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Gaussian processes provide a powerful probabilistic kernel learning framework, which allows learning high quality nonparametric regression models via methods such as Gaussian process regression. Nevertheless, the learning phase of Gaussian…

Numerical Analysis · Mathematics 2021-01-06 Paz Fink Shustin , Haim Avron

Devoted to multi-task learning and structured output learning, operator-valued kernels provide a flexible tool to build vector-valued functions in the context of Reproducing Kernel Hilbert Spaces. To scale up these methods, we extend the…

Machine Learning · Computer Science 2018-05-25 Romain Brault , Florence d'Alché-Buc , Markus Heinonen

A common challenge in nonparametric inference is its high computational complexity when data volume is large. In this paper, we develop computationally efficient nonparametric testing by employing a random projection strategy. In the…

Statistics Theory · Mathematics 2018-02-20 Meimei Liu , Zuofeng Shang , Guang Cheng

Consider the classical supervised learning problem: we are given data $(y_i,{\boldsymbol x}_i)$, $i\le n$, with $y_i$ a response and ${\boldsymbol x}_i\in {\mathcal X}$ a covariates vector, and try to learn a model $f:{\mathcal…

Statistics Theory · Mathematics 2021-01-27 Song Mei , Theodor Misiakiewicz , Andrea Montanari

The random feature (RF) approach is a well-established and efficient tool for scalable kernel methods, but existing literature has primarily focused on kernel ridge regression with random features (KRR-RF), which has limitations in handling…

Machine Learning · Statistics 2025-03-18 Caixing Wang , Xingdong Feng

We investigate the properties of random feature ridge regression (RFRR) given by a two-layer neural network with random Gaussian initialization. We study the non-asymptotic behaviors of the RFRR with nearly orthogonal deterministic…

Statistics Theory · Mathematics 2023-08-15 Zhichao Wang , Yizhe Zhu

Random feature (RF) has been widely used for node consistency in decentralized kernel ridge regression (KRR). Currently, the consistency is guaranteed by imposing constraints on coefficients of features, necessitating that the random…

Machine Learning · Computer Science 2024-09-23 Ruikai Yang , Fan He , Mingzhen He , Jie Yang , Xiaolin Huang

Kernel learning methods are among the most effective learning methods and have been vigorously studied in the past decades. However, when tackling with complicated tasks, classical kernel methods are not flexible or "rich" enough to…

Machine Learning · Computer Science 2019-10-08 Jiaxuan Xie , Fanghui Liu , Kaijie Wang , Xiaolin Huang

Random feature approximation is arguably one of the most widely used techniques for kernel methods in large-scale learning algorithms. In this work, we analyze the generalization properties of random feature methods, extending previous…

Machine Learning · Statistics 2025-06-23 Mike Nguyen , Nicole Mücke

Random non-linear Fourier features have recently shown remarkable performance in a wide-range of regression and classification applications. Motivated by this success, this article focuses on a sparse non-linear Fourier feature (NFF) model.…

Machine Learning · Statistics 2020-02-13 Ayca Ozcelikkale

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

Kernel methods are an extremely popular set of techniques used for many important machine learning and data analysis applications. In addition to having good practical performances, these methods are supported by a well-developed theory.…

Machine Learning · Statistics 2015-04-23 Shiva Prasad Kasiviswanathan , Mark Rudelson

Random features (RFs) are a popular technique to scale up kernel methods in machine learning, replacing exact kernel evaluations with stochastic Monte Carlo estimates. They underpin models as diverse as efficient transformers (by…

Machine Learning · Statistics 2024-10-04 Isaac Reid , Stratis Markou , Krzysztof Choromanski , Richard E. Turner , Adrian Weller

Nystr\"om approximation is a fast randomized method that rapidly solves kernel ridge regression (KRR) problems through sub-sampling the n-by-n empirical kernel matrix appearing in the objective function. However, the performance of such a…

Machine Learning · Statistics 2021-03-10 Yifan Chen , Yun Yang

Modeling non-stationary processes, where statistical properties vary across the input domain, is a critical challenge in machine learning; yet most scalable methods rely on a simplifying assumption of stationarity. This forces a difficult…

Machine Learning · Computer Science 2026-02-03 Sawan Kumar , Souvik Chakraborty

Kernel power $k$-means (KPKM) leverages a family of means to mitigate local minima issues in kernel $k$-means. However, KPKM faces two key limitations: (1) the computational burden of the full kernel matrix restricts its use on extensive…

Machine Learning · Computer Science 2025-11-14 Yixi Chen , Weixuan Liang , Tianrui Liu , Jun-Jie Huang , Ao Li , Xueling Zhu , Xinwang Liu

We show that the error probability of reconstructing kernel matrices from Random Fourier Features for the Gaussian kernel function is at most $\mathcal{O}(R^{2/3} \exp(-D))$, where $D$ is the number of random features and $R$ is the…

Machine Learning · Computer Science 2021-11-09 Jean Honorio , Yu-Jun Li

Kernel methods provide a flexible and theoretically grounded approach to nonlinear and nonparametric learning. While memory and run-time requirements hinder their applicability to large datasets, many low-rank kernel approximations, such as…

Machine Learning · Statistics 2024-04-15 Mateus P. Otto , Rafael Izbicki

We derive new bounds for the condition number of kernel matrices, which we then use to enhance existing non-asymptotic test error bounds for kernel ridgeless regression (KRR) in the over-parameterized regime for a fixed input dimension. For…

Machine Learning · Computer Science 2024-05-31 Tin Sum Cheng , Aurelien Lucchi , Anastasis Kratsios , David Belius

Kernel methods offer the flexibility to learn complex relationships in modern, large data sets while enjoying strong theoretical guarantees on quality. Unfortunately, these methods typically require cubic running time in the data set size,…

Machine Learning · Statistics 2019-03-01 Raj Agrawal , Trevor Campbell , Jonathan H. Huggins , Tamara Broderick