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This paper investigates the problems large-scale distributed composite convex optimization, with motivations from a broad range of applications, including multi-agent systems, federated learning, smart grids, wireless sensor networks,…

Optimization and Control · Mathematics 2025-12-16 Maoran Wang , Xingju Cai , Yongxin Chen

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

The existing research on spectral algorithms, applied within a Reproducing Kernel Hilbert Space (RKHS), has primarily focused on general kernel functions, often neglecting the inherent structure of the input feature space. Our paper…

Machine Learning · Statistics 2024-03-08 Weichun Xia , Lei Shi

Distributed learning is an effective way to analyze big data. In distributed regression, a typical approach is to divide the big data into multiple blocks, apply a base regression algorithm on each of them, and then simply average the…

Machine Learning · Computer Science 2017-08-08 Zhengchu Guo , Lei Shi , Qiang Wu

This paper presents a comprehensive study on the convergence rates of the stochastic gradient descent (SGD) algorithm when applied to overparameterized two-layer neural networks. Our approach combines the Neural Tangent Kernel (NTK)…

Machine Learning · Statistics 2024-07-11 Dinghao Cao , Zheng-Chu Guo , Lei Shi

Kernel ridge regression (KRR) is a standard method for performing non-parametric regression over reproducing kernel Hilbert spaces. Given $n$ samples, the time and space complexity of computing the KRR estimate scale as $\mathcal{O}(n^3)$…

Machine Learning · Statistics 2015-01-27 Yun Yang , Mert Pilanci , Martin J. Wainwright

We consider multi-agent stochastic optimization problems over reproducing kernel Hilbert spaces (RKHS). In this setting, a network of interconnected agents aims to learn decision functions, i.e., nonlinear statistical models, that are…

Optimization and Control · Mathematics 2018-07-04 Alec Koppel , Santiago Paternain , Cedric Richard , Alejandro Ribeiro

Stochastic convex optimization algorithms are the most popular way to train machine learning models on large-scale data. Scaling up the training process of these models is crucial, but the most popular algorithm, Stochastic Gradient Descent…

Machine Learning · Statistics 2018-10-30 Ashok Cutkosky , Robert Busa-Fekete

We establish optimal convergence rates for a decomposition-based scalable approach to kernel ridge regression. The method is simple to describe: it randomly partitions a dataset of size N into m subsets of equal size, computes an…

Statistics Theory · Mathematics 2014-05-01 Yuchen Zhang , John C. Duchi , Martin J. Wainwright

We study a distributed consensus-based stochastic gradient descent (SGD) algorithm and show that the rate of convergence involves the spectral properties of two matrices: the standard spectral gap of a weight matrix from the network…

Optimization and Control · Mathematics 2016-09-02 Avleen S. Bijral , Anand D. Sarwate , Nathan Srebro

In federated distributed learning, the goal is to optimize a global training objective defined over distributed devices, where the data shard at each device is sampled from a possibly different distribution (a.k.a., heterogeneous or non…

Machine Learning · Computer Science 2019-12-10 Farzin Haddadpour , Mehrdad Mahdavi

In this paper we study the convergence of online gradient descent algorithms in reproducing kernel Hilbert spaces (RKHSs) without regularization. We establish a sufficient condition and a necessary condition for the convergence of excess…

Machine Learning · Computer Science 2017-08-11 Yunwen Lei , Lei Shi , Zheng-Chu Guo

Kernel ridge regression (KRR), also known as the least-squares support vector machine, is a fundamental method for learning functions from finite samples. While most existing analyses focus on the noisy setting with constant-level label…

Machine Learning · Statistics 2025-04-14 Jihao Long , Xiaojun Peng , Lei Wu

This paper investigates the convergence properties of spectral algorithms -- a class of regularization methods originating from inverse problems -- under covariate shift. In this setting, the marginal distributions of inputs differ between…

Machine Learning · Statistics 2025-09-08 Ren-Rui Liu , Zheng-Chu Guo

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

With the recent proliferation of large-scale learning problems,there have been a lot of interest on distributed machine learning algorithms, particularly those that are based on stochastic gradient descent (SGD) and its variants. However,…

Machine Learning · Computer Science 2015-12-07 Ruiliang Zhang , Shuai Zheng , James T. Kwok

Regularization schemes for regression have been widely studied in learning theory and inverse problems. In this paper, we study distribution regression (DR) which involves two stages of sampling, and aims at regressing from probability…

Machine Learning · Computer Science 2021-10-27 Zhan Yu , Daniel W. C. Ho , Ding-Xuan Zhou

We study statistical inverse learning in the context of nonlinear inverse problems under random design. Specifically, we address a class of nonlinear problems by employing gradient descent (GD) and stochastic gradient descent (SGD) with…

Machine Learning · Statistics 2024-12-24 Abhishake , Nicole Mücke , Tapio Helin

Kernel ridge regression (KRR) is widely used for nonparametric regression over reproducing kernel Hilbert spaces. It offers powerful modeling capabilities at the cost of significant computational costs, which typically require $O(n^3)$…

Methodology · Statistics 2024-03-18 Xiaowu Dai , Huiying Zhong

For a certain scaling of the initialization of stochastic gradient descent (SGD), wide neural networks (NN) have been shown to be well approximated by reproducing kernel Hilbert space (RKHS) methods. Recent empirical work showed that, for…

Machine Learning · Statistics 2022-01-12 Behrooz Ghorbani , Song Mei , Theodor Misiakiewicz , Andrea Montanari