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We show that when a high-dimensional data matrix is the sum of a low-rank matrix and a random error matrix with independent entries, the low-rank component can be consistently estimated by solving a convex minimization problem. We develop a…

Econometrics · Economics 2019-11-14 Jushan Bai , Junlong Feng

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…

Machine Learning · Computer Science 2022-10-20 Fanghui Liu , Lei Shi , Xiaolin Huang , Jie Yang , Johan A. K. Suykens

A challenge in developing machine learning regression models is that it is difficult to know whether maximal performance has been reached on a particular dataset, or whether further model improvement is possible. In biology this problem is…

Biomolecules · Quantitative Biology 2021-07-28 Gang Li , Jan Zrimec , Boyang Ji , Jun Geng , Johan Larsbrink , Aleksej Zelezniak , Jens Nielsen , Martin KM Engqvist

In this paper, we consider the coefficient-based regularized distribution regression which aims to regress from probability measures to real-valued responses over a reproducing kernel Hilbert space (RKHS), where the regularization is put on…

Machine Learning · Statistics 2022-08-29 Yuan Mao , Lei Shi , Zheng-Chu Guo

This paper is concerned with inference in threshold regression models when the practitioners do not know whether at the threshold point the true specification has a kink or a jump. We nest previous works that assume either continuity or…

Statistics Theory · Mathematics 2020-01-15 Javier Hidalgo , Jungyoon Lee , Myung Hwan Seo

In this paper, we consider robust nonparametric regression using deep neural networks with ReLU activation function. While several existing theoretically justified methods are geared towards robustness against identical heavy-tailed noise…

Methodology · Statistics 2023-11-01 Juntong Chen

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

The Gaussian kernel and its traditional normalizations (e.g., row-stochastic) are popular approaches for assessing similarities between data points. Yet, they can be inaccurate under high-dimensional noise, especially if the noise magnitude…

Statistics Theory · Mathematics 2023-07-12 Boris Landa , Xiuyuan Cheng

We explore why many recently proposed robust estimation problems are efficiently solvable, even though the underlying optimization problems are non-convex. We study the loss landscape of these robust estimation problems, and identify the…

Machine Learning · Statistics 2020-05-29 Banghua Zhu , Jiantao Jiao , Jacob Steinhardt

We propose kernel distributionally robust optimization (Kernel DRO) using insights from the robust optimization theory and functional analysis. Our method uses reproducing kernel Hilbert spaces (RKHS) to construct a wide range of convex…

Optimization and Control · Mathematics 2021-06-28 Jia-Jie Zhu , Wittawat Jitkrittum , Moritz Diehl , Bernhard Schölkopf

Regression tasks, notably in safety-critical domains, require proper uncertainty quantification, yet the literature remains largely classification-focused. In this light, we introduce a family of measures for total, aleatoric, and epistemic…

Machine Learning · Computer Science 2025-10-30 Christopher Bülte , Yusuf Sale , Gitta Kutyniok , Eyke Hüllermeier

Robustness of deep neural networks to input noise remains a critical challenge, as naive noise injection often degrades accuracy on clean (uncorrupted) data. We propose a novel training framework that addresses this trade-off through two…

Machine Learning · Statistics 2026-01-06 Hai-Vy Nguyen , Fabrice Gamboa , Sixin Zhang , Reda Chhaibi , Serge Gratton , Thierry Giaccone

M-estmators including the Welsch and Cauchy have been widely adopted for robustness against outliers, but they also down-weigh the uncontaminated data. To address this issue, we devise a framework to generate a class of nonconvex functions…

Machine Learning · Statistics 2023-10-10 Zhi-Yong Wang , Hing Cheung So

We consider the problem of reconstructing a function from a finite set of noise-corrupted samples. Two kernel algorithms are analyzed, namely kernel ridge regression and $\varepsilon$-support vector regression. By assuming the ground-truth…

Systems and Control · Electrical Eng. & Systems 2021-08-03 Emilio T. Maddalena , Paul Scharnhorst , Colin N. Jones

Kernel ridge regression is used to approximate the kinetic energy of non-interacting fermions in a one-dimensional box as a functional of their density. The properties of different kernels and methods of cross-validation are explored, and…

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

The kernel ridge regression (KRR) approach is extended to include the odd-even effects in nuclear mass predictions by remodulating the kernel function without introducing new weight parameters and inputs in the training network. By taking…

Nuclear Theory · Physics 2021-06-03 X. H. Wu , L. H. Guo , P. W. Zhao

We derive simple closed-form estimates for the test risk and other generalization metrics of kernel ridge regression (KRR). Relative to prior work, our derivations are greatly simplified and our final expressions are more readily…

Machine Learning · Computer Science 2023-10-30 James B. Simon , Madeline Dickens , Dhruva Karkada , Michael R. DeWeese

We study the problem of estimating the derivatives of a regression function, which has a wide range of applications as a key nonparametric functional of unknown functions. Standard analysis may be tailored to specific derivative orders, and…

Machine Learning · Statistics 2023-08-29 Zejian Liu , Meng Li

We consider $L^2$-regularized linear (ridge) regression over a finite data sample $X$ with bounded covariance and linear prediction targets $y$ with additive isotropic noise of finite variance. We present an iterative procedure to compute…

Machine Learning · Computer Science 2026-05-28 Jack Timmermans , Sergio A. Alvarez
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