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This paper provides a comprehensive error analysis of learning with vector-valued random features (RF). The theory is developed for RF ridge regression in a fully general infinite-dimensional input-output setting, but nonetheless applies to…

Machine Learning · Statistics 2024-05-24 Samuel Lanthaler , Nicholas H. Nelsen

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 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

Kernel methods are an incredibly popular technique for extending linear models to non-linear problems via a mapping to an implicit, high-dimensional feature space. While kernel methods are computationally cheaper than an explicit feature…

Machine Learning · Statistics 2019-02-26 Philip Milton , Emanuele Giorgi , Samir Bhatt

We propose a boundary neuron method with random features (BNM-RF) for solving partial differential equations. The method approximates the unknown boundary function by a shallow network within the boundary integral formulation. With randomly…

Numerical Analysis · Mathematics 2026-03-30 Ye Lin , Wentao Liu , Young Ju Lee , Jiwei Jia

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

Nonlinear kernels can be approximated using finite-dimensional feature maps for efficient risk minimization. Due to the inherent trade-off between the dimension of the (mapped) feature space and the approximation accuracy, the key problem…

Machine Learning · Computer Science 2018-10-10 Shahin Shahrampour , Vahid Tarokh

The method of "random Fourier features (RFF)" has become a popular tool for approximating the "radial basis function (RBF)" kernel. The variance of RFF is actually large. Interestingly, the variance can be substantially reduced by a simple…

Machine Learning · Computer Science 2017-02-22 Ping Li

The random Fourier features (RFFs) method is a powerful and popular technique in kernel approximation for scalability of kernel methods. The theoretical foundation of RFFs is based on the Bochner theorem that relates symmetric, positive…

Machine Learning · Computer Science 2022-09-20 Mingzhen He , Fan He , Fanghui Liu , Xiaolin Huang

Kernel method has been developed as one of the standard approaches for nonlinear learning, which however, does not scale to large data set due to its quadratic complexity in the number of samples. A number of kernel approximation methods…

Machine Learning · Computer Science 2018-09-20 Lingfei Wu , Ian E. H. Yen , Jie Chen , Rui Yan

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

Random Fourier features is a widely used, simple, and effective technique for scaling up kernel methods. The existing theoretical analysis of the approach, however, remains focused on specific learning tasks and typically gives pessimistic…

Machine Learning · Statistics 2021-02-08 Zhu Li , Jean-Francois Ton , Dino Oglic , Dino Sejdinovic

There is currently a huge effort to understand the potential and limitations of variational quantum machine learning (QML) based on the optimization of parameterized quantum circuits. Recent proposals toward dequantizing variational QML…

Quantum Physics · Physics 2025-04-01 Ryan Sweke , Seongwook Shin , Elies Gil-Fuster

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

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 obtain upper bounds for the estimation error of Kernel Ridge Regression (KRR) for all non-negative regularization parameters, offering a geometric perspective on various phenomena in KRR. As applications: 1. We address the multiple…

Statistics Theory · Mathematics 2024-10-10 Georgios Gavrilopoulos , Guillaume Lecué , Zong Shang

Kernel ridge regression, KRR, is a generalization of linear ridge regression that is non-linear in the data, but linear in the model parameters. Here, we introduce an equivalent formulation of the objective function of KRR, which opens up…

Machine Learning · Statistics 2025-03-10 Oskar Allerbo

Machine learning models often generalize poorly to out-of-distribution (OOD) data as a result of relying on features that are spuriously correlated with the label during training. Recently, the technique of Invariant Risk Minimization (IRM)…

Machine Learning · Computer Science 2023-01-18 Dongsung Huh , Avinash Baidya

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

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