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Kernel ridge regression (KRR) is widely used for nonparametric regression over reproducing kernel Hilbert spaces. It offers powerful modeling capabilities at the cost of significant computational costs, which typically require $O(n^3)$…

Methodology · Statistics 2024-03-18 Xiaowu Dai , Huiying Zhong

Kernel ridge regression (KRR) is a well-known and popular nonparametric regression approach with many desirable properties, including minimax rate-optimality in estimating functions that belong to common reproducing kernel Hilbert spaces…

Machine Learning · Statistics 2019-10-15 Arash A. Amini

Kernel ridge regression (KRR) is a widely used nonparametric method due to its strong theoretical guarantees and computational convenience. However, standard KRR does not distinguish between linear and nonlinear components in the signal,…

Statistics Theory · Mathematics 2026-05-13 Xin Bing , Chao Wang

It is well known that kernel ridge regression (KRR) is a popular nonparametric regression estimator. Nonetheless, in the presence of a large data set with size $n\gg 1,$ the KRR estimator has the drawback to require an intensive…

Statistics Theory · Mathematics 2023-01-19 Asma Ben Saber , Abderrazek Karoui

Kernel methods, particularly kernel ridge regression (KRR), are time-proven, powerful nonparametric regression techniques known for their rich capacity, analytical simplicity, and computational tractability. The analysis of their predictive…

Statistics Theory · Mathematics 2025-09-23 Xin Bing , Xin He , Chao Wang

Kernel Ridge Regression (KRR) is a simple yet powerful technique for non-parametric regression whose computation amounts to solving a linear system. This system is usually dense and highly ill-conditioned. In addition, the dimensions of the…

Numerical Analysis · Computer Science 2017-07-18 Haim Avron , Kenneth L. Clarkson , David P. Woodruff

We investigate regularized algorithms combining with projection for least-squares regression problem over a Hilbert space, covering nonparametric regression over a reproducing kernel Hilbert space. We prove convergence results with respect…

Machine Learning · Statistics 2018-10-09 Junhong Lin , Volkan Cevher

A common challenge in nonparametric inference is its high computational complexity when data volume is large. In this paper, we develop computationally efficient nonparametric testing by employing a random projection strategy. In the…

Statistics Theory · Mathematics 2018-02-20 Meimei Liu , Zuofeng Shang , Guang Cheng

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

Kernel ridge regression (KRR), also known as the least-squares support vector machine, is a fundamental method for learning functions from finite samples. While most existing analyses focus on the noisy setting with constant-level label…

Machine Learning · Statistics 2025-04-14 Jihao Long , Xiaojun Peng , Lei Wu

Kernel ridge regression, KRR, is a generalization of linear ridge regression that is non-linear in the data, but linear in the model parameters. Here, we introduce an equivalent formulation of the objective function of KRR, which opens up…

Machine Learning · Statistics 2025-03-10 Oskar Allerbo

We propose and study kernel conjugate gradient methods (KCGM) with random projections for least-squares regression over a separable Hilbert space. Considering two types of random projections generated by randomized sketches and Nystr\"{o}m…

Machine Learning · Statistics 2022-07-18 Junhong Lin , Volkan Cevher

We establish optimal convergence rates for a decomposition-based scalable approach to kernel ridge regression. The method is simple to describe: it randomly partitions a dataset of size N into m subsets of equal size, computes an…

Statistics Theory · Mathematics 2014-05-01 Yuchen Zhang , John C. Duchi , Martin J. Wainwright

This paper carries out a large dimensional analysis of a variation of kernel ridge regression that we call \emph{centered kernel ridge regression} (CKRR), also known in the literature as kernel ridge regression with offset. This modified…

Machine Learning · Statistics 2020-04-22 Khalil Elkhalil , Abla Kammoun , Xiangliang Zhang , Mohamed-Slim Alouini , Tareq Al-Naffouri

We obtain upper bounds for the estimation error of Kernel Ridge Regression (KRR) for all non-negative regularization parameters, offering a geometric perspective on various phenomena in KRR. As applications: 1. We address the multiple…

Statistics Theory · Mathematics 2024-10-10 Georgios Gavrilopoulos , Guillaume Lecué , Zong Shang

Kernel ridge regression is an important nonparametric method for estimating smooth functions. We introduce a new set of conditions, under which the actual rates of convergence of the kernel ridge regression estimator under both the L_2 norm…

Statistics Theory · Mathematics 2020-01-03 Rui Tuo , Yan Wang , C. F. Jeff Wu

One approach to improving the running time of kernel-based machine learning methods is to build a small sketch of the input and use it in lieu of the full kernel matrix in the machine learning task of interest. Here, we describe a version…

Machine Learning · Statistics 2015-11-10 Ahmed El Alaoui , Michael W. Mahoney

We consider the random-design least-squares regression problem within the reproducing kernel Hilbert space (RKHS) framework. Given a stream of independent and identically distributed input/output data, we aim to learn a regression function…

Statistics Theory · Mathematics 2016-03-30 Aymeric Dieuleveut , Francis Bach

We study the covariate shift problem in the context of nonparametric regression over a reproducing kernel Hilbert space (RKHS). We focus on two natural families of covariate shift problems defined using the likelihood ratios between the…

Statistics Theory · Mathematics 2023-06-07 Cong Ma , Reese Pathak , Martin J. Wainwright

In this paper, we investigate a divide and conquer approach to Kernel Ridge Regression (KRR). Given n samples, the division step involves separating the points based on some underlying disjoint partition of the input space (possibly via…

Machine Learning · Statistics 2016-08-08 Rashish Tandon , Si Si , Pradeep Ravikumar , Inderjit Dhillon
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