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We provide a unified analysis of the predictive risk of ridge regression and regularized discriminant analysis in a dense random effects model. We work in a high-dimensional asymptotic regime where $p, n \to \infty$ and $p/n \to \gamma \in…

Statistics Theory · Mathematics 2015-11-05 Edgar Dobriban , Stefan Wager

Modern neural networks are often operated in a strongly overparametrized regime: they comprise so many parameters that they can interpolate the training set, even if actual labels are replaced by purely random ones. Despite this, they…

Machine Learning · Statistics 2022-06-10 Andrea Montanari , Yiqiao Zhong

Feature learning in neural networks is crucial for their expressive power and inductive biases, motivating various theoretical approaches. Some approaches describe network behavior after training through a change in kernel scale from…

Disordered Systems and Neural Networks · Physics 2025-05-29 Noa Rubin , Kirsten Fischer , Javed Lindner , David Dahmen , Inbar Seroussi , Zohar Ringel , Michael Krämer , Moritz Helias

Random features (RFs) are a popular technique to scale up kernel methods in machine learning, replacing exact kernel evaluations with stochastic Monte Carlo estimates. They underpin models as diverse as efficient transformers (by…

Machine Learning · Statistics 2024-10-04 Isaac Reid , Stratis Markou , Krzysztof Choromanski , Richard E. Turner , Adrian Weller

Understanding generalization and estimation error of estimators for simple models such as linear and generalized linear models has attracted a lot of attention recently. This is in part due to an interesting observation made in machine…

Machine Learning · Statistics 2021-03-09 Mojtaba Sahraee-Ardakan , Tung Mai , Anup Rao , Ryan Rossi , Sundeep Rangan , Alyson K. Fletcher

Classification is a common task in machine learning. Random features (RFs) stand as a central technique for scalable learning algorithms based on kernel methods, and more recently proposed optimized random features, sampled depending on the…

Quantum Physics · Physics 2022-06-15 Hayata Yamasaki , Sho Sonoda

Generalization performance of classifiers in deep learning has recently become a subject of intense study. Deep models, typically over-parametrized, tend to fit the training data exactly. Despite this "overfitting", they perform well on…

Machine Learning · Statistics 2018-06-18 Mikhail Belkin , Siyuan Ma , Soumik Mandal

We investigate how to train kernel approximation methods that generalize well under a memory budget. Building on recent theoretical work, we define a measure of kernel approximation error which we find to be more predictive of the empirical…

Machine Learning · Computer Science 2019-03-21 Jian Zhang , Avner May , Tri Dao , Christopher Ré

This paper, broadly speaking, covers the use of randomness in two main areas: low-rank approximation and kernel methods. Low-rank approximation is very important in numerical linear algebra. Many applications depend on matrix decomposition…

Numerical Analysis · Mathematics 2020-08-12 Rishi Advani , Madison Crim , Sean O'Hagan

Random Fourier features (RFFs) provide a promising way for kernel learning in a spectral case. Current RFFs-based kernel learning methods usually work in a two-stage way. In the first-stage process, learning the optimal feature map is often…

Machine Learning · Computer Science 2024-01-17 Kun Fang , Fanghui Liu , Xiaolin Huang , Jie Yang

We consider the problem of improving kernel approximation via randomized feature maps. These maps arise as Monte Carlo approximation to integral representations of kernel functions and scale up kernel methods for larger datasets. Based on…

Machine Learning · Computer Science 2018-10-31 Marina Munkhoeva , Yermek Kapushev , Evgeny Burnaev , Ivan Oseledets

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

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

Recent empirical work has shown that hierarchical convolutional kernels inspired by convolutional neural networks (CNNs) significantly improve the performance of kernel methods in image classification tasks. A widely accepted explanation…

Machine Learning · Statistics 2022-06-06 Theodor Misiakiewicz , Song Mei

We derive analytical expressions for the generalization performance of kernel regression as a function of the number of training samples using theoretical methods from Gaussian processes and statistical physics. Our expressions apply to…

Machine Learning · Computer Science 2021-02-26 Blake Bordelon , Abdulkadir Canatar , Cengiz Pehlevan

Kernel methods are successful approaches for different machine learning problems. This success is mainly rooted in using feature maps and kernel matrices. Some methods rely on the eigenvalues/eigenvectors of the kernel matrix, while for…

Machine Learning · Computer Science 2012-02-20 Nima Reyhani , Hideitsu Hino , Ricardo Vigario

It is increasingly common in machine learning to use learned models to label data and then employ such data to train more capable models. The phenomenon of weak-to-strong generalization exemplifies the advantage of this two-stage procedure:…

Machine Learning · Computer Science 2026-05-26 Diyuan Wu , Lehan Chen , Theodor Misiakiewicz , Marco Mondelli

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

In our era of enormous neural networks, empirical progress has been driven by the philosophy that more is better. Recent deep learning practice has found repeatedly that larger model size, more data, and more computation (resulting in lower…

Machine Learning · Computer Science 2024-05-17 James B. Simon , Dhruva Karkada , Nikhil Ghosh , Mikhail Belkin

We analyze the prediction error of ridge regression in an asymptotic regime where the sample size and dimension go to infinity at a proportional rate. In particular, we consider the role played by the structure of the true regression…

Statistics Theory · Mathematics 2021-03-09 Dominic Richards , Jaouad Mourtada , Lorenzo Rosasco