4 papers
Time Series Classification through Diffeomorphic Time Warping (DiffTW)
Vicky Geneva Haney, Kamel Lahouel, Victor Rielly +1
Time series classification involves learning a mapping from a continuous, temporally ordered sequence of real-valued observations to discrete response variables, like class labels.…
The Stochastic Occupation Kernel (SOCK) Method for Learning Stochastic Differential Equations
Michael L. Wells, Kamel Lahouel, Bruno Jedynak
We present a novel kernel-based method for learning multivariate stochastic differential equations (SDEs). The method follows a two-step procedure: we first estimate the drift term…
MOCK: an Algorithm for Learning Nonparametric Differential Equations via Multivariate Occupation Kernel Functions
Victor Rielly, Kamel Lahouel, Ethan Lew +4
Learning a nonparametric system of ordinary differential equations from trajectories in a -dimensional state space requires learning functions of variables. Explicit for…
ROCK: A variational formulation for occupation kernel methods in Reproducing Kernel Hilbert Spaces
Victor Rielly, Kamel Lahouel, Chau Nguyen +3
We present a Representer Theorem result for a large class of weak formulation problems. We provide examples of applications of our formulation both in traditional machine learning…