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We consider a nonparametric regression setup, where the covariate is a random element in a complete separable metric space, and the parameter of interest associated with the conditional distribution of the response lies in a separable…

Statistics Theory · Mathematics 2018-11-16 Joydeep Chowdhury , Probal Chaudhuri

In supervised learning using kernel methods, we often encounter a large-scale finite-sum minimization over a reproducing kernel Hilbert space (RKHS). Large-scale finite-sum problems can be solved using efficient variants of Newton method,…

Machine Learning · Computer Science 2022-06-07 Ting-Jui Chang , Shahin Shahrampour

We introduce chefs' random tables (CRTs), a new class of non-trigonometric random features (RFs) to approximate Gaussian and softmax kernels. CRTs are an alternative to standard random kitchen sink (RKS) methods, which inherently rely on…

Machine Learning · Computer Science 2022-06-01 Valerii Likhosherstov , Krzysztof Choromanski , Avinava Dubey , Frederick Liu , Tamas Sarlos , Adrian Weller

The classical kernel ridge regression problem aims to find the best fit for the output $Y$ as a function of the input data $X\in \mathbb{R}^d$, with a fixed choice of regularization term imposed by a given choice of a reproducing kernel…

Machine Learning · Statistics 2025-06-10 Yang Li , Feng Ruan

Kernel adaptive filters (KAF) are a class of powerful nonlinear filters developed in Reproducing Kernel Hilbert Space (RKHS). The Gaussian kernel is usually the default kernel in KAF algorithms, but selecting the proper kernel size…

Machine Learning · Statistics 2016-05-10 Badong Chen , Junli Liang , Nanning Zheng , Jose C. Principe

Random feature approximation is arguably one of the most popular techniques to speed up kernel methods in large scale algorithms and provides a theoretical approach to the analysis of deep neural networks. We analyze generalization…

Machine Learning · Computer Science 2023-08-30 Mike Nguyen , Nicole Mücke

We present tight lower bounds on the number of kernel evaluations required to approximately solve kernel ridge regression (KRR) and kernel $k$-means clustering (KKMC) on $n$ input points. For KRR, our bound for relative error approximation…

Data Structures and Algorithms · Computer Science 2019-05-17 Manuel Fernandez , David P. Woodruff , Taisuke Yasuda

Consider the classical supervised learning problem: we are given data $(y_i,{\boldsymbol x}_i)$, $i\le n$, with $y_i$ a response and ${\boldsymbol x}_i\in {\mathcal X}$ a covariates vector, and try to learn a model $f:{\mathcal…

Statistics Theory · Mathematics 2021-01-27 Song Mei , Theodor Misiakiewicz , Andrea Montanari

We propose a quantum algorithm based on ridge regression model, which get the optimal fitting parameters w and a regularization hyperparameter {\alpha} by analysing the training dataset. The algorithm consists of two subalgorithms. One is…

Quantum Physics · Physics 2021-04-28 Menghan Chen , Chaohua Yu , Gongde Guo , Song Lin

Kernel approximation via nonlinear random feature maps is widely used in speeding up kernel machines. There are two main challenges for the conventional kernel approximation methods. First, before performing kernel approximation, a good…

Machine Learning · Statistics 2015-03-16 Felix X. Yu , Sanjiv Kumar , Henry Rowley , Shih-Fu Chang

Regularization is an essential element of virtually all kernel methods for nonparametric regression problems. A critical factor in the effectiveness of a given kernel method is the type of regularization that is employed. This article…

Statistics Theory · Mathematics 2016-05-31 Lee H. Dicker , Dean P. Foster , Daniel Hsu

Kernel methods offer the flexibility to learn complex relationships in modern, large data sets while enjoying strong theoretical guarantees on quality. Unfortunately, these methods typically require cubic running time in the data set size,…

Machine Learning · Statistics 2019-03-01 Raj Agrawal , Trevor Campbell , Jonathan H. Huggins , Tamara Broderick

Kernel regression is a popular non-parametric fitting technique. It aims at learning a function which estimates the targets for test inputs as precise as possible. Generally, the function value for a test input is estimated by a weighted…

Machine Learning · Computer Science 2017-12-27 Rongqing Huang , Shiliang Sun

Kernel smoothers are considered near the boundary of the interval. Kernels which minimize the expected mean square error are derived. These kernels are equivalent to using a linear weighting function in the local polynomial regression. It…

Methodology · Statistics 2019-12-03 Alexander Sidorenko , Kurt S. Riedel

Scalable kernel methods, including kernel ridge regression, often rely on low-rank matrix approximations using the Nystrom method, which involves selecting landmark points from large data sets. The existing approaches to selecting landmarks…

Machine Learning · Computer Science 2020-09-22 Farhad Pourkamali-Anaraki , Mohammad Amin Hariri-Ardebili , Lydia Morawiec

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

Kernel methods for deconvolution have attractive features, and prevail in the literature. However, they have disadvantages, which include the fact that they are usually suitable only for cases where the error distribution is infinitely…

Statistics Theory · Mathematics 2009-09-29 Peter Hall , Alexander Meister

Random binning features, introduced in the seminal paper of Rahimi and Recht (2007), are an efficient method for approximating a kernel matrix using locality sensitive hashing. Random binning features provide a very simple and efficient way…

Machine Learning · Statistics 2020-03-24 Michael Kapralov , Navid Nouri , Ilya Razenshteyn , Ameya Velingker , Amir Zandieh

We propose a new technique for constructing low-rank approximations of matrices that arise in kernel methods for machine learning. Our approach pairs a novel automatically constructed analytic expansion of the underlying kernel function…

Machine Learning · Computer Science 2022-02-09 John Paul Ryan , Anil Damle

We are interested in a framework of online learning with kernels for low-dimensional but large-scale and potentially adversarial datasets. We study the computational and theoretical performance of online variations of kernel Ridge…

Machine Learning · Statistics 2019-05-30 Rémi Jézéquel , Pierre Gaillard , Alessandro Rudi
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