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A structure-preserving kernel ridge regression method is presented that allows the recovery of nonlinear Hamiltonian functions out of datasets made of noisy observations of Hamiltonian vector fields. The method proposes a closed-form…

Machine Learning · Statistics 2025-04-07 Jianyu Hu , Juan-Pablo Ortega , Daiying Yin

As a predictor's quality is often assessed by means of its risk, it is natural to regard risk consistency as a desirable property of learning methods, and many such methods have indeed been shown to be risk consistent. The first aim of this…

Machine Learning · Statistics 2023-03-28 Hannes Köhler

As recent literature has demonstrated how classifiers often carry unintended biases toward some subgroups, deploying machine learned models to users demands careful consideration of the social consequences. How should we address this…

Machine Learning · Computer Science 2019-10-28 Flavien Prost , Hai Qian , Qiuwen Chen , Ed H. Chi , Jilin Chen , Alex Beutel

Conditionally positive definite (CPD) kernels are defined with respect to a function class $\mathcal{F}$. It is well known that such a kernel $K$ is associated with its native space (defined analogously to an RKHS), which in turn gives rise…

Machine Learning · Computer Science 2026-05-26 Rustem Takhanov , Zhenisbek Assylbekov

We consider the problem of reconstructing a function from a finite set of noise-corrupted samples. Two kernel algorithms are analyzed, namely kernel ridge regression and $\varepsilon$-support vector regression. By assuming the ground-truth…

Systems and Control · Electrical Eng. & Systems 2021-08-03 Emilio T. Maddalena , Paul Scharnhorst , Colin N. Jones

This paper conducts a comprehensive study of the learning curves of kernel ridge regression (KRR) under minimal assumptions. Our contributions are three-fold: 1) we analyze the role of key properties of the kernel, such as its spectral…

Machine Learning · Computer Science 2024-10-24 Tin Sum Cheng , Aurelien Lucchi , Anastasis Kratsios , David Belius

A structure-preserving kernel ridge regression method is presented that allows the recovery of globally defined, potentially high-dimensional, and nonlinear Hamiltonian functions on Poisson manifolds out of datasets made of noisy…

Numerical Analysis · Mathematics 2025-04-21 Jianyu Hu , Juan-Pablo Ortega , Daiying Yin

We study the problem of estimating the effect function for a continuous treatment, which maps each treatment value to a population-averaged outcome. A central challenge in this setting is confounding: treatment assignment often depends on…

Methodology · Statistics 2026-05-29 Seok-Jin Kim , Kaizheng Wang

We consider the problem of classification of functional data into two groups by linear classifiers based on one-dimensional projections of functions. We reformulate the task to find the best classifier as an optimization problem and solve…

Methodology · Statistics 2017-08-29 David Kraus , Marco Stefanucci

We propose a new formulation of robust regression by integrating all realizations of the uncertainty set and taking an averaged approach to obtain the optimal solution for the ordinary least squares regression problem. We show that this…

Machine Learning · Computer Science 2024-10-10 Dimitris Bertsimas , Yu Ma

Regularization is a fundamental technique to prevent over-fitting and to improve generalization performances by constraining a model's complexity. Current Deep Networks heavily rely on regularizers such as Data-Augmentation (DA) or…

Machine Learning · Computer Science 2022-04-12 Randall Balestriero , Leon Bottou , Yann LeCun

This paper characterizes the conditional distribution properties of the finite sample ridge regression estimator and uses that result to evaluate total regression and generalization errors that incorporate the inaccuracies committed at the…

Machine Learning · Statistics 2016-05-31 Lyudmila Grigoryeva , Juan-Pablo Ortega

Reinforcement learning utilizing kernel ridge regression to predict the expected value function represents a powerful method with great representational capacity. This setting is a highly versatile framework amenable to analytical results.…

Machine Learning · Computer Science 2024-11-01 Sattar Vakili , Julia Olkhovskaya

We perform a study on kernel regression for large-dimensional data (where the sample size $n$ is polynomially depending on the dimension $d$ of the samples, i.e., $n\asymp d^{\gamma}$ for some $\gamma >0$ ). We first build a general tool to…

Machine Learning · Statistics 2024-07-01 Weihao Lu , Haobo Zhang , Yicheng Li , Manyun Xu , Qian Lin

Randomized smoothing has shown promising certified robustness against adversaries in classification tasks. Despite such success with only zeroth-order access to base models, randomized smoothing has not been extended to a general form of…

Machine Learning · Computer Science 2024-05-16 Aref Miri Rekavandi , Olga Ohrimenko , Benjamin I. P. Rubinstein

Robust principal component analysis is an important representative method in data analysis. It is usually viewed as an optimization problem involving the rank and $\ell_0$-norm of matrices. In this paper, we study the rank and $\ell_0$…

Optimization and Control · Mathematics 2026-03-04 Wenjing Li , Wei Bian , Kim-Chuan Toh

In high-dimensional and/or non-parametric regression problems, regularization (or penalization) is used to control model complexity and induce desired structure. Each penalty has a weight parameter that indicates how strongly the structure…

Machine Learning · Statistics 2017-03-30 Jean Feng , Noah Simon

Deep Neural Networks have achieved remarkable success relying on the developing availability of GPUs and large-scale datasets with increasing network depth and width. However, due to the expensive computation and intensive memory,…

Machine Learning · Computer Science 2020-09-07 E Zhenqian , Gao Weiguo

This paper investigates preconditioned conjugate gradient techniques for solving kernel ridge regression (KRR) problems with a medium to large number of data points ($10^4 \leq N \leq 10^7$), and it describes two methods with the strongest…

Numerical Analysis · Mathematics 2025-10-22 Mateo Díaz , Ethan N. Epperly , Zachary Frangella , Joel A. Tropp , Robert J. Webber

In this paper, we consider the coefficient-based regularized distribution regression which aims to regress from probability measures to real-valued responses over a reproducing kernel Hilbert space (RKHS), where the regularization is put on…

Machine Learning · Statistics 2022-08-29 Yuan Mao , Lei Shi , Zheng-Chu Guo