Although kernel methods have strong theoretical foundations, they require the prior
selection of a good kernel. While the usual approach to this kernel selection problem
is hyperparameter tuning, one objective of this monograph is to present an
alternative (programming) approach to the kernel selection problem while using
mode decomposition as a prototypical pattern recognition problem.
In this approach, kernels are programmed for the task at hand through the
programming of interpretable regression networks in the context of additive
Gaussian processes. It demonstrates this approach on the classical mode
decomposition problem by producing nonlinear regression models achieving near-
machine precision in the recovery of the modes.
The presentation includes a review of generalized additive models, additive
kernels/Gaussian processes, generalized Tikhonov regularization, empirical mode
decomposition, and Synchrosqueezing, which are all related to and generalizable
under the proposed framework. It is suitable for engineers, computer scientists,
mathematicians, and students in these fields working on kernel methods, pattern
recognition, and mode decomposition problems.