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We propose a fast algorithm for computing the entire ridge regression regularization path in nearly linear time. Our method constructs a basis on which the solution of ridge regression can be computed instantly for any value of the…

Optimization and Control · Mathematics 2022-10-25 Yifei Wang , Mert Pilanci

We propose a k-space preconditioning formulation for accelerating the convergence of iterative Magnetic Resonance Imaging (MRI) reconstructions from non-uniformly sampled k-space data. Existing methods either use sampling density…

Medical Physics · Physics 2020-05-13 Frank Ong , Martin Uecker , Michael Lustig

In this article, we introduce a kernel-based consensual aggregation method for regression problems. We aim to exibly combine individual regression estimators $r_1, \ldots, r_M$ using a weighted average where the weights are dened based on…

Statistics Theory · Mathematics 2023-10-03 Sothea Has

One of the major limits of kernel ridge regression (KRR) is that storing and manipulating the kernel matrix K_n for n samples requires O(n^2) space, which rapidly becomes unfeasible for large n. Nystrom approximations reduce the space…

Machine Learning · Statistics 2026-04-27 Daniele Calandriello , Alessandro Lazaric , Michal Valko

We study the problem of estimating the derivatives of a regression function, which has a wide range of applications as a key nonparametric functional of unknown functions. Standard analysis may be tailored to specific derivative orders, and…

Machine Learning · Statistics 2023-08-29 Zejian Liu , Meng Li

Multiple kernel methods less consider the intrinsic manifold structure of multiple kernel data and estimate the consensus kernel matrix with quadratic number of variables, which makes it vulnerable to the noise and outliers within multiple…

Machine Learning · Computer Science 2024-10-22 Liang Du , Xin Ren , Haiying Zhang , Peng Zhou

The paper introduces a new efficient nonlinear one-class classifier formulated as the Rayleigh quotient criterion optimisation. The method, operating in a reproducing kernel Hilbert space, minimises the scatter of target distribution along…

Machine Learning · Computer Science 2019-02-12 Shervin Rahimzadeh Arashloo , Josef Kittler

Subspace clustering aims to group data points into multiple clusters of which each corresponds to one subspace. Most existing subspace clustering approaches assume that input data lie on linear subspaces. In practice, however, this…

Computer Vision and Pattern Recognition · Computer Science 2020-03-30 Liangli Zhen , Dezhong Peng , Wei Wang , Xin Yao

We consider the application of a popular penalised regression method, Ridge Regression, to data with very high dimensions and many more covariates than observations. Our motivation is the problem of out-of-sample prediction and the setting…

Applications · Statistics 2012-05-04 Erika Cule , Maria De Iorio

We study the covariate shift problem in the context of nonparametric regression over a reproducing kernel Hilbert space (RKHS). We focus on two natural families of covariate shift problems defined using the likelihood ratios between the…

Statistics Theory · Mathematics 2023-06-07 Cong Ma , Reese Pathak , Martin J. Wainwright

Scalable kernel methods, including kernel ridge regression, often rely on low-rank matrix approximations using the Nystrom method, which involves selecting landmark points from large data sets. The existing approaches to selecting landmarks…

Machine Learning · Computer Science 2020-09-22 Farhad Pourkamali-Anaraki , Mohammad Amin Hariri-Ardebili , Lydia Morawiec

We derive simple closed-form estimates for the test risk and other generalization metrics of kernel ridge regression (KRR). Relative to prior work, our derivations are greatly simplified and our final expressions are more readily…

Machine Learning · Computer Science 2023-10-30 James B. Simon , Madeline Dickens , Dhruva Karkada , Michael R. DeWeese

Traditionally, kernel methods rely on the representer theorem which states that the solution to a learning problem is obtained as a linear combination of the data mapped into the reproducing kernel Hilbert space (RKHS). While elegant from…

Machine Learning · Computer Science 2021-08-30 Riikka Huusari , Sahely Bhadra , Cécile Capponi , Hachem Kadri , Juho Rousu

A computationally efficient protocol for machine learning in chemical space using Boltzmann ensembles of conformers as input is proposed; the method is based on rewriting Kernel Ridge Regression expressions in terms of Structured Orthogonal…

Chemical Physics · Physics 2025-07-11 Konstantin Karandashev

Random Fourier features is one of the most popular techniques for scaling up kernel methods, such as kernel ridge regression. However, despite impressive empirical results, the statistical properties of random Fourier features are still not…

Machine Learning · Computer Science 2018-05-22 Haim Avron , Michael Kapralov , Cameron Musco , Christopher Musco , Ameya Velingker , Amir Zandieh

Stochastic gradient descent (SGD) provides a simple and efficient way to solve a broad range of machine learning problems. Here, we focus on distribution regression (DR), involving two stages of sampling: Firstly, we regress from…

Machine Learning · Statistics 2021-03-08 Nicole Mücke

The use of kernels for nonlinear prediction is widespread in machine learning. They have been popularized in support vector machines and used in kernel ridge regression, amongst others. Kernel methods share three aspects. First, instead of…

Machine Learning · Statistics 2025-08-25 Patrick J. F. Groenen , Michael Greenacre

In this study, we propose shrinkage methods based on {\it generalized ridge regression} (GRR) estimation which is suitable for both multicollinearity and high dimensional problems with small number of samples (large $p$, small $n$). Also,…

Statistics Theory · Mathematics 2020-03-04 Bahadır Yüzbaşı , Mohammad Arashi , S. Ejaz Ahmed

We propose and study kernel conjugate gradient methods (KCGM) with random projections for least-squares regression over a separable Hilbert space. Considering two types of random projections generated by randomized sketches and Nystr\"{o}m…

Machine Learning · Statistics 2022-07-18 Junhong Lin , Volkan Cevher

The application of kernel-based Machine Learning (ML) techniques to discrete choice modelling using large datasets often faces challenges due to memory requirements and the considerable number of parameters involved in these models. This…

Machine Learning · Computer Science 2024-12-04 José Ángel Martín-Baos , Ricardo García-Ródenas , Luis Rodriguez-Benitez , Michel Bierlaire
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