Related papers: Kernel regression in high dimensions: Refined anal…
A key challenge in building theoretical foundations for deep learning is the complex optimization dynamics of neural networks, resulting from the high-dimensional interactions between the large number of network parameters. Such non-trivial…
We consider the problem of high-dimensional non-linear variable selection for supervised learning. Our approach is based on performing linear selection among exponentially many appropriately defined positive definite kernels that…
Many scientific problems involve data exhibiting both temporal and cross-sectional dependencies. While linear dependencies have been extensively studied, the theoretical analysis of regression estimators under nonlinear dependencies remains…
We propose an approach to reduce the bias of ridge regression and regularization kernel network. When applied to a single data set the new algorithms have comparable learning performance with the original ones. When applied to incremental…
A recent line of research has highlighted the existence of a "double descent" phenomenon in deep learning, whereby increasing the number of training examples $N$ causes the generalization error of neural networks to peak when $N$ is of the…
Understanding the spectral properties of kernels offers a principled perspective on generalization and representation quality. While deep models achieve state-of-the-art accuracy in molecular property prediction, kernel methods remain…
Ridgeless regression has garnered attention among researchers, particularly in light of the ``Benign Overfitting'' phenomenon, where models interpolating noisy samples demonstrate robust generalization. However, kernel ridgeless regression…
Kernel methods provide a principled approach to nonparametric learning. While their basic implementations scale poorly to large problems, recent advances showed that approximate solvers can efficiently handle massive datasets. A shortcoming…
We present a probabilistic viewpoint to multiple kernel learning unifying well-known regularised risk approaches and recent advances in approximate Bayesian inference relaxations. The framework proposes a general objective function suitable…
We study the generalization behavior of transfer learning of deep neural networks (DNNs). We adopt the overparameterization perspective -- featuring interpolation of the training data (i.e., approximately zero train error) and the double…
Recent studies show that a reproducing kernel Hilbert space (RKHS) is not a suitable space to model functions by neural networks as the curse of dimensionality (CoD) cannot be evaded when trying to approximate even a single ReLU neuron…
We initiate the study of differentially private learning in the proportional dimensionality regime, in which the number of data samples $n$ and problem dimension $d$ approach infinity at rates proportional to one another, meaning that…
Learning models have been shown to rely on spurious correlations between non-predictive features and the associated labels in the training data, with negative implications on robustness, bias and fairness. In this work, we provide a…
Classical regression has a simple geometric description in terms of a projection of the training labels onto the column space of the design matrix. However, for over-parameterized models -- where the number of fit parameters is large enough…
Symmetry arises often when learning from high dimensional data. For example, data sets consisting of point clouds, graphs, and unordered sets appear routinely in contemporary applications, and exhibit rich underlying symmetries.…
We investigate the generalisation performance of Distributed Gradient Descent with Implicit Regularisation and Random Features in the homogenous setting where a network of agents are given data sampled independently from the same unknown…
Kernel methods give powerful, flexible, and theoretically grounded approaches to solving many problems in machine learning. The standard approach, however, requires pairwise evaluations of a kernel function, which can lead to scalability…
In this manuscript, we investigate the problem of how two-layer neural networks learn features from data, and improve over the kernel regime, after being trained with a single gradient descent step. Leveraging the insight from (Ba et al.,…
We develop and analyze a principled approach to kernel ridge regression under covariate shift. The goal is to learn a regression function with small mean squared error over a target distribution, based on unlabeled data from there and…
We consider the problem of reconstructing a function from a finite set of noise-corrupted samples. Two kernel algorithms are analyzed, namely kernel ridge regression and $\varepsilon$-support vector regression. By assuming the ground-truth…