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Least squares kernel based methods have been widely used in regression problems due to the simple implementation and good generalization performance. Among them, least squares support vector regression (LS-SVR) and extreme learning machine…

Machine Learning · Computer Science 2020-06-03 Hongwei Dong , Liming Yang

Kernel quadrature is widely used to approximate integrals of smooth functions, with worst-case error typically decaying at the minimax rate $n^{-\alpha/d}$ for smoothness $\alpha$ in dimension $d$. Existing rate-optimal methods often depend…

Computation · Statistics 2026-05-19 Edoardo Bandoni , Christian Robert , Julien Stoehr

This paper generalizes regularized regression problems in a hyper-reproducing kernel Hilbert space (hyper-RKHS), illustrates its utility for kernel learning and out-of-sample extensions, and proves asymptotic convergence results for the…

Machine Learning · Computer Science 2022-10-20 Fanghui Liu , Lei Shi , Xiaolin Huang , Jie Yang , Johan A. K. Suykens

Multiple Kernel Learning, or MKL, extends (kernelized) SVM by attempting to learn not only a classifier/regressor but also the best kernel for the training task, usually from a combination of existing kernel functions. Most MKL methods seek…

Machine Learning · Computer Science 2016-03-07 John Moeller , Sarathkrishna Swaminathan , Suresh Venkatasubramanian

The least-squares support vector machine is a frequently used kernel method for non-linear regression and classification tasks. Here we discuss several approximation algorithms for the least-squares support vector machine classifier. The…

Machine Learning · Computer Science 2017-03-24 M. Andrecut

Quantum machine learning with quantum kernels for classification problems is a growing area of research. Recently, quantum kernel alignment techniques that parameterise the kernel have been developed, allowing the kernel to be trained and…

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

We study a natural extension of classical empirical risk minimization, where the hypothesis space is a random subspace of a given space. In particular, we consider possibly data dependent subspaces spanned by a random subset of the data,…

Machine Learning · Statistics 2022-12-09 Andrea Della Vecchia , Ernesto De Vito , Lorenzo Rosasco

We propose a novel class of kernels to alleviate the high computational cost of large-scale nonparametric learning with kernel methods. The proposed kernel is defined based on a hierarchical partitioning of the underlying data domain, where…

Machine Learning · Computer Science 2017-08-15 Jie Chen , Haim Avron , Vikas Sindhwani

Recent theoretical studies illustrated that kernel ridgeless regression can guarantee good generalization ability without an explicit regularization. In this paper, we investigate the statistical properties of ridgeless regression with…

Machine Learning · Computer Science 2023-08-30 Jian Li , Yong Liu , Yingying Zhang

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 give the first algorithm for kernel Nystr\"om approximation that runs in *linear time in the number of training points* and is provably accurate for all kernel matrices, without dependence on regularity or incoherence conditions. The…

Machine Learning · Computer Science 2017-11-06 Cameron Musco , Christopher Musco

This paper focuses on generalization performance analysis for distributed algorithms in the framework of learning theory. Taking distributed kernel ridge regression (DKRR) for example, we succeed in deriving its optimal learning rates in…

Machine Learning · Computer Science 2020-03-30 Shao-Bo Lin , Di Wang , Ding-Xuan Zhou

In this paper, we study the problem of sparse multiple kernel learning (MKL), where the goal is to efficiently learn a combination of a fixed small number of kernels from a large pool that could lead to a kernel classifier with a small…

Machine Learning · Computer Science 2013-02-05 Rong Jin , Tianbao Yang , Mehrdad Mahdavi

In the setting of nonparametric regression, we propose and study a combination of stochastic gradient methods with Nystr\"om subsampling, allowing multiple passes over the data and mini-batches. Generalization error bounds for the studied…

Machine Learning · Statistics 2017-10-24 Junhong Lin , Lorenzo Rosasco

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 apply kernel mean embedding methods to sample-based stochastic optimization and control. Specifically, we use the reduced-set expansion method as a way to discard sampled scenarios. The effect of such constraint removal is improved…

Optimization and Control · Mathematics 2020-04-24 Jia-Jie Zhu , Moritz Diehl , Bernhard Schölkopf

In this paper, we propose and study a Nystr\"om based approach to efficient large scale kernel principal component analysis (PCA). The latter is a natural nonlinear extension of classical PCA based on considering a nonlinear feature map or…

Machine Learning · Statistics 2019-07-12 Nicholas Sterge , Bharath Sriperumbudur , Lorenzo Rosasco , Alessandro Rudi

One of the limiting factors of using support vector machines (SVMs) in large scale applications are their super-linear computational requirements in terms of the number of training samples. To address this issue, several approaches that…

Machine Learning · Statistics 2015-07-24 Mona Eberts , Ingo Steinwart

Kernel ridge regression, in general, is expensive in memory allocation and computation time. This paper addresses low rank approximations and surrogates for kernel ridge regression, which bridge these difficulties. The fundamental…

Machine Learning · Statistics 2025-01-07 Paul Dommel