−54


In this paper (This is a combined and expanded version of previous conference papers Kadri et al., 2010, 2011c) we consider the problems of supervised classification and regression in the case where attributes and labels are functions: a data is represented by a set of functions, and the label is also a function. We focus on the use of reproducing kernel Hilbert space theory to learn from such functional data. Basic concepts and properties of kernel-based learning are extended to include the estimation of function-valued functions. In this setting, the representer theorem is restated, a set of rigorously defined infinite-dimensional operator-valued kernels that can be valuably applied when the data are functions is described, and a learning algorithm for nonlinear functional data analysis is introduced. The methodology is illustrated through speech and audio signal processing experiments.