Related papers: Multi-Layer Kernel Machines: Fast and Optimal Nonp…
Kernel matrices, as well as weighted graphs represented by them, are ubiquitous objects in machine learning, statistics and other related fields. The main drawback of using kernel methods (learning and inference using kernel matrices) is…
Nonparametric kernel density and local polynomial regression estimators are very popular in Statistics, Economics, and many other disciplines. They are routinely employed in applied work, either as part of the main empirical analysis or as…
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.…
The saturation effects, which originally refer to the fact that kernel ridge regression (KRR) fails to achieve the information-theoretical lower bound when the regression function is over-smooth, have been observed for almost 20 years and…
Hebbian learning limits Hopfield network storage capacity (pattern-to-neuron ratio around 0.14). We propose Kernel Logistic Regression (KLR) learning. Unlike linear methods, KLR uses kernels to implicitly map patterns to high-dimensional…
Kernel methods are powerful tools in statistical learning, but their cubic complexity in the sample size n limits their use on large-scale datasets. In this work, we introduce a scalable framework for kernel regression with O(n log n)…
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…
In this paper, we establish minimax optimal rates of convergence for prediction in a semi-functional linear model that consists of a functional component and a less smooth nonparametric component. Our results reveal that the smoother…
The general perception is that kernel methods are not scalable, and neural nets are the methods of choice for nonlinear learning problems. Or have we simply not tried hard enough for kernel methods? Here we propose an approach that scales…
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…
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…
We study the kernel instrumental variable (KIV) algorithm, a kernel-based two-stage least-squares method for nonparametric instrumental variable regression. We provide a convergence analysis covering both identified and non-identified…
This paper tackles the problem of selecting among several linear estimators in non-parametric regression; this includes model selection for linear regression, the choice of a regularization parameter in kernel ridge regression, spline…
We focus on the distribution regression problem: regressing to vector-valued outputs from probability measures. Many important machine learning and statistical tasks fit into this framework, including multi-instance learning and point…
Nonparametric feature selection in high-dimensional data is an important and challenging problem in statistics and machine learning fields. Most of the existing methods for feature selection focus on parametric or additive models which may…
This paper generalizes regularized regression problems in a hyper-reproducing kernel Hilbert space (hyper-RKHS), illustrates its utility for kernel learning and out-of-sample extensions, and proves asymptotic convergence results for the…
Reinforcement learning utilizing kernel ridge regression to predict the expected value function represents a powerful method with great representational capacity. This setting is a highly versatile framework amenable to analytical results.…
We present memory-efficient and scalable algorithms for kernel methods used in machine learning. Using hierarchical matrix approximations for the kernel matrix the memory requirements, the number of floating point operations, and the…
This paper establishes the first polynomial convergence rates for Gaussian kernel ridge regression (KRR) with a fixed hyperparameter in both the uniform and the $L^{2}$-norm. The uniform convergence result closes a gap in the theoretical…
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…