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Kernel ridge regression (KRR) is a widely used nonparametric method due to its strong theoretical guarantees and computational convenience. However, standard KRR does not distinguish between linear and nonlinear components in the signal,…

Statistics Theory · Mathematics 2026-05-13 Xin Bing , Chao Wang

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

Kernel methods, particularly kernel ridge regression (KRR), are time-proven, powerful nonparametric regression techniques known for their rich capacity, analytical simplicity, and computational tractability. The analysis of their predictive…

Statistics Theory · Mathematics 2025-09-23 Xin Bing , Xin He , Chao Wang

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

This paper carries out a large dimensional analysis of a variation of kernel ridge regression that we call \emph{centered kernel ridge regression} (CKRR), also known in the literature as kernel ridge regression with offset. This modified…

Machine Learning · Statistics 2020-04-22 Khalil Elkhalil , Abla Kammoun , Xiangliang Zhang , Mohamed-Slim Alouini , Tareq Al-Naffouri

Kernel ridge regression (KRR) is a well-known and popular nonparametric regression approach with many desirable properties, including minimax rate-optimality in estimating functions that belong to common reproducing kernel Hilbert spaces…

Machine Learning · Statistics 2019-10-15 Arash A. Amini

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…

Machine Learning · Statistics 2025-04-14 Jihao Long , Xiaojun Peng , Lei Wu

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…

Statistics Theory · Mathematics 2016-05-31 Lee H. Dicker , Dean P. Foster , Daniel Hsu

The generalization performance of kernel ridge regression (KRR) exhibits a multi-phased pattern that crucially depends on the scaling relationship between the sample size $n$ and the underlying dimension $d$. This phenomenon is due to the…

Machine Learning · Computer Science 2022-05-16 Hong Hu , Yue M. Lu

Kernel ridge regression (KRR) is a foundational tool in machine learning, with recent work emphasizing its connections to neural networks. However, existing theory primarily addresses the i.i.d. setting, while real-world data often exhibits…

Machine Learning · Statistics 2025-10-20 Dechen Zhang , Zhenmei Shi , Yi Zhang , Yingyu Liang , Difan Zou

We provide uniform confidence bands for kernel ridge regression (KRR), a widely used nonparametric regression estimator for nonstandard data such as preferences, sequences, and graphs. Despite the prevalence of these data--e.g., student…

Statistics Theory · Mathematics 2025-08-19 Rahul Singh , Suhas Vijaykumar

In this paper, we investigate a divide and conquer approach to Kernel Ridge Regression (KRR). Given n samples, the division step involves separating the points based on some underlying disjoint partition of the input space (possibly via…

Machine Learning · Statistics 2016-08-08 Rashish Tandon , Si Si , Pradeep Ravikumar , Inderjit Dhillon

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

Kernel ridge regression (KRR) is widely used for nonparametric regression over reproducing kernel Hilbert spaces. It offers powerful modeling capabilities at the cost of significant computational costs, which typically require $O(n^3)$…

Methodology · Statistics 2024-03-18 Xiaowu Dai , Huiying Zhong

Kernel logistic regression (KLR) is a powerful classification method widely applied across diverse domains. In many real-world scenarios, indefinite kernels capture more domain-specific structural information than positive definite kernels.…

Machine Learning · Statistics 2025-10-31 Shaoxin Wang , Hanjing Yao

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…

Machine Learning · Statistics 2020-06-18 Arthur Jacot , Berfin Şimşek , Francesco Spadaro , Clément Hongler , Franck Gabriel

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 $\mathcal{O}(n^3)$…

Machine Learning · Statistics 2015-01-27 Yun Yang , Mert Pilanci , Martin J. Wainwright

Robust regression aims to develop methods for estimating an unknown regression function in the presence of outliers, heavy-tailed distributions, or contaminated data, which can severely impact performance. Most existing theoretical results…

Machine Learning · Statistics 2025-03-27 Hongwei Wen , Annika Betken , Wouter Koolen

It is well known that kernel ridge regression (KRR) is a popular nonparametric regression estimator. Nonetheless, in the presence of a large data set with size $n\gg 1,$ the KRR estimator has the drawback to require an intensive…

Statistics Theory · Mathematics 2023-01-19 Asma Ben Saber , Abderrazek Karoui

Ridge regression (RR) is a regularization technique that penalizes the L2-norm of the coefficients in linear regression. One of the challenges of using RR is the need to set a hyperparameter ($\alpha$) that controls the amount of…

Methodology · Statistics 2020-05-08 Ariel Rokem , Kendrick Kay
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