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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

Kernel ridge regression (KRR), also known as the least-squares support vector machine, is a fundamental method for learning functions from finite samples. While most existing analyses focus on the noisy setting with constant-level label…

Machine Learning · Statistics 2025-04-14 Jihao Long , Xiaojun Peng , Lei Wu

The generalization performance of kernel ridge regression (KRR) exhibits a multi-phased pattern that crucially depends on the scaling relationship between the sample size $n$ and the underlying dimension $d$. This phenomenon is due to the…

Machine Learning · Computer Science 2022-05-16 Hong Hu , Yue M. Lu

Large-scale kernel ridge regression (KRR) is limited by the need to store a large kernel matrix K_t. To avoid storing the entire matrix K_t, Nystrom methods subsample a subset of columns of the kernel matrix, and efficiently find an…

Machine Learning · Computer Science 2026-04-23 Daniele Calandriello , Alessandro Lazaric , Michal Valko

Kernel Ridge Regression (KRR) is a simple yet powerful technique for non-parametric regression whose computation amounts to solving a linear system. This system is usually dense and highly ill-conditioned. In addition, the dimensions of the…

Numerical Analysis · Computer Science 2017-07-18 Haim Avron , Kenneth L. Clarkson , David P. Woodruff

We derive simple closed-form estimates for the test risk and other generalization metrics of kernel ridge regression (KRR). Relative to prior work, our derivations are greatly simplified and our final expressions are more readily…

Machine Learning · Computer Science 2023-10-30 James B. Simon , Madeline Dickens , Dhruva Karkada , Michael R. DeWeese

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

We study the covariate shift problem in the context of nonparametric regression over a reproducing kernel Hilbert space (RKHS). We focus on two natural families of covariate shift problems defined using the likelihood ratios between the…

Statistics Theory · Mathematics 2023-06-07 Cong Ma , Reese Pathak , Martin J. Wainwright

The performance of the data-dependent neural tangent kernel (NTK; Jacot et al. (2018)) associated with a trained deep neural network (DNN) often matches or exceeds that of the full network. This implies that DNN training via gradient…

Machine Learning · Computer Science 2025-05-22 Johannes Schwab , Bryan Kelly , Semyon Malamud , Teng Andrea Xu

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

Regularization is an essential element of virtually all kernel methods for nonparametric regression problems. A critical factor in the effectiveness of a given kernel method is the type of regularization that is employed. This article…

Statistics Theory · Mathematics 2016-05-31 Lee H. Dicker , Dean P. Foster , Daniel Hsu

Kernel ridge regression (KRR) is a foundational tool in machine learning, with recent work emphasizing its connections to neural networks. However, existing theory primarily addresses the i.i.d. setting, while real-world data often exhibits…

Machine Learning · Statistics 2025-10-20 Dechen Zhang , Zhenmei Shi , Yi Zhang , Yingyu Liang , Difan Zou

This paper investigates the critical role of eigenalignments between the kernel matrix and learning targets in achieving robust generalization in learning problems. We establish a direct connection between generalization performance in…

Machine Learning · Statistics 2026-05-18 Yang Liu , Ernest Fokoue , Richard Lange , Daniel Krutz

Random feature (RF) has been widely used for node consistency in decentralized kernel ridge regression (KRR). Currently, the consistency is guaranteed by imposing constraints on coefficients of features, necessitating that the random…

Machine Learning · Computer Science 2024-09-23 Ruikai Yang , Fan He , Mingzhen He , Jie Yang , Xiaolin Huang

Robust regression aims to develop methods for estimating an unknown regression function in the presence of outliers, heavy-tailed distributions, or contaminated data, which can severely impact performance. Most existing theoretical results…

Machine Learning · Statistics 2025-03-27 Hongwei Wen , Annika Betken , Wouter Koolen

Kernel ridge regression (KRR) has recently attracted renewed interest due to its potential for explaining the transient effects, such as double descent, that emerge during neural network training. In this work, we study how the alignment…

Machine Learning · Computer Science 2022-06-30 Arash A. Amini , Richard Baumgartner , Dai Feng

Nystr\"om approximation is a fast randomized method that rapidly solves kernel ridge regression (KRR) problems through sub-sampling the n-by-n empirical kernel matrix appearing in the objective function. However, the performance of such a…

Machine Learning · Statistics 2021-03-10 Yifan Chen , Yun Yang

This paper focuses on generalization performance analysis for distributed algorithms in the framework of learning theory. Taking distributed kernel ridge regression (DKRR) for example, we succeed in deriving its optimal learning rates in…

Machine Learning · Computer Science 2020-03-30 Shao-Bo Lin , Di Wang , Ding-Xuan Zhou

Dataset Distillation is the task of synthesizing small datasets from large ones while still retaining comparable predictive accuracy to the original uncompressed dataset. Despite significant empirical progress in recent years, there is…

Machine Learning · Computer Science 2023-05-24 Alaa Maalouf , Murad Tukan , Noel Loo , Ramin Hasani , Mathias Lechner , Daniela Rus

The classical kernel ridge regression problem aims to find the best fit for the output $Y$ as a function of the input data $X\in \mathbb{R}^d$, with a fixed choice of regularization term imposed by a given choice of a reproducing kernel…

Machine Learning · Statistics 2025-06-10 Yang Li , Feng Ruan