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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

The fast computation of large kernel sums is a challenging task, which arises as a subproblem in any kernel method. We approach the problem by slicing, which relies on random projections to one-dimensional subspaces and fast Fourier…

Numerical Analysis · Mathematics 2025-02-25 Johannes Hertrich , Tim Jahn , Michael Quellmalz

Matrix completion and extrapolation (MCEX) are dealt with here over reproducing kernel Hilbert spaces (RKHSs) in order to account for prior information present in the available data. Aiming at a faster and low-complexity solver, the task is…

Machine Learning · Statistics 2019-10-02 Pere Giménez-Febrer , Alba Pagès-Zamora , Georgios B. Giannakis

Kernel expansions are a topic of considerable interest in machine learning, also because of their relation to the so-called feature maps introduced in machine learning. Properties of the associated basis functions and weights (corresponding…

Machine Learning · Computer Science 2024-10-03 Mauro Bisiacco , Gianluigi Pillonetto

We show that kernel-based quadrature rules for computing integrals can be seen as a special case of random feature expansions for positive definite kernels, for a particular decomposition that always exists for such kernels. We provide a…

Machine Learning · Computer Science 2015-11-10 Francis Bach

Ridge functions have recently emerged as a powerful set of ideas for subspace-based dimension reduction. In this paper we begin by drawing parallels between ridge subspaces, sufficient dimension reduction and active subspaces, contrasting…

Methodology · Statistics 2019-01-04 Pranay Seshadri , Shaowu Yuchi , Geoffrey T. Parks

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

Dealing with massive data is a challenging task for machine learning. An important aspect of machine learning is function approximation. In the context of massive data, some of the commonly used tools for this purpose are sparsity,…

Machine Learning · Computer Science 2020-07-08 Hrushikesh N Mhaskar

Gaussian Radial Basis Function (RBF) Kernels are the most-often-employed kernels in artificial intelligence and machine learning routines for providing optimally-best results in contrast to their respective counter-parts. However, a little…

Machine Learning · Computer Science 2023-12-19 Himanshu Singh

Kernel methods are among the most popular techniques in machine learning. From a frequentist/discriminative perspective they play a central role in regularization theory as they provide a natural choice for the hypotheses space and the…

Machine Learning · Statistics 2012-04-17 Mauricio A. Alvarez , Lorenzo Rosasco , Neil D. Lawrence

In the multivariate regression, also referred to as multi-task learning in machine learning, the goal is to recover a vector-valued function based on noisy observations. The vector-valued function is often assumed to be of low rank.…

Statistics Theory · Mathematics 2020-05-05 Wenjia Wang , Yi-Hui Zhou

These notes provide a self-contained introduction to kernel methods and their geometric foundations in machine learning. Starting from the construction of Hilbert spaces, we develop the theory of positive definite kernels, reproducing…

The purpose of this paper is to introduce a concept of equivalence between machine learning algorithms. We define two notions of algorithmic equivalence, namely, weak and strong equivalence. These notions are of paramount importance for…

Machine Learning · Computer Science 2014-06-11 Julien Audiffren , Hachem Kadri

This article develops direct and inverse estimates for certain finite dimensional spaces arising in kernel approximation. Both the direct and inverse estimates are based on approximation spaces spanned by local Lagrange functions which are…

Numerical Analysis · Mathematics 2017-09-08 Thomas Hangelbroek , Francis J. Narcowich , Christian Rieger , Joseph D. Ward

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

We present Random Partition Kernels, a new class of kernels derived by demonstrating a natural connection between random partitions of objects and kernels between those objects. We show how the construction can be used to create kernels…

Machine Learning · Statistics 2014-02-19 Alex Davies , Zoubin Ghahramani

Kernel method has been developed as one of the standard approaches for nonlinear learning, which however, does not scale to large data set due to its quadratic complexity in the number of samples. A number of kernel approximation methods…

Machine Learning · Computer Science 2018-09-20 Lingfei Wu , Ian E. H. Yen , Jie Chen , Rui Yan

Kernel-based machine learning algorithms are based on mapping data from the original input feature space to a kernel feature space of higher dimensionality to solve a linear problem in that space. Over the last decade, kernel based…

Computer Vision and Pattern Recognition · Computer Science 2011-01-18 Mahesh Pal

A general, {\em rectangular} kernel matrix may be defined as $K_{ij} = \kappa(x_i,y_j)$ where $\kappa(x,y)$ is a kernel function and where $X=\{x_i\}_{i=1}^m$ and $Y=\{y_i\}_{i=1}^n$ are two sets of points. In this paper, we seek a low-rank…

Numerical Analysis · Mathematics 2023-06-30 Difeng Cai , Edmond Chow , Yuanzhe Xi

I propose kernel ridge regression estimators for nonparametric dose response curves and semiparametric treatment effects in the setting where an analyst has access to a selected sample rather than a random sample; only for select…

Econometrics · Economics 2022-08-24 Rahul Singh