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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

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

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

We study generalization properties of distributed algorithms in the setting of nonparametric regression over a reproducing kernel Hilbert space (RKHS). We first investigate distributed stochastic gradient methods (SGM), with mini-batches…

Machine Learning · Statistics 2018-11-06 Junhong Lin , Volkan Cevher

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

Regularized least-squares (kernel-ridge / Gaussian process) regression is a fundamental algorithm of statistics and machine learning. Because generic algorithms for the exact solution have cubic complexity in the number of datapoints, large…

Machine Learning · Computer Science 2019-11-15 Simon Bartels , Philipp Hennig

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

We develop a novel randomized conjugate gradient least squares (RCGLS) method for solving least-squares problems, in which iterative sketching is employed at each step to reduce the dimension and hence the computational cost. In particular,…

Numerical Analysis · Mathematics 2026-05-26 Yun Zeng , Jian-Feng Cai , Deren Han , Jiaxin Xie

In this paper, we consider the nonparametric least square regression in a Reproducing Kernel Hilbert Space (RKHS). We propose a new randomized algorithm that has optimal generalization error bounds with respect to the square loss, closing a…

Machine Learning · Computer Science 2019-05-28 Kwang-Sung Jun , Ashok Cutkosky , Francesco Orabona

We study generalization properties of kernel regularized least squares regression based on a partitioning approach. We show that optimal rates of convergence are preserved if the number of local sets grows sufficiently slowly with the…

Statistics Theory · Mathematics 2019-02-26 Nicole Mücke

Leveraging the kernel trick in both the input and output spaces, surrogate kernel methods are a flexible and theoretically grounded solution to structured output prediction. If they provide state-of-the-art performance on complex data sets…

Machine Learning · Statistics 2024-05-07 Tamim El Ahmad , Luc Brogat-Motte , Pierre Laforgue , Florence d'Alché-Buc

This paper presents distributed conjugate gradient algorithms for distributed parameter estimation and spectrum estimation over wireless sensor networks. In particular, distributed conventional conjugate gradient (CCG) and modified…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-01-19 R. C. de Lamare

This paper presents a stochastic behavior analysis of a kernel-based stochastic restricted-gradient descent method. The restricted gradient gives a steepest ascent direction within the so-called dictionary subspace. The analysis provides…

Machine Learning · Computer Science 2014-10-15 Masa-aki Takizawa , Masahiro Yukawa , Cedric Richard

In this paper, we present a study of a kernel-based consensual aggregation on randomly projected high-dimensional features of predictions for regression. The aggregation scheme is composed of two steps: the high-dimensional features of…

Machine Learning · Statistics 2022-04-07 Sothea Has

Quantum kernel methods offer significant theoretical benefits by rendering classically inseparable features separable in quantum space. Yet, the practical application of Quantum Machine Learning (QML), currently constrained by the…

Machine Learning · Computer Science 2026-02-03 Philipp Altmann , Maximilian Mansky , Maximilian Zorn , Jonas Stein , Claudia Linnhoff-Popien

We propose a novel adaptive kernel based regression method for complex-valued signals: the generalized complex-valued kernel least-mean-square (gCKLMS). We borrow from the new results on widely linear reproducing kernel Hilbert space…

Machine Learning · Statistics 2019-10-02 Rafael Boloix-Tortosa , Juan José Murillo-Fuentes , Sotirios A. Tsaftaris

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

This paper addresses the covariate shift problem in the context of nonparametric regression within reproducing kernel Hilbert spaces (RKHSs). Covariate shift arises in supervised learning when the input distributions of the training and…

Machine Learning · Statistics 2025-05-21 Andrea Della Vecchia , Arnaud Mavakala Watusadisi , Ernesto De Vito , Lorenzo Rosasco

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

Kernel methods are powerful learning methodologies that allow to perform non-linear data analysis. Despite their popularity, they suffer from poor scalability in big data scenarios. Various approximation methods, including random feature…

Machine Learning · Statistics 2022-06-14 Bharath Sriperumbudur , Nicholas Sterge
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