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We study generalization properties of distributed algorithms in the setting of nonparametric regression over a reproducing kernel Hilbert space (RKHS). We first investigate distributed stochastic gradient methods (SGM), with mini-batches…

Machine Learning · Statistics 2018-11-06 Junhong Lin , Volkan Cevher

In this manuscript we consider Kernel Ridge Regression (KRR) under the Gaussian design. Exponents for the decay of the excess generalization error of KRR have been reported in various works under the assumption of power-law decay of…

Machine Learning · Statistics 2022-11-29 Hugo Cui , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

Reinforcement learning utilizing kernel ridge regression to predict the expected value function represents a powerful method with great representational capacity. This setting is a highly versatile framework amenable to analytical results.…

Machine Learning · Computer Science 2024-11-01 Sattar Vakili , Julia Olkhovskaya

The problem of learning functions over spaces of probabilities - or distribution regression - is gaining significant interest in the machine learning community. A key challenge behind this problem is to identify a suitable representation…

Machine Learning · Statistics 2022-06-20 Dimitri Meunier , Massimiliano Pontil , Carlo Ciliberto

This paper conducts a comprehensive study of the learning curves of kernel ridge regression (KRR) under minimal assumptions. Our contributions are three-fold: 1) we analyze the role of key properties of the kernel, such as its spectral…

Machine Learning · Computer Science 2024-10-24 Tin Sum Cheng , Aurelien Lucchi , Anastasis Kratsios , David Belius

We present tight lower bounds on the number of kernel evaluations required to approximately solve kernel ridge regression (KRR) and kernel $k$-means clustering (KKMC) on $n$ input points. For KRR, our bound for relative error approximation…

Data Structures and Algorithms · Computer Science 2019-05-17 Manuel Fernandez , David P. Woodruff , Taisuke Yasuda

Features in predictive models are not exchangeable, yet common supervised models treat them as such. Here we study ridge regression when the analyst can partition the features into $K$ groups based on external side-information. For example,…

Methodology · Statistics 2021-03-05 Nikolaos Ignatiadis , Panagiotis Lolas

We study the cost of overfitting in noisy kernel ridge regression (KRR), which we define as the ratio between the test error of the interpolating ridgeless model and the test error of the optimally-tuned model. We take an "agnostic" view in…

Machine Learning · Statistics 2024-03-25 Lijia Zhou , James B. Simon , Gal Vardi , Nathan Srebro

We propose a new method for feature learning and function estimation in supervised learning via regularised empirical risk minimisation. Our approach considers functions as expectations of Sobolev functions over all possible one-dimensional…

Machine Learning · Statistics 2025-05-01 Bertille Follain , Francis Bach

The random feature (RF) approach is a well-established and efficient tool for scalable kernel methods, but existing literature has primarily focused on kernel ridge regression with random features (KRR-RF), which has limitations in handling…

Machine Learning · Statistics 2025-03-18 Caixing Wang , Xingdong Feng

Kernel ridge regression is an important nonparametric method for estimating smooth functions. We introduce a new set of conditions, under which the actual rates of convergence of the kernel ridge regression estimator under both the L_2 norm…

Statistics Theory · Mathematics 2020-01-03 Rui Tuo , Yan Wang , C. F. Jeff Wu

In this paper, we propose a random projection approach to estimate variance in kernel ridge regression. Our approach leads to a consistent estimator of the true variance, while being computationally more efficient. Our variance estimator is…

Statistics Theory · Mathematics 2018-09-18 Meimei Liu , Jean Honorio , Guang Cheng

General predictive models do not provide a measure of confidence in predictions without Bayesian assumptions. A way to circumvent potential restrictions is to use conformal methods for constructing non-parametric confidence regions, that…

Machine Learning · Statistics 2016-09-21 Evgeny Burnaev , Ivan Nazarov

Meta-learning involves training models on a variety of training tasks in a way that enables them to generalize well on new, unseen test tasks. In this work, we consider meta-learning within the framework of high-dimensional multivariate…

Statistics Theory · Mathematics 2024-04-01 Yanhao Jin , Krishnakumar Balasubramanian , Debashis Paul

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

Quantum machine learning models have been gaining significant traction within atomistic simulation communities. Conventionally, relative model performances are being assessed and compared using learning curves (prediction error vs. training…

Data Analysis, Statistics and Probability · Physics 2020-09-29 Pascal Pernot , Bing Huang , Andreas Savin

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

Recently, several theories including the replica method made predictions for the generalization error of Kernel Ridge Regression. In some regimes, they predict that the method has a `spectral bias': decomposing the true function $f^*$ on…

Machine Learning · Computer Science 2022-02-17 Umberto M. Tomasini , Antonio Sclocchi , Matthieu Wyart

This paper considers a canonical problem in kernel regression: how good are the model performances when it is trained by the popular online first-order algorithms, compared to the offline ones, such as ridge and ridgeless regression? In…

Machine Learning · Statistics 2025-05-29 Haihan Zhang , Weicheng Lin , Yuanshi Liu , Cong Fang

One of the most fundamental aspects of any machine learning algorithm is the training data used by the algorithm. We introduce the novel concept of $\epsilon$-approximation of datasets, obtaining datasets which are much smaller than or are…

Machine Learning · Computer Science 2021-03-24 Timothy Nguyen , Zhourong Chen , Jaehoon Lee