Related papers: On the Error of Random Fourier Features
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…
Evaluation of generative models is mostly based on the comparison between the estimated distribution and the ground truth distribution in a certain feature space. To embed samples into informative features, previous works often use…
Despite their success, kernel methods suffer from a massive computational cost in practice. In this paper, in lieu of commonly used kernel expansion with respect to $N$ inputs, we develop a novel optimal design maximizing the entropy among…
Kernel techniques are among the most popular and flexible approaches in data science allowing to represent probability measures without loss of information under mild conditions. The resulting mapping called mean embedding gives rise to a…
In this paper we show how to use Fourier transform methods to analyze the asymptotic behavior of kernel distribution function estimators. Exact expressions for the mean integrated squared error in terms of the characteristic function of the…
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…
This note responds to "Promises and Pitfalls of Deep Kernel Learning" (Ober et al., 2021). The marginal likelihood of a Gaussian process can be compartmentalized into a data fit term and a complexity penalty. Ober et al. (2021) shows that…
This works extends the Random Embedding Bayesian Optimization approach by integrating a warping of the high dimensional subspace within the covariance kernel. The proposed warping, that relies on elementary geometric considerations, allows…
Kernel methods augmented with random features give scalable algorithms for learning from big data. But it has been computationally hard to sample random features according to a probability distribution that is optimized for the data, so as…
Fourier embedding has shown great promise in removing spectral bias during neural network training. However, it can still suffer from high generalization errors, especially when the labels or measurements are noisy. We demonstrate that…
Generalization performance of classifiers in deep learning has recently become a subject of intense study. Deep models, typically over-parametrized, tend to fit the training data exactly. Despite this "overfitting", they perform well on…
Recurrent Neural Networks (RNNs) have achieved great success in the prediction of sequential data. However, their theoretical studies are still lagging behind because of their complex interconnected structures. In this paper, we establish a…
We construct $\bf genRBF$ kernel, which generalizes the classical Gaussian RBF kernel to the case of incomplete data. We model the uncertainty contained in missing attributes making use of data distribution and associate every point with a…
This paper studies a machine learning regression problem as a multivariate approximation problem using the framework of the theory of random functions. An ab initio derivation of a regression method is proposed, starting from postulates of…
Quantum kernel methods are a promising method in quantum machine learning thanks to the guarantees connected to them. Their accessibility for analytic considerations also opens up the possibility of prescreening datasets based on their…
Some response surface functions in complex engineering systems are usually highly nonlinear, unformed, and expensive-to-evaluate. To tackle this challenge, Bayesian optimization, which conducts sequential design via a posterior distribution…
``Benign overfitting'', the ability of certain algorithms to interpolate noisy training data and yet perform well out-of-sample, has been a topic of considerable recent interest. We show, using a fixed design setup, that an important class…
Kernel mean embeddings -- integrals of a kernel with respect to a probability distribution -- are essential in Bayesian quadrature, but also widely used in other computational tools for numerical integration or for statistical inference…
Quantum machine learning is arguably one of the most explored applications of near-term quantum devices. Much focus has been put on notions of variational quantum machine learning where parameterized quantum circuits (PQCs) are used as…
The graphlet kernel is a classical method in graph classification. It however suffers from a high computation cost due to the isomorphism test it includes. As a generic proxy, and in general at the cost of losing some information, this test…