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Randomized smoothing has shown promising certified robustness against adversaries in classification tasks. Despite such success with only zeroth-order access to base models, randomized smoothing has not been extended to a general form of…

Machine Learning · Computer Science 2024-05-16 Aref Miri Rekavandi , Olga Ohrimenko , Benjamin I. P. Rubinstein

Random feature (RF) has been widely used for node consistency in decentralized kernel ridge regression (KRR). Currently, the consistency is guaranteed by imposing constraints on coefficients of features, necessitating that the random…

Machine Learning · Computer Science 2024-09-23 Ruikai Yang , Fan He , Mingzhen He , Jie Yang , Xiaolin Huang

The random feature (RF) approach is a well-established and efficient tool for scalable kernel methods, but existing literature has primarily focused on kernel ridge regression with random features (KRR-RF), which has limitations in handling…

Machine Learning · Statistics 2025-03-18 Caixing Wang , Xingdong Feng

Non-conservative uncertainty bounds are essential for making reliable predictions about latent functions from noisy data, and thus, a key enabler for safe learning-based control. In this domain, kernel methods such as Gaussian process…

Machine Learning · Computer Science 2026-05-26 Amon Lahr , Anna Scampicchio , Johannes Köhler , Melanie N. Zeilinger

Kernel ridge regression (KRR) is widely used for nonparametric regression over reproducing kernel Hilbert spaces. It offers powerful modeling capabilities at the cost of significant computational costs, which typically require $O(n^3)$…

Methodology · Statistics 2024-03-18 Xiaowu Dai , Huiying Zhong

Non-conservative uncertainty bounds are key for both assessing an estimation algorithm's accuracy and in view of downstream tasks, such as its deployment in safety-critical contexts. In this paper, we derive a tight, non-asymptotic…

Machine Learning · Computer Science 2026-01-16 Amon Lahr , Johannes Köhler , Anna Scampicchio , Melanie N. Zeilinger

Reduced rank regression (RRR) is a fundamental tool for modeling multiple responses through low-dimensional latent structures, offering both interpretability and strong predictive performance in high-dimensional settings. Classical RRR…

Methodology · Statistics 2026-01-01 The Tien Mai

Providing non-conservative uncertainty quantification for function estimates derived from noisy observations remains a fundamental challenge in statistical machine learning, particularly for applications in safety-critical domains. In this…

Machine Learning · Computer Science 2026-05-12 Johannes Teutsch , Oleksii Molodchyk , Marion Leibold , Timm Faulwasser , Armin Lederer

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

This paper studies convergence of empirical risks in reproducing kernel Hilbert spaces (RKHS). A conventional assumption in the existing research is that empirical training data do not contain any noise but this may not be satisfied in some…

Optimization and Control · Mathematics 2020-05-19 Shaoyan Guo , Huifu Xu , Liwei Zhang

In this paper, we consider the nonparametric least square regression in a Reproducing Kernel Hilbert Space (RKHS). We propose a new randomized algorithm that has optimal generalization error bounds with respect to the square loss, closing a…

Machine Learning · Computer Science 2019-05-28 Kwang-Sung Jun , Ashok Cutkosky , Francesco Orabona

Nonlinear similarity measures defined in kernel space, such as correntropy, can extract higher-order statistics of data and offer potentially significant performance improvement over their linear counterparts especially in non-Gaussian…

Machine Learning · Statistics 2017-04-26 Badong Chen , Lei Xing , Bin Xu , Haiquan Zhao , Nanning Zheng , Jose C. Principe

In this paper we formulate a solution of the robust linear regression problem in a general framework of correntropy maximization. Our formulation yields a unified class of estimators which includes the Gaussian and Laplacian kernel-based…

Systems and Control · Computer Science 2017-09-04 Laurent Bako

Kernel ridge regression is an important nonparametric method for estimating smooth functions. We introduce a new set of conditions, under which the actual rates of convergence of the kernel ridge regression estimator under both the L_2 norm…

Statistics Theory · Mathematics 2020-01-03 Rui Tuo , Yan Wang , C. F. Jeff Wu

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 propose two new methods to address the weak scaling problems of KRR: the Balanced KRR (BKRR) and K-means KRR (KKRR). These methods consider alternative ways to partition the input dataset into p different parts, generating p different…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-05-03 Yang You , James Demmel , Cho-Jui Hsieh , Richard Vuduc

We present a generalization of the Cauchy/Lorentzian, Geman-McClure, Welsch/Leclerc, generalized Charbonnier, Charbonnier/pseudo-Huber/L1-L2, and L2 loss functions. By introducing robustness as a continuous parameter, our loss function…

Computer Vision and Pattern Recognition · Computer Science 2019-04-08 Jonathan T. Barron

We study the problem of robust linear regression with response variable corruptions. We consider the oblivious adversary model, where the adversary corrupts a fraction of the responses in complete ignorance of the data. We provide a nearly…

Machine Learning · Computer Science 2019-03-21 Arun Sai Suggala , Kush Bhatia , Pradeep Ravikumar , Prateek Jain

We propose a new formulation of robust regression by integrating all realizations of the uncertainty set and taking an averaged approach to obtain the optimal solution for the ordinary least squares regression problem. We show that this…

Machine Learning · Computer Science 2024-10-10 Dimitris Bertsimas , Yu Ma

Tensor regression is an important tool for tensor data analysis, but existing works have not considered the impact of outliers, making them potentially sensitive to such data points. This paper proposes a low tubal rank robust regression…

Methodology · Statistics 2026-05-11 Zihao Song , Jicai Liu , Heng Lian , Weihua Zhao