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A structure-preserving kernel ridge regression method is presented that allows the recovery of nonlinear Hamiltonian functions out of datasets made of noisy observations of Hamiltonian vector fields. The method proposes a closed-form…
Kernel quantile regression (KQR) extends classical quantile regression to nonlinear settings using kernel methods, offering a powerful tool for modeling conditional distributions. However, its application to large-scale datasets remains…
Regularized least-squares (kernel-ridge / Gaussian process) regression is a fundamental algorithm of statistics and machine learning. Because generic algorithms for the exact solution have cubic complexity in the number of datapoints, large…
This paper investigates using the conjugate gradient iterative solver for ill-posed problems. We show that preconditioner and Tikhonov-regularization work in conjunction. In particular when they employ the same symmetric positive…
We study the risk (i.e. generalization error) of Kernel Ridge Regression (KRR) for a kernel $K$ with ridge $\lambda>0$ and i.i.d. observations. For this, we introduce two objects: the Signal Capture Threshold (SCT) and the Kernel Alignment…
Kernel methods for deconvolution have attractive features, and prevail in the literature. However, they have disadvantages, which include the fact that they are usually suitable only for cases where the error distribution is infinitely…
Kernel ridge regression (KRR) is a standard method for performing non-parametric regression over reproducing kernel Hilbert spaces. Given $n$ samples, the time and space complexity of computing the KRR estimate scale as $\mathcal{O}(n^3)$…
We establish optimal convergence rates for a decomposition-based scalable approach to kernel ridge regression. The method is simple to describe: it randomly partitions a dataset of size N into m subsets of equal size, computes an…
We propose, analyze, and test a proximal-gradient method for solving regularized optimization problems with general constraints. The method employs a decomposition strategy to compute trial steps and uses a merit function to determine step…
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…
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…
Kernel methods provide an elegant and principled approach to nonparametric learning, but so far could hardly be used in large scale problems, since na\"ive implementations scale poorly with data size. Recent advances have shown the benefits…
In this work, we propose a simple kernel ridge regression (KRR) framework with a dynamic-aware validation strategy for long-term prediction of complex dynamical systems. By employing a data-driven kernel derived from diffusion maps, the…
We consider supervised learning problems within the positive-definite kernel framework, such as kernel ridge regression, kernel logistic regression or the support vector machine. With kernels leading to infinite-dimensional feature spaces,…
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…
We propose a framework for hypothesis testing on conditional probability distributions, which we then use to construct statistical tests of functionals of conditional distributions. These tests identify the inputs where the functionals…
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…
Instant machine learning predictions of molecular properties are desirable for materials design, but the predictive power of the methodology is mainly tested on well-known benchmark datasets. Here, we investigate the performance of machine…
In this paper, we consider the nonparametric least square regression in a Reproducing Kernel Hilbert Space (RKHS). We propose a new randomized algorithm that has optimal generalization error bounds with respect to the square loss, closing a…
We are interested in a framework of online learning with kernels for low-dimensional but large-scale and potentially adversarial datasets. We study the computational and theoretical performance of online variations of kernel Ridge…