Contextual sequential decision-making problems play a crucial role in machine learning, encompassing a wide range of downstream applications such as bandits, sequential hypothesis testing and online risk control. These applications often require different statistical measures, including expectation, variance and quantiles. In this paper, we provide a universal admissible algorithm framework for dealing with all kinds of contextual online decision-making problems that directly learns the whole underlying unknown distribution instead of focusing on individual statistics. This is much more difficult because the dimension of the regression is uncountably infinite, and any existing linear contextual bandits algorithm will result in infinite regret. To overcome this issue, we propose an efficient infinite-dimensional functional regression oracle for contextual cumulative distribution functions (CDFs), where each data point is modeled as a combination of context-dependent CDF basis functions. Our analysis reveals that the decay rate of the eigenvalue sequence of the design integral operator governs the regression error rate and, consequently, the utility regret rate. Specifically, when the eigenvalue sequence exhibits a polynomial decay of order $\frac{1}{\gamma}\ge 1$, the utility regret is bounded by $\tilde{\mathcal{O}}\Big(T^{\frac{3\gamma+2}{2(\gamma+2)}}\Big)$. By setting $\gamma=0$, this recovers the existing optimal regret rate for contextual bandits with finite-dimensional regression and is optimal under a stronger exponential decay assumption. Additionally, we provide a numerical method to compute the eigenvalue sequence of the integral operator, enabling the practical implementation of our framework.

Most of the recent results in polynomial functional regression have been focused on an in-depth exploration of single-parameter regularization schemes. In contrast, in this study we go beyond that framework by introducing an algorithm for multiple parameter regularization and presenting a theoretically grounded method for dealing with the associated parameters. This method facilitates the aggregation of models with varying regularization parameters. The efficacy of the proposed approach is assessed through evaluations on both synthetic and some real-world medical data, revealing promising results.

The notion of inference on function spaces is essential to the physical sciences and engineering, where the governing equations are frequently partial differential equations (PDEs) describing the evolution of functions in space and time. In particular, it is often desirable to infer the values of a function everywhere in a physical domain given a sparse number of observation points. There are numerous types of problems in which functional regression plays an important role, such as inverse problems, time series forecasting, data imputation/assimilation. Functional regression problems can be particularly challenging for real world datasets because the underlying stochastic process is often unknown. Much of the work on functional regression and inference has relied on Gaussian processes (GPs) (Rasmussen and Williams, 2006), a specific type of stochastic process in which any finite collection of points has a multivariate Gaussian distribution. Some of the earliest applications focused on analyzing geological data, such as the locations of valuable ore deposits, to identify where new deposits might be found (Chiles and Delfiner, 2012). GP regression (GPR) provides several advantages for functional inference including robustness and mathematical tractability for various problems. This has led to the use of GPR in an assortment of scientific and engineering fields, where precision and reliability in predictions and inferences can significantly impact outcomes (Deringer et al., 2021; Aigrain and Foreman-Mackey, 2023). Despite widespread adoption, the assumption of a GP prior for functional inference problems can be rather limiting, particularly in scenarios where the data exhibit heavy-tailed or multimodal distributions, e.g.

This article offers a comprehensive treatment of polynomial functional regression, culminating in the establishment of a novel finite sample bound. This bound encompasses various aspects, including general smoothness conditions, capacity conditions, and regularization techniques. In doing so, it extends and generalizes several findings from the context of linear functional regression as well. We also provide numerical evidence that using higher order polynomial terms can lead to an improved performance.

We consider the problem of predicting an individual's identity from accelerometry data collected during walking. In a previous paper we introduced an approach that transforms the accelerometry time series into an image by constructing its complete empirical autocorrelation distribution. Predictors derived by partitioning this image into grid cells were used in logistic regression to predict individuals. Here we: (1) implement machine learning methods for prediction using the grid cell-derived predictors; (2) derive inferential methods to screen for the most predictive grid cells; and (3) develop a novel multivariate functional regression model that avoids partitioning of the predictor space into cells. Prediction methods are compared on two open source data sets: (1) accelerometry data collected from $32$ individuals walking on a $1.06$ kilometer path; and (2) accelerometry data collected from six repetitions of walking on a $20$ meter path on two separate occasions at least one week apart for $153$ study participants. In the $32$-individual study, all methods achieve at least $95$% rank-1 accuracy, while in the $153$-individual study, accuracy varies from $41$% to $98$%, depending on the method and prediction task. Methods provide insights into why some individuals are easier to predict than others.

The problem of domain generalization is to learn, given data from different source distributions, a model that can be expected to generalize well on new target distributions which are only seen through unlabeled samples. In this paper, we study domain generalization as a problem of functional regression. Our concept leads to a new algorithm for learning a linear operator from marginal distributions of inputs to the corresponding conditional distributions of outputs given inputs. Our algorithm allows a source distribution-dependent construction of reproducing kernel Hilbert spaces for prediction, and, satisfies finite sample error bounds for the idealized risk. Numerical implementations and source code are available.

The imminent of quantum computing devices opens up new possibilities for exploiting quantum machine learning (QML) [1, 2, 3] to improve the efficiency of classical machine learning algorithms in many new scientific domains like drug discovery [4] and efficient solar conversion [5]. Although the exploitation of quantum computing devices to carry out QML is still in its early exploratory states, the rapid development in quantum hardware has motivated advances in quantum neural network (QNN) to run in noisy intermediate-scale quantum (NISQ) devices [6, 7, 8, 9, 10], where not enough qubits could be spared for quantum error correction and the imperfect qubits have to be directly employed at the physical layer [11, 12, 13]. Even though, a compromised QNN is proposed by employing a quantum-classical hybrid model that relies on an optimization of the variational quantum circuit (VQC) [14, 15]. The resilience of the VQC to certain types of quantum noise errors and the high flexibility concerning coherence time and gate requirements admit VQC to apply to many promising applications on NISQ devices [16, 17, 18, 19, 20, 21, 22, 23]. Although many empirical studies of VQC for quantum machine learning have been reported, its theoretical understanding requires further investigation in terms of representation and generalization powers, particularly when the non-linear operator is employed for dimensionality reduction.

In this paper we present a nonparametric method for extending functional regression methodology to the situation where more than one functional covariate is used to predict a functional response. Borrowing the idea from Kadri et al. (2010a), the method, which support mixed discrete and continuous explanatory variables, is based on estimating a function-valued function in reproducing kernel Hilbert spaces by virtue of positive operator-valued kernels.