Differentiable Kernel Methods with Error Certificates for Deep Learning Pipelines
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Jean-Marc Mercier
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Wed 09 Sep 2026
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18:00 - 19:00 BST
Online
Event Description
Modern deep learning delivers strong accuracy but says little about how much to trust any single prediction – a real obstacle in risk-sensitive, regulated settings. Classical kernel methods, by contrast, come with a mature theory of error, but have not, until recently, scaled to or plugged into deep architectures.
This talk presents a way to close that gap: kernel components that slot into standard deep-learning pipelines – from a classification head to a transformer sub-block – while carrying a computable, geometry-aware error estimate for each prediction, one that propagates through the full model. The result is a kernel-based counterpart to conformal prediction: a step toward deep models whose outputs are auditable, prediction by prediction, rather than a black box.
Across vision, reinforcement learning and tabular data, these kernel components match the accuracy of their neural counterparts – error-awareness need not cost accuracy. I will discuss what this opens up for finance and insurance, where quantifying and auditing model error is increasingly a requirement, not a luxury.
Speaker
Jean-Marc Mercier
Jean-Marc Mercier is Head of R&D at MPG Partners (Paris) and the co-author of Reproducing Kernel Methods for Machine Learning, PDEs, and Statistics (SIAM 2026), a recently published book that lays out the kernel framework underlying this talk. He is also the creator of codpy, a kernel-based library for machine learning, numerical simulation and statistics. His current work centers on error-aware machine learning — deep models whose predictions come with computable, per-prediction error estimates — with a particular focus on regulated, risk-sensitive domains such as finance and insurance.
An applied mathematical researcher by training and a former quantitative analyst, Jean-Marc has spent over two decades at the interface of research and the finance industry, working to turn advanced kernel and machine-learning methods into tools that practitioners can deploy with confidence in their predictions.