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Multi-view data have been routinely collected in various fields of science and engineering. A general problem is to study the predictive association between multivariate responses and multi-view predictor sets, all of which can be of high…

Methodology · Statistics 2018-07-30 Gen Li , Xiaokang Liu , Kun Chen

Kernel methods are an incredibly popular technique for extending linear models to non-linear problems via a mapping to an implicit, high-dimensional feature space. While kernel methods are computationally cheaper than an explicit feature…

Machine Learning · Statistics 2019-02-26 Philip Milton , Emanuele Giorgi , Samir Bhatt

One of the major limits of kernel ridge regression (KRR) is that storing and manipulating the kernel matrix K_n for n samples requires O(n^2) space, which rapidly becomes unfeasible for large n. Nystrom approximations reduce the space…

Machine Learning · Statistics 2026-04-27 Daniele Calandriello , Alessandro Lazaric , Michal Valko

We prove rates of convergence in the statistical sense for kernel-based least squares regression using a conjugate gradient algorithm, where regularization against overfitting is obtained by early stopping. This method is directly related…

Statistics Theory · Mathematics 2010-09-30 Gilles Blanchard , Nicole Kraemer

Ridge leverage scores provide a balance between low-rank approximation and regularization, and are ubiquitous in randomized linear algebra and machine learning. Deterministic algorithms are also of interest in the moderately big data…

Statistics Theory · Mathematics 2018-12-27 Shannon R. McCurdy

Large-scale kernel ridge regression (KRR) is limited by the need to store a large kernel matrix K_t. To avoid storing the entire matrix K_t, Nystrom methods subsample a subset of columns of the kernel matrix, and efficiently find an…

Machine Learning · Computer Science 2026-04-23 Daniele Calandriello , Alessandro Lazaric , Michal Valko

Reinforcement learning utilizing kernel ridge regression to predict the expected value function represents a powerful method with great representational capacity. This setting is a highly versatile framework amenable to analytical results.…

Machine Learning · Computer Science 2024-11-01 Sattar Vakili , Julia Olkhovskaya

We propose a quantum algorithm based on ridge regression model, which get the optimal fitting parameters w and a regularization hyperparameter {\alpha} by analysing the training dataset. The algorithm consists of two subalgorithms. One is…

Quantum Physics · Physics 2021-04-28 Menghan Chen , Chaohua Yu , Gongde Guo , Song Lin

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

We investigate statistical properties for a broad class of modern kernel-based regression (KBR) methods. These kernel methods were developed during the last decade and are inspired by convex risk minimization in infinite-dimensional Hilbert…

Statistics Theory · Mathematics 2009-09-29 Andreas Christmann , Ingo Steinwart

A key challenge in probabilistic regression is ensuring that predictive distributions accurately reflect true empirical uncertainty. Minimizing overall prediction error often encourages models to prioritize informativeness over calibration,…

Machine Learning · Statistics 2026-02-17 Ádám Jung , Domokos M. Kelen , András A. Benczúr

We consider a distributed learning approach in supervised learning for a large class of spectral regularization methods in an RKHS framework. The data set of size n is partitioned into $m=O(n^\alpha)$ disjoint subsets. On each subset, some…

Statistics Theory · Mathematics 2017-08-10 Gilles Blanchard , Nicole Mücke

We study generalization properties of distributed algorithms in the setting of nonparametric regression over a reproducing kernel Hilbert space (RKHS). We first investigate distributed stochastic gradient methods (SGM), with mini-batches…

Machine Learning · Statistics 2018-11-06 Junhong Lin , Volkan Cevher

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…

Econometrics · Economics 2022-08-24 Rahul Singh

Random Fourier features is one of the most popular techniques for scaling up kernel methods, such as kernel ridge regression. However, despite impressive empirical results, the statistical properties of random Fourier features are still not…

Machine Learning · Computer Science 2018-05-22 Haim Avron , Michael Kapralov , Cameron Musco , Christopher Musco , Ameya Velingker , Amir Zandieh

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

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…

Machine Learning · Statistics 2019-09-26 Shusen Wang

We investigate nonparametric estimation of sliced inverse regression (SIR) via the $k$-nearest neighbors approach with a kernel. An estimator of the covariance matrix of the conditional expectation of the explanatory random vector given the…

Statistics Theory · Mathematics 2025-05-27 Luran Bengono Mintogo , Emmanuel de Dieu Nkou , Guy Martial Nkiet

In this study, we propose shrinkage methods based on {\it generalized ridge regression} (GRR) estimation which is suitable for both multicollinearity and high dimensional problems with small number of samples (large $p$, small $n$). Also,…

Statistics Theory · Mathematics 2020-03-04 Bahadır Yüzbaşı , Mohammad Arashi , S. Ejaz Ahmed

Kernel methods are powerful learning methodologies that allow to perform non-linear data analysis. Despite their popularity, they suffer from poor scalability in big data scenarios. Various approximation methods, including random feature…

Machine Learning · Statistics 2022-06-14 Bharath Sriperumbudur , Nicholas Sterge
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