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Gaussian process (GP) regression is a popular surrogate modeling tool for computer simulations in engineering and scientific domains. However, it often struggles with high computational costs and low prediction accuracy when the simulation…
We study the average case performance of multi-task Gaussian process (GP) regression as captured in the learning curve, i.e. the average Bayes error for a chosen task versus the total number of examples $n$ for all tasks. For GP covariances…
As modern machine learning models continue to advance the computational frontier, it has become increasingly important to develop precise estimates for expected performance improvements under different model and data scaling regimes.…
There has been growing recent interest in probabilistic interpretations of kernel-based methods as well as learning in Banach spaces. The absence of a useful Lebesgue measure on an infinite-dimensional reproducing kernel Hilbert space is a…
General predictive models do not provide a measure of confidence in predictions without Bayesian assumptions. A way to circumvent potential restrictions is to use conformal methods for constructing non-parametric confidence regions, that…
The classical kernel ridge regression problem aims to find the best fit for the output $Y$ as a function of the input data $X\in \mathbb{R}^d$, with a fixed choice of regularization term imposed by a given choice of a reproducing kernel…
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…
Gaussian Process Regression is a well-known machine learning technique for which several quantum algorithms have been proposed. We show here that in a wide range of scenarios these algorithms show no exponential speedup. We achieve this by…
Statistical physics approaches can be used to derive accurate predictions for the performance of inference methods learning from potentially noisy data, as quantified by the learning curve defined as the average error versus number of…
One central theme in machine learning is function estimation from sparse and noisy data. An example is supervised learning where the elements of the training set are couples, each containing an input location and an output response. In the…
Low-rank tensor regression, a new model class that learns high-order correlation from data, has recently received considerable attention. At the same time, Gaussian processes (GP) are well-studied machine learning models for structure…
The use of kernels for nonlinear prediction is widespread in machine learning. They have been popularized in support vector machines and used in kernel ridge regression, amongst others. Kernel methods share three aspects. First, instead of…
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…
We investigate iterated compositions of weighted sums of Gaussian kernels and provide an interpretation of the construction that shows some similarities with the architectures of deep neural networks. On the theoretical side, we show that…
This paper explores the application of kernel learning methods for parameter prediction and evaluation in the Algebraic Multigrid Method (AMG), focusing on several Partial Differential Equation (PDE) problems. AMG is an efficient iterative…
Kernel methods for deconvolution have attractive features, and prevail in the literature. However, they have disadvantages, which include the fact that they are usually suitable only for cases where the error distribution is infinitely…
We propose new reproducing kernel-based tests for model checking in conditional moment restriction models. By regressing estimated residuals on kernel functions via kernel ridge regression (KRR), we obtain a coefficient function in a…
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…
Deep neural networks excel in high-dimensional problems, outperforming models such as kernel methods, which suffer from the curse of dimensionality. However, the theoretical foundations of this success remain poorly understood. We follow…
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…