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When concept shifts and sample scarcity are present in the target domain of interest, nonparametric regression learners often struggle to generalize effectively. The technique of transfer learning remedies these issues by leveraging data or…

Machine Learning · Statistics 2025-01-22 Haotian Lin , Matthew Reimherr

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

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

We consider the problem of conformal prediction under covariate shift. Given labeled data from a source domain and unlabeled data from a covariate shifted target domain, we seek to construct prediction sets with valid marginal coverage in…

Machine Learning · Statistics 2025-07-02 Sunay Joshi , Shayan Kiyani , George Pappas , Edgar Dobriban , Hamed Hassani

Regularized empirical risk minimization using kernels and their corresponding reproducing kernel Hilbert spaces (RKHSs) plays an important role in machine learning. However, the actually used kernel often depends on one or on a few…

Machine Learning · Statistics 2017-09-25 Andreas Christmann , Daohong Xiang , Ding-Xuan Zhou

Empirical data can often be considered as samples from a set of probability distributions. Kernel methods have emerged as a natural approach for learning to classify these distributions. Although numerous kernels between distributions have…

Machine Learning · Computer Science 2024-12-02 Oleksii Kachaiev , Stefano Recanatesi

Conditional random field (CRF) is an important probabilistic machine learning model for labeling sequential data, which is widely utilized in natural language processing, bioinformatics and computer vision. However, training the CRF model…

Quantum Physics · Physics 2019-01-07 Yusen Wu , Chao-Hua Yu , Binbin Cai , Sujuan Qin , Fei Gao , Qiaoyan Wen

Kernel adaptive filters (KAF) are a class of powerful nonlinear filters developed in Reproducing Kernel Hilbert Space (RKHS). The Gaussian kernel is usually the default kernel in KAF algorithms, but selecting the proper kernel size…

Machine Learning · Statistics 2016-05-10 Badong Chen , Junli Liang , Nanning Zheng , Jose C. Principe

This paper focuses on learning rate analysis of distributed kernel ridge regression for strong mixing sequences. Using a recently developed integral operator approach and a classical covariance inequality for Banach-valued strong mixing…

Machine Learning · Computer Science 2021-11-05 Zirui Sun , Shao-Bo Lin

We consider the question of learning $Q$-function in a sample efficient manner for reinforcement learning with continuous state and action spaces under a generative model. If $Q$-function is Lipschitz continuous, then the minimal sample…

Machine Learning · Computer Science 2020-06-12 Devavrat Shah , Dogyoon Song , Zhi Xu , Yuzhe Yang

We study theoretical properties of a broad class of regularized algorithms with vector-valued output. These spectral algorithms include kernel ridge regression, kernel principal component regression, various implementations of gradient…

Machine Learning · Statistics 2024-05-24 Dimitri Meunier , Zikai Shen , Mattes Mollenhauer , Arthur Gretton , Zhu Li

We obtain upper bounds for the estimation error of Kernel Ridge Regression (KRR) for all non-negative regularization parameters, offering a geometric perspective on various phenomena in KRR. As applications: 1. We address the multiple…

Statistics Theory · Mathematics 2024-10-10 Georgios Gavrilopoulos , Guillaume Lecué , Zong Shang

Kernel quantile regression (KQR) extends classical quantile regression to nonlinear settings using kernel methods, offering a powerful tool for modeling conditional distributions. However, its application to large-scale datasets remains…

Optimization and Control · Mathematics 2026-04-24 Shengxiang Deng , Xudong Li , Yangjing Zhang

The proliferation of data has sparked significant interest in leveraging findings from one study to estimate treatment effects in a different target population without direct outcome observations. However, the transfer learning process is…

Methodology · Statistics 2025-05-15 Seok-Jin Kim , Hongjie Liu , Molei Liu , Kaizheng Wang

Adversarial training has emerged as a key technique to enhance model robustness against adversarial input perturbations. Many of the existing methods rely on computationally expensive min-max problems that limit their application in…

Machine Learning · Statistics 2025-10-27 Antônio H. Ribeiro , David Vävinggren , Dave Zachariah , Thomas B. Schön , Francis Bach

Quantum computing holds significant promise for scientific computing due to its potential for polynomial to even exponential speedups over classical methods, which are often hindered by the curse of dimensionality. While neural networks…

Quantum Physics · Physics 2025-10-10 Junpeng Hu , Shi Jin , Nana Liu , Lei Zhang

Kernel-based modal statistical methods include mode estimation, regression, and clustering. Estimation accuracy of these methods depends on the kernel used as well as the bandwidth. We study effect of the selection of the kernel function to…

Machine Learning · Statistics 2023-04-21 Ryoya Yamasaki , Toshiyuki Tanaka

Under mild assumptions on the kernel, we obtain the best known error rates in a regularized learning scenario taking place in the corresponding reproducing kernel Hilbert space (RKHS). The main novelty in the analysis is a proof that one…

Statistics Theory · Mathematics 2010-01-14 Shahar Mendelson , Joseph Neeman

In this work we investigate the generalization performance of random feature ridge regression (RFRR). Our main contribution is a general deterministic equivalent for the test error of RFRR. Specifically, under a certain concentration…

Machine Learning · Statistics 2024-11-06 Leonardo Defilippis , Bruno Loureiro , Theodor Misiakiewicz

We study the generalization properties of ridge regression with random features in the statistical learning framework. We show for the first time that $O(1/\sqrt{n})$ learning bounds can be achieved with only $O(\sqrt{n}\log n)$ random…

Machine Learning · Statistics 2021-04-16 Alessandro Rudi , Lorenzo Rosasco