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Ridge regression (RR) is a regularization technique that penalizes the L2-norm of the coefficients in linear regression. One of the challenges of using RR is the need to set a hyperparameter ($\alpha$) that controls the amount of…

Methodology · Statistics 2020-05-08 Ariel Rokem , Kendrick Kay

This paper investigates preconditioned conjugate gradient techniques for solving kernel ridge regression (KRR) problems with a medium to large number of data points ($10^4 \leq N \leq 10^7$), and it describes two methods with the strongest…

Numerical Analysis · Mathematics 2025-10-22 Mateo Díaz , Ethan N. Epperly , Zachary Frangella , Joel A. Tropp , Robert J. Webber

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

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

Existing statistical learning guarantees for general kernel regressors often yield loose bounds when used with finite-rank kernels. Yet, finite-rank kernels naturally appear in several machine learning problems, e.g.\ when fine-tuning a…

Machine Learning · Computer Science 2023-10-04 Tin Sum Cheng , Aurelien Lucchi , Ivan Dokmanić , Anastasis Kratsios , David Belius

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 kernel ridge regression (KRR) approach is extended to include the odd-even effects in nuclear mass predictions by remodulating the kernel function without introducing new weight parameters and inputs in the training network. By taking…

Nuclear Theory · Physics 2021-06-03 X. H. Wu , L. H. Guo , P. W. Zhao

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

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

Estimation of the mean and covariance functions is a fundamental problem in functional data analysis, particularly for discretely observed functional data. In this work, we study a regularization-based framework for estimating the mean and…

Statistics Theory · Mathematics 2026-03-20 Naveen Gupta , Bharath K Sriperumbudur

This paper focuses on parameter selection issues of kernel ridge regression (KRR). Due to special spectral properties of KRR, we find that delicate subdivision of the parameter interval shrinks the difference between two successive KRR…

Machine Learning · Computer Science 2023-12-12 Shao-Bo Lin

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

Recent studies have reported $\textit{saturation effects}$ and $\textit{multiple descent behavior}$ in large dimensional kernel ridge regression (KRR). However, these findings are predominantly derived under restrictive settings, such as…

Machine Learning · Statistics 2026-05-15 Yang Zhou , Yicheng Li , Yuqian Cheng , Qian Lin

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

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

Kernel ridge regression is used to approximate the kinetic energy of non-interacting fermions in a one-dimensional box as a functional of their density. The properties of different kernels and methods of cross-validation are explored, and…

We consider supervised learning problems within the positive-definite kernel framework, such as kernel ridge regression, kernel logistic regression or the support vector machine. With kernels leading to infinite-dimensional feature spaces,…

Machine Learning · Computer Science 2013-05-23 Francis Bach

We analyse the convergence of sampling algorithms for functions in reproducing kernel Hilbert spaces (RKHS). To this end, we discuss approximation properties of kernel regression under minimalistic assumptions on both the kernel and the…

Machine Learning · Statistics 2025-04-21 Armin Iske

We propose new reproducing kernel-based tests for model checking in conditional moment restriction models. By regressing estimated residuals on kernel functions via kernel ridge regression (KRR), we obtain a coefficient function in a…

Econometrics · Economics 2025-05-05 Yuhao Li

We investigate statistical properties for a broad class of modern kernel-based regression (KBR) methods. These kernel methods were developed during the last decade and are inspired by convex risk minimization in infinite-dimensional Hilbert…

Statistics Theory · Mathematics 2009-09-29 Andreas Christmann , Ingo Steinwart