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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

Despite their many appealing properties, kernel methods are heavily affected by the curse of dimensionality. For instance, in the case of inner product kernels in $\mathbb{R}^d$, the Reproducing Kernel Hilbert Space (RKHS) norm is often…

Machine Learning · Computer Science 2021-11-09 Michael Celentano , Theodor Misiakiewicz , Andrea Montanari

This paper provides a comprehensive error analysis of learning with vector-valued random features (RF). The theory is developed for RF ridge regression in a fully general infinite-dimensional input-output setting, but nonetheless applies to…

Machine Learning · Statistics 2024-05-24 Samuel Lanthaler , Nicholas H. Nelsen

Random features is one of the most popular techniques to speed up kernel methods in large-scale problems. Related works have been recognized by the NeurIPS Test-of-Time award in 2017 and the ICML Best Paper Finalist in 2019. The body of…

Machine Learning · Statistics 2021-07-13 Fanghui Liu , Xiaolin Huang , Yudong Chen , Johan A. K. Suykens

Random Fourier features is a widely used, simple, and effective technique for scaling up kernel methods. The existing theoretical analysis of the approach, however, remains focused on specific learning tasks and typically gives pessimistic…

Machine Learning · Statistics 2021-02-08 Zhu Li , Jean-Francois Ton , Dino Oglic , Dino Sejdinovic

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

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

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

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

In this work we investigate the generalization performance of random feature ridge regression (RFRR). Our main contribution is a general deterministic equivalent for the test error of RFRR. Specifically, under a certain concentration…

Machine Learning · Statistics 2024-11-06 Leonardo Defilippis , Bruno Loureiro , Theodor Misiakiewicz

Recent theoretical studies illustrated that kernel ridgeless regression can guarantee good generalization ability without an explicit regularization. In this paper, we investigate the statistical properties of ridgeless regression with…

Machine Learning · Computer Science 2023-08-30 Jian Li , Yong Liu , Yingying Zhang

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

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

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…

Machine Learning · Computer Science 2024-06-04 Fan He , Mingzhen He , Lei Shi , Xiaolin Huang , Johan A. K. Suykens

Kernel methods represent one of the most powerful tools in machine learning to tackle problems expressed in terms of function values and derivatives due to their capability to represent and model complex relations. While these methods show…

Statistics Theory · Mathematics 2015-11-06 Bharath K. Sriperumbudur , Zoltan Szabo

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

Random features models play a distinguished role in the theory of deep learning, describing the behavior of neural networks close to their infinite-width limit. In this work, we present a thorough analysis of the generalization performance…

Disordered Systems and Neural Networks · Physics 2025-02-03 Fabián Aguirre-López , Silvio Franz , Mauro Pastore

It is by now well-established that modern over-parameterized models seem to elude the bias-variance tradeoff and generalize well despite overfitting noise. Many recent works attempt to analyze this phenomenon in the relatively tractable…

Machine Learning · Computer Science 2024-02-21 Daniel Barzilai , Ohad Shamir

Kernel methods offer the flexibility to learn complex relationships in modern, large data sets while enjoying strong theoretical guarantees on quality. Unfortunately, these methods typically require cubic running time in the data set size,…

Machine Learning · Statistics 2019-03-01 Raj Agrawal , Trevor Campbell , Jonathan H. Huggins , Tamara Broderick

Conditionally positive definite (CPD) kernels are defined with respect to a function class $\mathcal{F}$. It is well known that such a kernel $K$ is associated with its native space (defined analogously to an RKHS), which in turn gives rise…

Machine Learning · Computer Science 2026-05-26 Rustem Takhanov , Zhenisbek Assylbekov