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Probabilistic machine learning models are distinguished by their ability to integrate prior knowledge of noise statistics, smoothness parameters, and training data uncertainty. A common approach involves modeling data with Gaussian…

Computation · Statistics 2025-07-31 Cristian A. Galvis-Florez , Ahmad Farooq , Simo Särkkä

One of the most popular algorithms for clustering in Euclidean space is the $k$-means algorithm; $k$-means is difficult to analyze mathematically, and few theoretical guarantees are known about it, particularly when the data is {\em…

Machine Learning · Computer Science 2009-12-02 Kamalika Chaudhuri , Sanjoy Dasgupta , Andrea Vattani

The high efficiency of a recently proposed method for computing with Gaussian processes relies on expanding a (translationally invariant) covariance kernel into complex exponentials, with frequencies lying on a Cartesian equispaced grid.…

Numerical Analysis · Mathematics 2023-05-19 Alex Barnett , Philip Greengard , Manas Rachh

To accelerate kernel methods, we propose a near input sparsity time algorithm for sampling the high-dimensional feature space implicitly defined by a kernel transformation. Our main contribution is an importance sampling method for…

Data Structures and Algorithms · Computer Science 2020-07-15 David P. Woodruff , Amir Zandieh

We study fast algorithms for computing fundamental properties of a positive semidefinite kernel matrix $K \in \mathbb{R}^{n \times n}$ corresponding to $n$ points $x_1,\ldots,x_n \in \mathbb{R}^d$. In particular, we consider estimating the…

Data Structures and Algorithms · Computer Science 2021-06-21 Arturs Backurs , Piotr Indyk , Cameron Musco , Tal Wagner

Kernel-based methods are heavily used in machine learning. However, they suffer from $O(N^2)$ complexity in the number $N$ of considered data points. In this paper, we propose an approximation procedure, which reduces this complexity to…

Numerical Analysis · Mathematics 2024-11-20 Johannes Hertrich

In supervised learning using kernel methods, we often encounter a large-scale finite-sum minimization over a reproducing kernel Hilbert space (RKHS). Large-scale finite-sum problems can be solved using efficient variants of Newton method,…

Machine Learning · Computer Science 2022-06-07 Ting-Jui Chang , Shahin Shahrampour

Understanding the impact of data structure on the computational tractability of learning is a key challenge for the theory of neural networks. Many theoretical works do not explicitly model training data, or assume that inputs are drawn…

Machine Learning · Statistics 2022-05-23 Sebastian Goldt , Bruno Loureiro , Galen Reeves , Florent Krzakala , Marc Mézard , Lenka Zdeborová

Kernel based methods have shown effective performance in many remote sensing classification tasks. However their performance significantly depend on its hyper-parameters. The conventional technique to estimate the parameter comes with high…

Machine Learning · Statistics 2018-04-17 Bharath Bhushan Damodaran

To speed up Gaussian process inference, a number of fast kernel matrix-vector multiplication (MVM) approximation algorithms have been proposed over the years. In this paper, we establish an exact fast kernel MVM algorithm based on exact…

Machine Learning · Statistics 2025-08-05 Nicolas Langrené , Xavier Warin , Pierre Gruet

The aim of this paper is to develop novel quantum algorithms for Gaussian process quadrature methods. Gaussian process quadratures are numerical integration methods where Gaussian processes are used as functional priors for the integrands…

Computation · Statistics 2025-02-21 Cristian A. Galvis-Florez , Ahmad Farooq , Simo Särkkä

We study numerical integration of functions depending on an infinite number of variables. We provide lower error bounds for general deterministic linear algorithms and provide matching upper error bounds with the help of suitable multilevel…

Numerical Analysis · Mathematics 2021-02-09 Josef Dick , Michael Gnewuch

Gaussian Process regression is a kernel method successfully adopted in many real-life applications. Recently, there is a growing interest on extending this method to non-Euclidean input spaces, like the one considered in this paper,…

Machine Learning · Computer Science 2022-12-05 Antonio Candelieri , Andrea Ponti , Francesco Archetti

We consider a class of statistical inverse problems involving the estimation of a regression operator from a Polish space to a separable Hilbert space, where the target lies in a vector-valued reproducing kernel Hilbert space induced by an…

Machine Learning · Statistics 2026-04-28 Jia-Qi Yang , Lei Shi

Gaussian processes are powerful models for probabilistic machine learning, but are limited in application by their $O(N^3)$ inference complexity. We propose a method for deriving parametric families of kernel functions with compact spatial…

Machine Learning · Computer Science 2020-06-09 Jarred Barber

Bayesian nonparametric models, such as Gaussian processes, provide a compelling framework for automatic statistical modelling: these models have a high degree of flexibility, and automatically calibrated complexity. However, automating…

Machine Learning · Computer Science 2015-12-04 Andrew Gordon Wilson , Christoph Dann , Christopher G. Lucas , Eric P. Xing

The kernel function and its hyperparameters are the central model selection choice in a Gaussian proces (Rasmussen and Williams, 2006). Typically, the hyperparameters of the kernel are chosen by maximising the marginal likelihood, an…

Machine Learning · Statistics 2022-11-07 Vidhi Lalchand , Wessel P. Bruinsma , David R. Burt , Carl E. Rasmussen

Modern Bayesian optimization and adaptive sampling methods increasingly rely on nonlinear parametric models, yet theoretical guarantees for such models under adaptive data collection remain limited. Existing analyses largely focus on…

Machine Learning · Statistics 2026-05-14 Rafael Oliveira

The overparameterization of variational quantum circuits, as a model of Quantum Neural Networks (QNN), not only improves their trainability but also serves as a method for evaluating the property of a given ansatz by investigating their…

Quantum Physics · Physics 2023-05-23 Ali Rad

We introduce a nonparametric algorithm to learn interaction kernels of mean-field equations for 1st-order systems of interacting particles. The data consist of discrete space-time observations of the solution. By least squares with…

Machine Learning · Statistics 2020-10-30 Quanjun Lang , Fei Lu
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