Related papers: Double Descent in Quantum Kernel Ridge Regression
Quantum machine learning (QML) is the spearhead of quantum computer applications. In particular, quantum neural networks (QNN) are actively studied as the method that works both in near-term quantum computers and fault-tolerant quantum…
Recent evidence has shown the existence of a so-called double-descent and even triple-descent behavior for the generalization error of deep-learning models. This important phenomenon commonly appears in implemented neural network…
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…
Reinforcement learning (RL) algorithms based on high-dimensional function approximation have achieved tremendous empirical success in large-scale problems with an enormous number of states. However, most analysis of such algorithms gives…
This paper focuses on parameter selection issues of kernel ridge regression (KRR). Due to special spectral properties of KRR, we find that delicate subdivision of the parameter interval shrinks the difference between two successive KRR…
The problem of learning functions over spaces of probabilities - or distribution regression - is gaining significant interest in the machine learning community. A key challenge behind this problem is to identify a suitable representation…
We study the cost of overfitting in noisy kernel ridge regression (KRR), which we define as the ratio between the test error of the interpolating ridgeless model and the test error of the optimally-tuned model. We take an "agnostic" view in…
The kernel ridge regression (KRR) method with Gaussian kernel is used to improve the description of the nuclear charge radius by several phenomenological formulae. The widely used $A^{1/3}$, $N^{1/3}$ and $Z^{1/3}$ formulae, and their…
This paper establishes the first polynomial convergence rates for Gaussian kernel ridge regression (KRR) with a fixed hyperparameter in both the uniform and the $L^{2}$-norm. The uniform convergence result closes a gap in the theoretical…
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…
In recent years, variational quantum algorithms have garnered significant attention as a candidate approach for near-term quantum advantage using noisy intermediate-scale quantum (NISQ) devices. In this article we introduce kernel descent,…
I propose kernel ridge regression estimators for nonparametric dose response curves and semiparametric treatment effects in the setting where an analyst has access to a selected sample rather than a random sample; only for select…
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…
Precision matrix estimation is a cornerstone concept in statistics, economics, and finance. Despite advances in recent years, estimation methods that are simultaneously (i) dense, (ii) consistent, and (iii) model-free are lacking. While…
Random feature mapping (RFM) is a popular method for speeding up kernel methods at the cost of losing a little accuracy. We study kernel ridge regression with random feature mapping (RFM-KRR) and establish novel out-of-sample error upper…
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…
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…
We study the transfer learning process between two linear regression problems. An important and timely special case is when the regressors are overparameterized and perfectly interpolate their training data. We examine a parameter transfer…
Establishing a theoretical analysis that explains why deep learning can outperform shallow learning such as kernel methods is one of the biggest issues in the deep learning literature. Towards answering this question, we evaluate excess…
We consider the problem of simultaneously learning to linearly combine a very large number of kernels and learn a good predictor based on the learnt kernel. When the number of kernels $d$ to be combined is very large, multiple kernel…