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We present the first optimal rates for infinite-dimensional vector-valued ridge regression on a continuous scale of norms that interpolate between $L_2$ and the hypothesis space, which we consider as a vector-valued reproducing kernel…

Machine Learning · Statistics 2024-08-07 Zhu Li , Dimitri Meunier , Mattes Mollenhauer , Arthur Gretton

Learning kernels in operators from data lies at the intersection of inverse problems and statistical learning, providing a powerful framework for capturing non-local dependencies in function spaces and high-dimensional settings. In contrast…

Statistics Theory · Mathematics 2025-06-24 Sichong Zhang , Xiong Wang , Fei Lu

We prove rates of convergence in the statistical sense for kernel-based least squares regression using a conjugate gradient algorithm, where regularization against overfitting is obtained by early stopping. This method is directly related…

Statistics Theory · Mathematics 2010-09-30 Gilles Blanchard , Nicole Kraemer

In this paper, we study regression problems over a separable Hilbert space with the square loss, covering non-parametric regression over a reproducing kernel Hilbert space. We investigate a class of spectral/regularized algorithms,…

Machine Learning · Statistics 2022-07-18 Junhong Lin , Alessandro Rudi , Lorenzo Rosasco , Volkan Cevher

Function values are, in some sense, "almost as good" as general linear information for $L_2$-approximation (optimal recovery, data assimilation) of functions from a reproducing kernel Hilbert space. This was recently proved by new upper…

Numerical Analysis · Mathematics 2022-03-23 Aicke Hinrichs , David Krieg , Erich Novak , Jan Vybiral

We develop novel learning rates for conditional mean embeddings by applying the theory of interpolation for reproducing kernel Hilbert spaces (RKHS). We derive explicit, adaptive convergence rates for the sample estimator under the…

Machine Learning · Statistics 2026-04-09 Prem Talwai , Ali Shameli , David Simchi-Levi

A typical approach in estimating the learning rate of a regularized learning scheme is to bound the approximation error by the sum of the sampling error, the hypothesis error and the regularization error. Using a reproducing kernel space…

Machine Learning · Statistics 2011-01-28 Guohui Song , Haizhang Zhang

Learning mappings between infinite-dimensional function spaces has achieved empirical success in many disciplines of machine learning, including generative modeling, functional data analysis, causal inference, and multi-agent reinforcement…

Machine Learning · Computer Science 2023-07-25 Jikai Jin , Yiping Lu , Jose Blanchet , Lexing Ying

We consider learning methods based on the regularization of a convex empirical risk by a squared Hilbertian norm, a setting that includes linear predictors and non-linear predictors through positive-definite kernels. In order to go beyond…

Machine Learning · Computer Science 2019-06-19 Ulysse Marteau-Ferey , Dmitrii Ostrovskii , Francis Bach , Alessandro Rudi

Conditional expectiles are becoming an increasingly important tool in finance as well as in other areas of applications. We analyse a support vector machine type approach for estimating conditional expectiles and establish learning rates…

Machine Learning · Statistics 2017-02-28 Muhammad Farooq , Ingo Steinwart

We study distributed learning with the least squares regularization scheme in a reproducing kernel Hilbert space (RKHS). By a divide-and-conquer approach, the algorithm partitions a data set into disjoint data subsets, applies the least…

Machine Learning · Computer Science 2017-03-14 Shao-Bo Lin , Xin Guo , Ding-Xuan Zhou

In this paper, we establish minimax optimal rates of convergence for prediction in a semi-functional linear model that consists of a functional component and a less smooth nonparametric component. Our results reveal that the smoother…

Statistics Theory · Mathematics 2021-11-01 Keli Guo , Jun Fan , Lixing Zhu

We derive minimax adaptive rates for a new, broad class of Tikhonov-regularized learning problems in Hilbert scales under general source conditions. Our analysis does not require the regression function to be contained in the hypothesis…

Statistics Theory · Mathematics 2023-09-19 Prem Talwai , David Simchi-Levi

We prove statistical rates of convergence for kernel-based least squares regression from i.i.d. data using a conjugate gradient algorithm, where regularization against overfitting is obtained by early stopping. This method is related to…

Statistics Theory · Mathematics 2016-07-11 Gilles Blanchard , Nicole Krämer

By selecting different filter functions, spectral algorithms can generate various regularization methods to solve statistical inverse problems within the learning-from-samples framework. This paper combines distributed spectral algorithms…

Machine Learning · Statistics 2025-02-18 Jiading Liu , Lei Shi

We consider neural network approximation spaces that classify functions according to the rate at which they can be approximated (with error measured in $L^p$) by ReLU neural networks with an increasing number of coefficients, subject to…

Functional Analysis · Mathematics 2021-10-29 Philipp Grohs , Felix Voigtlaender

We show that kernel-based quadrature rules for computing integrals can be seen as a special case of random feature expansions for positive definite kernels, for a particular decomposition that always exists for such kernels. We provide a…

Machine Learning · Computer Science 2015-11-10 Francis Bach

We study kernel least-squares estimation under a norm constraint. This form of regularisation is known as Ivanov regularisation and it provides better control of the norm of the estimator than the well-established Tikhonov regularisation.…

Statistics Theory · Mathematics 2019-06-17 Stephen Page , Steffen Grünewälder

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

Ridgeless regression has garnered attention among researchers, particularly in light of the ``Benign Overfitting'' phenomenon, where models interpolating noisy samples demonstrate robust generalization. However, kernel ridgeless regression…

Machine Learning · Computer Science 2024-06-04 Fan He , Mingzhen He , Lei Shi , Xiaolin Huang , Johan A. K. Suykens
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