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In this paper, we study regression problems over a separable Hilbert space with the square loss, covering non-parametric regression over a reproducing kernel Hilbert space. We investigate a class of spectral/regularized algorithms,…

Machine Learning · Statistics 2022-07-18 Junhong Lin , Alessandro Rudi , Lorenzo Rosasco , Volkan Cevher

Kernel ridge regression is used to approximate the kinetic energy of non-interacting fermions in a one-dimensional box as a functional of their density. The properties of different kernels and methods of cross-validation are explored, and…

The sample complexity of estimating or maximising an unknown function in a reproducing kernel Hilbert space is known to be linked to both the effective dimension and the information gain associated with the kernel. While the information…

Machine Learning · Statistics 2026-01-16 Hamish Flynn

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

In supervised learning using kernel methods, we often encounter a large-scale finite-sum minimization over a reproducing kernel Hilbert space (RKHS). Large-scale finite-sum problems can be solved using efficient variants of Newton method,…

Machine Learning · Computer Science 2022-06-07 Ting-Jui Chang , Shahin Shahrampour

This paper considers the problem of kernel regression and classification with possibly unobservable response variables in the data, where the mechanism that causes the absence of information is unknown and can depend on both predictors and…

Statistics Theory · Mathematics 2022-12-07 Majid Mojirsheibani , William Pouliot , Andre Shakhbandaryan

In this paper, the flexibility, versatility and predictive power of kernel regression are combined with now lavishly available network data to create regression models with even greater predictive performances. Building from previous work…

Machine Learning · Statistics 2020-11-05 E. Pei , E. Fokoué

Kernel methods represent one of the most powerful tools in machine learning to tackle problems expressed in terms of function values and derivatives due to their capability to represent and model complex relations. While these methods show…

Statistics Theory · Mathematics 2015-11-06 Bharath K. Sriperumbudur , Zoltan Szabo

Kernel methods such as kernel ridge regression and Gaussian process regressions with Matern type kernels have been increasingly used, in particular, to fit potential energy surfaces (PES) and density functionals, and for materials…

Computational Physics · Physics 2024-06-26 Sergei Manzhos , Manabu Ihara

We study optimal procedures for estimating a linear functional based on observational data. In many problems of this kind, a widely used assumption is strict overlap, i.e., uniform boundedness of the importance ratio, which measures how…

Statistics Theory · Mathematics 2023-01-18 Wenlong Mou , Peng Ding , Martin J. Wainwright , Peter L. Bartlett

We derive new bounds for the condition number of kernel matrices, which we then use to enhance existing non-asymptotic test error bounds for kernel ridgeless regression (KRR) in the over-parameterized regime for a fixed input dimension. For…

Machine Learning · Computer Science 2024-05-31 Tin Sum Cheng , Aurelien Lucchi , Anastasis Kratsios , David Belius

We consider a distributed learning approach in supervised learning for a large class of spectral regularization methods in an RKHS framework. The data set of size n is partitioned into $m=O(n^\alpha)$ disjoint subsets. On each subset, some…

Statistics Theory · Mathematics 2017-08-10 Gilles Blanchard , Nicole Mücke

In this paper, we study the statistical properties of kernel $k$-means and obtain a nearly optimal excess clustering risk bound, substantially improving the state-of-art bounds in the existing clustering risk analyses. We further analyze…

Machine Learning · Computer Science 2020-05-15 Yong Liu , Lizhong Ding , Weiping Wang

We present a new method for estimating the frontier of a multidimensional sample. The estimator is based on a kernel regression on the power-transformed data. We assume that the exponent of the transformation goes to infinity while the…

Methodology · Statistics 2011-03-31 Stéphane Girard , Pierre Jacob

We introduce kernel thinning, a new procedure for compressing a distribution $\mathbb{P}$ more effectively than i.i.d. sampling or standard thinning. Given a suitable reproducing kernel $\mathbf{k}_{\star}$ and $O(n^2)$ time, kernel…

Machine Learning · Statistics 2024-05-14 Raaz Dwivedi , Lester Mackey

We investigate statistical properties for a broad class of modern kernel-based regression (KBR) methods. These kernel methods were developed during the last decade and are inspired by convex risk minimization in infinite-dimensional Hilbert…

Statistics Theory · Mathematics 2009-09-29 Andreas Christmann , Ingo Steinwart

This paper presents uniform convergence rates for kernel regression estimators, in the setting of a structural nonlinear cointegrating regression model. We generalise the existing literature in three ways. First, the domain to which these…

Statistics Theory · Mathematics 2015-05-08 James A. Duffy

Kernel regression is an essential and ubiquitous tool for non-parametric data analysis, particularly popular among time series and spatial data. However, the central operation which is performed many times, evaluating a kernel on the data…

Machine Learning · Computer Science 2017-06-01 Yan Zheng , Jeff M. Phillips

In this article, we introduce a kernel-based consensual aggregation method for regression problems. We aim to flexibly combine individual regression estimators $r_1, r_2, \ldots, r_M$ using a weighted average where the weights are defined…

Methodology · Statistics 2021-04-29 Sothea Has

Several statistical approaches based on reproducing kernels have been proposed to detect abrupt changes arising in the full distribution of the observations and not only in the mean or variance. Some of these approaches enjoy good…

Statistics Theory · Mathematics 2017-10-13 Alain Celisse , Guillemette Marot , Morgane Pierre-Jean , Guillem Rigaill
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