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With the rise of big data sets, the popularity of kernel methods declined and neural networks took over again. The main problem with kernel methods is that the kernel matrix grows quadratically with the number of data points. Most attempts…

Machine Learning · Computer Science 2016-09-15 Nikolaas Steenbergen , Sebastian Schelter , Felix Bießmann

We develop a non-parametric, data-driven, tractable approach for solving multistage stochastic optimization problems in which decisions do not affect the uncertainty. The proposed framework represents the decision variables as elements of a…

Optimization and Control · Mathematics 2023-03-14 Dimitris Bertsimas , Kimberly Villalobos Carballo

The computational complexity of kernel methods has often been a major barrier for applying them to large-scale learning problems. We argue that this barrier can be effectively overcome. In particular, we develop methods to scale up kernel…

Doubly stochastic learning algorithms are scalable kernel methods that perform very well in practice. However, their generalization properties are not well understood and their analysis is challenging since the corresponding learning…

Machine Learning · Statistics 2018-03-12 Junhong Lin , Lorenzo Rosasco

Kernel methods provide an elegant and principled approach to nonparametric learning, but so far could hardly be used in large scale problems, since na\"ive implementations scale poorly with data size. Recent advances have shown the benefits…

Machine Learning · Computer Science 2020-11-30 Giacomo Meanti , Luigi Carratino , Lorenzo Rosasco , Alessandro Rudi

Kernel methods are powerful tools in statistical learning, but their cubic complexity in the sample size n limits their use on large-scale datasets. In this work, we introduce a scalable framework for kernel regression with O(n log n)…

Machine Learning · Statistics 2025-09-04 Nathan Doumèche , Francis Bach , Gérard Biau , Claire Boyer

Stochastic gradient descent algorithms for training linear and kernel predictors are gaining more and more importance, thanks to their scalability. While various methods have been proposed to speed up their convergence, the model selection…

Machine Learning · Computer Science 2014-06-17 Francesco Orabona

In order to fully utilize "big data", it is often required to use "big models". Such models tend to grow with the complexity and size of the training data, and do not make strong parametric assumptions upfront on the nature of the…

Machine Learning · Statistics 2015-04-17 Vikas Sindhwani , Haim Avron

Subgradient algorithms for training support vector machines have been quite successful for solving large-scale and online learning problems. However, they have been restricted to linear kernels and strongly convex formulations. This paper…

Machine Learning · Computer Science 2011-11-04 Sangkyun Lee , Stephen J. Wright

Kernel approximation methods create explicit, low-dimensional kernel feature maps to deal with the high computational and memory complexity of standard techniques. This work studies a supervised kernel learning methodology to optimize such…

Machine Learning · Computer Science 2020-02-17 Mert Al , Zejiang Hou , Sun-Yuan Kung

We propose a novel algorithm for the task of supervised discriminative distance learning by nonlinearly embedding vectors into a low dimensional Euclidean space. We work in the challenging setting where supervision is with constraints on…

Computer Vision and Pattern Recognition · Computer Science 2015-09-30 Gaurav Sharma , Bernt Schiele

Kernel methods are among the most popular techniques in machine learning. From a frequentist/discriminative perspective they play a central role in regularization theory as they provide a natural choice for the hypotheses space and the…

Machine Learning · Statistics 2012-04-17 Mauricio A. Alvarez , Lorenzo Rosasco , Neil D. Lawrence

Kernel methods are versatile tools for function approximation and surrogate modeling. In particular, greedy techniques offer computational efficiency and reliability through inherent sparsity and provable convergence. Inspired by the…

Numerical Analysis · Mathematics 2026-03-09 Marian Klink , Tobias Ehring , Robin Herkert , Robin Lautenschlager , Dominik Göddeke , Bernard Haasdonk

A recent series of theoretical works showed that the dynamics of neural networks with a certain initialisation are well-captured by kernel methods. Concurrent empirical work demonstrated that kernel methods can come close to the performance…

Machine Learning · Computer Science 2021-06-11 Maria Refinetti , Sebastian Goldt , Florent Krzakala , Lenka Zdeborová

Empirical observation of high dimensional phenomena, such as the double descent behaviour, has attracted a lot of interest in understanding classical techniques such as kernel methods, and their implications to explain generalization…

This article gives a new insight of kernel-based (approximation) methods to solve the high-dimensional stochastic partial differential equations. We will combine the techniques of meshfree approximation and kriging interpolation to extend…

Numerical Analysis · Mathematics 2015-02-20 Qi Ye

We present several generative and predictive algorithms based on the RKHS (reproducing kernel Hilbert spaces) methodology, which, most importantly, are scale up efficiently with large datasets or high-dimensional data. It is well recognized…

Numerical Analysis · Mathematics 2024-12-12 Philippe G. LeFloch , Jean-Marc Mercier , Shohruh Miryusupov

We implement an all-optical setup demonstrating kernel-based quantum machine learning for two-dimensional classification problems. In this hybrid approach, kernel evaluations are outsourced to projective measurements on suitably designed…

The performance of reproducing kernel Hilbert space-based methods is known to be sensitive to the choice of the reproducing kernel. Choosing an adequate reproducing kernel can be challenging and computationally demanding, especially in…

Machine Learning · Computer Science 2023-11-07 Emilio Ruiz-Moreno , Baltasar Beferull-Lozano

Stochastic gradient methods are scalable for solving large-scale optimization problems that involve empirical expectations of loss functions. Existing results mainly apply to optimization problems where the objectives are one- or two-level…

Optimization and Control · Mathematics 2018-01-15 Shuoguang Yang , Mengdi Wang , Ethan X. Fang
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