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We prove rates of convergence in the statistical sense for kernel-based least squares regression using a conjugate gradient algorithm, where regularization against overfitting is obtained by early stopping. This method is directly related…

Statistics Theory · Mathematics 2010-09-30 Gilles Blanchard , Nicole Kraemer

We prove statistical rates of convergence for kernel-based least squares regression from i.i.d. data using a conjugate gradient algorithm, where regularization against overfitting is obtained by early stopping. This method is related to…

Statistics Theory · Mathematics 2016-07-11 Gilles Blanchard , Nicole Krämer

We consider the kernel partial least squares algorithm for non-parametric regression with stationary dependent data. Probabilistic convergence rates of the kernel partial least squares estimator to the true regression function are…

Statistics Theory · Mathematics 2017-06-13 Marco Singer , Tatyana Krivobokova , Axel Munk

In this paper, we study regression problems over a separable Hilbert space with the square loss, covering non-parametric regression over a reproducing kernel Hilbert space. We investigate a class of spectral/regularized algorithms,…

Machine Learning · Statistics 2022-07-18 Junhong Lin , Alessandro Rudi , Lorenzo Rosasco , Volkan Cevher

The strategy of early stopping is a regularization technique based on choosing a stopping time for an iterative algorithm. Focusing on non-parametric regression in a reproducing kernel Hilbert space, we analyze the early stopping strategy…

Machine Learning · Statistics 2013-06-18 Garvesh Raskutti , Martin J. Wainwright , Bin Yu

We study distributed learning with the least squares regularization scheme in a reproducing kernel Hilbert space (RKHS). By a divide-and-conquer approach, the algorithm partitions a data set into disjoint data subsets, applies the least…

Machine Learning · Computer Science 2017-03-14 Shao-Bo Lin , Xin Guo , Ding-Xuan Zhou

In this paper, we consider the nonparametric least square regression in a Reproducing Kernel Hilbert Space (RKHS). We propose a new randomized algorithm that has optimal generalization error bounds with respect to the square loss, closing a…

Machine Learning · Computer Science 2019-05-28 Kwang-Sung Jun , Ashok Cutkosky , Francesco Orabona

In this paper, we establish minimax optimal rates of convergence for prediction in a semi-functional linear model that consists of a functional component and a less smooth nonparametric component. Our results reveal that the smoother…

Statistics Theory · Mathematics 2021-11-01 Keli Guo , Jun Fan , Lixing Zhu

We develop a new robust stopping criterion in Partial Least Squares Regressions (PLSR) components construction characterised by a high level of stability. This new criterion is defined as a universal one since it is suitable both for PLSR…

Methodology · Statistics 2021-08-17 Jérémy Magnanensi , Frédéric Bertrand , Myriam Maumy-Bertrand , Nicolas Meyer

Regularized least-squares (kernel-ridge / Gaussian process) regression is a fundamental algorithm of statistics and machine learning. Because generic algorithms for the exact solution have cubic complexity in the number of datapoints, large…

Machine Learning · Computer Science 2019-11-15 Simon Bartels , Philipp Hennig

Motivated by the need for the rigorous analysis of the numerical stability of variational least-squares kernel-based methods for solving second-order elliptic partial differential equations, we provide previously lacking stability…

Numerical Analysis · Mathematics 2024-12-17 Meng Chen , Leevan Ling , Dongfang Yun

In this paper, we study the problem of early stopping for iterative learning algorithms in a reproducing kernel Hilbert space (RKHS) in the nonparametric regression framework. In particular, we work with the gradient descent and (iterative)…

Machine Learning · Statistics 2024-11-26 Yaroslav Averyanov , Alain Celisse

In most adaptive signal processing applications, system linearity is assumed and adaptive linear filters are thus used. The traditional class of supervised adaptive filters rely on error-correction learning for their adaptive capability.…

Machine Learning · Computer Science 2015-08-31 Songlin Zhao

We consider a least-squares variational kernel-based method for numerical solution of second order elliptic partial differential equations on a multi-dimensional domain. In this setting it is not assumed that the differential operator is…

Numerical Analysis · Mathematics 2021-10-26 Salar Seyednazari , Mehdi Tatari , Davoud Mirzaei

We study generalization properties of kernel regularized least squares regression based on a partitioning approach. We show that optimal rates of convergence are preserved if the number of local sets grows sufficiently slowly with the…

Statistics Theory · Mathematics 2019-02-26 Nicole Mücke

Adaptive filtering algorithms operating in reproducing kernel Hilbert spaces have demonstrated superiority over their linear counterpart for nonlinear system identification. Unfortunately, an undesirable characteristic of these methods is…

Machine Learning · Statistics 2013-06-25 Wei Gao , Jie Chen , Cédric Richard , Jianguo Huang

We present a data-driven method for computing approximate forward reachable sets using separating kernels in a reproducing kernel Hilbert space. We frame the problem as a support estimation problem, and learn a classifier of the support as…

Optimization and Control · Mathematics 2020-11-20 Adam J. Thorpe , Kendric R. Ortiz , Meeko M. K. Oishi

Partial least squares regression (PLSR) has been a popular technique to explore the linear relationship between two datasets. However, most of algorithm implementations of PLSR may only achieve a suboptimal solution through an optimization…

Computer Vision and Pattern Recognition · Computer Science 2016-09-22 Haoran Chen , Yanfeng Sun , Junbin Gao , Yongli Hu , Baocai Yin

We consider an incremental approximation method for solving variational problems in infinite-dimensional Hilbert spaces, where in each step a randomly and independently selected subproblem from an infinite collection of subproblems is…

Numerical Analysis · Mathematics 2018-03-06 Michael Griebel , Peter Oswald

We consider the least-square regression problem with regularization by a block 1-norm, i.e., a sum of Euclidean norms over spaces of dimensions larger than one. This problem, referred to as the group Lasso, extends the usual regularization…

Machine Learning · Computer Science 2008-01-28 Francis Bach
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