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Various classical machine learning models, including linear regression, kernel methods, and deep neural networks, exhibit double descent, in which the test risk peaks near the interpolation threshold and then decreases in the…

Quantum Physics · Physics 2026-04-21 Kensuke Kamisoyama , Lento Nagano , Koji Terashi

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 is an indispensable tool in big data analysis. Yet its inherent bias poses a significant and longstanding challenge, compromising both statistical efficiency and scalability across various applications. To tackle this…

Econometrics · Economics 2024-07-25 Zhaoxing Gao , Ruey S. Tsay

In this paper, we provide a precise characterization of generalization properties of high dimensional kernel ridge regression across the under- and over-parameterized regimes, depending on whether the number of training data n exceeds the…

Machine Learning · Statistics 2021-02-25 Fanghui Liu , Zhenyu Liao , Johan A. K. Suykens

This paper conducts a comprehensive study of the learning curves of kernel ridge regression (KRR) under minimal assumptions. Our contributions are three-fold: 1) we analyze the role of key properties of the kernel, such as its spectral…

Machine Learning · Computer Science 2024-10-24 Tin Sum Cheng , Aurelien Lucchi , Anastasis Kratsios , David Belius

We analyse the convergence of sampling algorithms for functions in reproducing kernel Hilbert spaces (RKHS). To this end, we discuss approximation properties of kernel regression under minimalistic assumptions on both the kernel and the…

Machine Learning · Statistics 2025-04-21 Armin Iske

We prove minimax optimal learning rates for kernel ridge regression, resp.~support vector machines based on a data dependent partition of the input space, where the dependence of the dimension of the input space is replaced by the fractal…

Statistics Theory · Mathematics 2021-07-19 Thomas Hamm , Ingo Steinwart

Kernel ridge regression (KRR) has recently attracted renewed interest due to its potential for explaining the transient effects, such as double descent, that emerge during neural network training. In this work, we study how the alignment…

Machine Learning · Computer Science 2022-06-30 Arash A. Amini , Richard Baumgartner , Dai Feng

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

Kernel methods are an extremely popular set of techniques used for many important machine learning and data analysis applications. In addition to having good practical performances, these methods are supported by a well-developed theory.…

Machine Learning · Statistics 2015-04-23 Shiva Prasad Kasiviswanathan , Mark Rudelson

It is by now well-established that modern over-parameterized models seem to elude the bias-variance tradeoff and generalize well despite overfitting noise. Many recent works attempt to analyze this phenomenon in the relatively tractable…

Machine Learning · Computer Science 2024-02-21 Daniel Barzilai , Ohad Shamir

Random matrix theory has become a widely useful tool in high-dimensional statistics and theoretical machine learning. However, random matrix theory is largely focused on the proportional asymptotics in which the number of columns grows…

Statistics Theory · Mathematics 2025-06-23 Chen Cheng , Andrea Montanari

We consider the random-design least-squares regression problem within the reproducing kernel Hilbert space (RKHS) framework. Given a stream of independent and identically distributed input/output data, we aim to learn a regression function…

Statistics Theory · Mathematics 2016-03-30 Aymeric Dieuleveut , Francis Bach

Reinforcement learning (RL) has shown empirical success in various real world settings with complex models and large state-action spaces. The existing analytical results, however, typically focus on settings with a small number of…

Machine Learning · Computer Science 2024-03-15 Sattar Vakili , Julia Olkhovskaya

We prove statistical rates of convergence for kernel-based least squares regression from i.i.d. data using a conjugate gradient algorithm, where regularization against overfitting is obtained by early stopping. This method is related to…

Statistics Theory · Mathematics 2016-07-11 Gilles Blanchard , Nicole Krämer

Regularization is used to find a solution that both fits the data and is sufficiently smooth, and thereby is very effective for designing and refining learning algorithms. But the influence of its exponent remains poorly understood. In…

Machine Learning · Statistics 2016-12-15 Julien Audiffren , Hachem Kadri

We address the consistency of a kernel ridge regression estimate of the conditional mean embedding (CME), which is an embedding of the conditional distribution of $Y$ given $X$ into a target reproducing kernel Hilbert space $\mathcal{H}_Y$.…

Machine Learning · Statistics 2023-12-13 Zhu Li , Dimitri Meunier , Mattes Mollenhauer , Arthur Gretton

This paper focuses on generalization performance analysis for distributed algorithms in the framework of learning theory. Taking distributed kernel ridge regression (DKRR) for example, we succeed in deriving its optimal learning rates in…

Machine Learning · Computer Science 2020-03-30 Shao-Bo Lin , Di Wang , Ding-Xuan Zhou

We consider the overfitting behavior of minimum norm interpolating solutions of Gaussian kernel ridge regression (i.e. kernel ridgeless regression), when the bandwidth or input dimension varies with the sample size. For fixed dimensions, we…

Machine Learning · Computer Science 2024-09-09 Marko Medvedev , Gal Vardi , Nathan Srebro

We study the cost of overfitting in noisy kernel ridge regression (KRR), which we define as the ratio between the test error of the interpolating ridgeless model and the test error of the optimally-tuned model. We take an "agnostic" view in…

Machine Learning · Statistics 2024-03-25 Lijia Zhou , James B. Simon , Gal Vardi , Nathan Srebro