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In this manuscript we consider Kernel Ridge Regression (KRR) under the Gaussian design. Exponents for the decay of the excess generalization error of KRR have been reported in various works under the assumption of power-law decay of…

Machine Learning · Statistics 2022-11-29 Hugo Cui , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

Kernel ridge regression, KRR, is a generalization of linear ridge regression that is non-linear in the data, but linear in the model parameters. Here, we introduce an equivalent formulation of the objective function of KRR, which opens up…

Machine Learning · Statistics 2025-03-10 Oskar Allerbo

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

Kernel methods, particularly kernel ridge regression (KRR), are time-proven, powerful nonparametric regression techniques known for their rich capacity, analytical simplicity, and computational tractability. The analysis of their predictive…

Statistics Theory · Mathematics 2025-09-23 Xin Bing , Xin He , Chao Wang

Kernel ridge regression (KRR), also known as the least-squares support vector machine, is a fundamental method for learning functions from finite samples. While most existing analyses focus on the noisy setting with constant-level label…

Machine Learning · Statistics 2025-04-14 Jihao Long , Xiaojun Peng , Lei Wu

We consider the task of robust non-linear regression in the presence of both inlier noise and outliers. Assuming that the unknown non-linear function belongs to a Reproducing Kernel Hilbert Space (RKHS), our goal is to estimate the set of…

Machine Learning · Computer Science 2017-08-02 George Papageorgiou , Pantelis Bouboulis , Sergios Theodoridis

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…

Machine Learning · Computer Science 2023-10-05 Alberto Giaretta , Mauro Bisiacco , Gianluigi Pillonetto

We provide uniform confidence bands for kernel ridge regression (KRR), a widely used nonparametric regression estimator for nonstandard data such as preferences, sequences, and graphs. Despite the prevalence of these data--e.g., student…

Statistics Theory · Mathematics 2025-08-19 Rahul Singh , Suhas Vijaykumar

A successful class of image denoising methods is based on Bayesian approaches working in wavelet representations. However, analytical estimates can be obtained only for particular combinations of analytical models of signal and noise, thus…

Computer Vision and Pattern Recognition · Computer Science 2016-02-02 Valero Laparra , Juan Gutiérrez , Gustavo Camps-Valls , Jesús Malo

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…

Machine Learning · Statistics 2025-03-27 Hongwei Wen , Annika Betken , Wouter Koolen

In many modern applications of deep learning the neural network has many more parameters than the data points used for its training. Motivated by those practices, a large body of recent theoretical research has been devoted to studying…

Statistics Theory · Mathematics 2022-12-07 A. Tsigler , P. L. Bartlett

In this work, we investigate high-dimensional kernel ridge regression (KRR) on i.i.d. Gaussian data with anisotropic power-law covariance. This setting differs fundamentally from the classical source & capacity conditions for KRR, where…

Machine Learning · Statistics 2025-10-07 Arie Wortsman , Bruno Loureiro

The asymptotically precise estimation of the generalization of kernel methods has recently received attention due to the parallels between neural networks and their associated kernels. However, prior works derive such estimates for training…

Machine Learning · Computer Science 2024-03-19 Maksim Velikanov , Maxim Panov , Dmitry Yarotsky

This paper focuses on generalization performance analysis for distributed algorithms in the framework of learning theory. Taking distributed kernel ridge regression (DKRR) for example, we succeed in deriving its optimal learning rates in…

Machine Learning · Computer Science 2020-03-30 Shao-Bo Lin , Di Wang , Ding-Xuan Zhou

Kernel ridge regression (KRR) is a widely used nonparametric method due to its strong theoretical guarantees and computational convenience. However, standard KRR does not distinguish between linear and nonlinear components in the signal,…

Statistics Theory · Mathematics 2026-05-13 Xin Bing , Chao Wang

The generalization performance of kernel ridge regression (KRR) exhibits a multi-phased pattern that crucially depends on the scaling relationship between the sample size $n$ and the underlying dimension $d$. This phenomenon is due to the…

Machine Learning · Computer Science 2022-05-16 Hong Hu , Yue M. Lu

It is well known that kernel ridge regression (KRR) is a popular nonparametric regression estimator. Nonetheless, in the presence of a large data set with size $n\gg 1,$ the KRR estimator has the drawback to require an intensive…

Statistics Theory · Mathematics 2023-01-19 Asma Ben Saber , Abderrazek Karoui

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

We propose a framework for hypothesis testing on conditional probability distributions, which we then use to construct statistical tests of functionals of conditional distributions. These tests identify the inputs where the functionals…

Machine Learning · Computer Science 2025-11-03 Pierre-François Massiani , Christian Fiedler , Lukas Haverbeck , Friedrich Solowjow , Sebastian Trimpe

We study a compositional variant of kernel ridge regression in which the predictor is applied to a coordinate-wise reweighting of the inputs. Formulated as a variational problem, this model provides a simple testbed for feature learning in…

Machine Learning · Computer Science 2025-11-05 Feng Ruan , Keli Liu , Michael Jordan
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