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This paper carries out a large dimensional analysis of a variation of kernel ridge regression that we call \emph{centered kernel ridge regression} (CKRR), also known in the literature as kernel ridge regression with offset. This modified…

Machine Learning · Statistics 2020-04-22 Khalil Elkhalil , Abla Kammoun , Xiangliang Zhang , Mohamed-Slim Alouini , Tareq Al-Naffouri

Kernel ridge regression (KRR) is a popular class of machine learning models that has become an important tool for understanding deep learning. Much of the focus thus far has been on studying the proportional asymptotic regime, $n \asymp d$,…

Machine Learning · Statistics 2025-10-07 Parthe Pandit , Zhichao Wang , Yizhe Zhu

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

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 asymptotically precise estimation of the generalization of kernel methods has recently received attention due to the parallels between neural networks and their associated kernels. However, prior works derive such estimates for training…

Machine Learning · Computer Science 2024-03-19 Maksim Velikanov , Maxim Panov , Dmitry Yarotsky

We consider learning an unknown target function $f_*$ using kernel ridge regression (KRR) given i.i.d. data $(u_i,y_i)$, $i\leq n$, where $u_i \in U$ is a covariate vector and $y_i = f_* (u_i) +\varepsilon_i \in \mathbb{R}$. A recent string…

Machine Learning · Statistics 2024-03-15 Theodor Misiakiewicz , Basil Saeed

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

Kernel ridge regression (KRR) is a widely used nonparametric method due to its strong theoretical guarantees and computational convenience. However, standard KRR does not distinguish between linear and nonlinear components in the signal,…

Statistics Theory · Mathematics 2026-05-13 Xin Bing , Chao Wang

In this paper, we investigate a divide and conquer approach to Kernel Ridge Regression (KRR). Given n samples, the division step involves separating the points based on some underlying disjoint partition of the input space (possibly via…

Machine Learning · Statistics 2016-08-08 Rashish Tandon , Si Si , Pradeep Ravikumar , Inderjit Dhillon

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

Random Feature (RF) models are used as efficient parametric approximations of kernel methods. We investigate, by means of random matrix theory, the connection between Gaussian RF models and Kernel Ridge Regression (KRR). For a Gaussian RF…

Machine Learning · Statistics 2020-09-24 Arthur Jacot , Berfin Şimşek , Francesco Spadaro , Clément Hongler , Franck Gabriel

Kernel balancing weights provide confidence intervals for average treatment effects, based on the idea of balancing covariates for the treated group and untreated group in feature space, often with ridge regularization. Previous works on…

Machine Learning · Statistics 2024-07-08 Rahul Singh

We propose an optimal algorithm for estimating conditional average treatment effects (CATEs) when response functions lie in a reproducing kernel Hilbert space (RKHS). We study settings in which the contrast function is structurally simpler…

Methodology · Statistics 2026-02-25 Seok-Jin Kim

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

It is well known that kernel ridge regression (KRR) is a popular nonparametric regression estimator. Nonetheless, in the presence of a large data set with size $n\gg 1,$ the KRR estimator has the drawback to require an intensive…

Statistics Theory · Mathematics 2023-01-19 Asma Ben Saber , Abderrazek Karoui

Kernel methods, particularly kernel ridge regression (KRR), are time-proven, powerful nonparametric regression techniques known for their rich capacity, analytical simplicity, and computational tractability. The analysis of their predictive…

Statistics Theory · Mathematics 2025-09-23 Xin Bing , Xin He , Chao Wang

This paper generalizes regularized regression problems in a hyper-reproducing kernel Hilbert space (hyper-RKHS), illustrates its utility for kernel learning and out-of-sample extensions, and proves asymptotic convergence results for the…

Machine Learning · Computer Science 2022-10-20 Fanghui Liu , Lei Shi , Xiaolin Huang , Jie Yang , Johan A. K. Suykens

The proliferation of data has sparked significant interest in leveraging findings from one study to estimate treatment effects in a different target population without direct outcome observations. However, the transfer learning process is…

Methodology · Statistics 2025-05-15 Seok-Jin Kim , Hongjie Liu , Molei Liu , Kaizheng Wang

We provide uniform confidence bands for kernel ridge regression (KRR), a widely used nonparametric regression estimator for nonstandard data such as preferences, sequences, and graphs. Despite the prevalence of these data--e.g., student…

Statistics Theory · Mathematics 2025-08-19 Rahul Singh , Suhas Vijaykumar

Motivated by the studies of neural networks (e.g.,the neural tangent kernel theory), we perform a study on the large-dimensional behavior of kernel ridge regression (KRR) where the sample size $n \asymp d^{\gamma}$ for some $\gamma > 0$.…

Machine Learning · Computer Science 2024-01-03 Haobo Zhang , Yicheng Li , Weihao Lu , Qian Lin
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