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Learning rates for least-squares regression are typically expressed in terms of $L_2$-norms. In this paper we extend these rates to norms stronger than the $L_2$-norm without requiring the regression function to be contained in the…

Machine Learning · Statistics 2020-10-27 Simon Fischer , Ingo Steinwart

Random Fourier Features (RFF) demonstrate wellappreciated performance in kernel approximation for largescale situations but restrict kernels to be stationary and positive definite. And for non-stationary kernels, the corresponding RFF could…

Machine Learning · Statistics 2021-04-15 Qin Luo , Kun Fang , Jie Yang , Xiaolin Huang

In this article, we consider convergence rates in functional linear regression with functional responses, where the linear coefficient lies in a reproducing kernel Hilbert space (RKHS). Without assuming that the reproducing kernel and the…

Methodology · Statistics 2012-11-20 Heng Lian

We study contextual bandits with finitely many actions in which the reward of each arm follows a single-index model with an arm-specific index parameter and an unknown nonparametric link function. We consider a regime in which arms…

Machine Learning · Statistics 2026-03-20 Sakshi Arya , Satarupa Bhattacharjee , Bharath K. Sriperumbudur

We give a general result concerning the rates of convergence of penalized empirical risk minimizers (PERM) in the regression model. Then, we consider the problem of agnostic learning of the regression, and give in this context an oracle…

Statistics Theory · Mathematics 2008-10-30 S. Gaïffas , G. Lecué

Symmetry arises often when learning from high dimensional data. For example, data sets consisting of point clouds, graphs, and unordered sets appear routinely in contemporary applications, and exhibit rich underlying symmetries.…

Optimization and Control · Mathematics 2025-02-06 Mateo Díaz , Dmitriy Drusvyatskiy , Jack Kendrick , Rekha R. Thomas

These notes provide a self-contained introduction to kernel methods and their geometric foundations in machine learning. Starting from the construction of Hilbert spaces, we develop the theory of positive definite kernels, reproducing…

We consider the problem of conditional independence (CI) testing and adopt a kernel-based approach. Kernel-based CI tests embed variables in reproducing kernel Hilbert spaces, regress their embeddings on the conditioning variables, and test…

Machine Learning · Statistics 2026-04-07 Luca Bergen , Dino Sejdinovic , Vanessa Didelez

We propose an estimator of the kernel-based conditional mean dependence measure obtained from an appropriate modification of a naive estimator based on usual empirical estimators. We then get asymptotic normality of this estimator both…

Statistics Theory · Mathematics 2022-07-27 Terence Kevin Manfoumbi Djonguet , Guy Martial Nkiet

How many training data are needed to learn a supervised task? It is often observed that the generalization error decreases as $n^{-\beta}$ where $n$ is the number of training examples and $\beta$ an exponent that depends on both data and…

Machine Learning · Statistics 2021-02-03 Stefano Spigler , Mario Geiger , Matthieu Wyart

Neural networks in the lazy training regime converge to kernel machines. Can neural networks in the rich feature learning regime learn a kernel machine with a data-dependent kernel? We demonstrate that this can indeed happen due to a…

Machine Learning · Statistics 2022-02-07 Alexander Atanasov , Blake Bordelon , Cengiz Pehlevan

In this paper, we study the asymptotic properties of regularized least squares with indefinite kernels in reproducing kernel Krein spaces (RKKS). By introducing a bounded hyper-sphere constraint to such non-convex regularized risk…

Machine Learning · Statistics 2020-11-26 Fanghui Liu , Lei Shi , Xiaolin Huang , Jie Yang , Johan A. K. Suykens

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

Decision forests are widely used for classification and regression tasks. A lesser known property of tree-based methods is that one can construct a proximity matrix from the tree(s), and these proximity matrices are induced kernels. While…

Machine Learning · Statistics 2024-10-14 Sambit Panda , Cencheng Shen , Joshua T. Vogelstein

It is commonplace to encounter heterogeneous data, of which some aspects of the data distribution may vary but the underlying causal mechanisms remain constant. When data are divided into distinct environments according to the…

Machine Learning · Computer Science 2022-10-12 Yong Lin , Shengyu Zhu , Lu Tan , Peng Cui

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 average $\mbox{CV}_{loo}$ stability of kernel ridge-less regression and derive corresponding risk bounds. We show that the interpolating solution with minimum norm minimizes a bound on $\mbox{CV}_{loo}$ stability, which in turn…

Machine Learning · Statistics 2020-10-13 Akshay Rangamani , Lorenzo Rosasco , Tomaso Poggio

Kernel methods are one of the mainstays of machine learning, but the problem of kernel learning remains challenging, with only a few heuristics and very little theory. This is of particular importance in methods based on estimation of…

Machine Learning · Statistics 2016-06-03 Seth Flaxman , Dino Sejdinovic , John P. Cunningham , Sarah Filippi

It is often of interest to make inference on an unknown function that is a local parameter of the data-generating mechanism, such as a density or regression function. Such estimands can typically only be estimated at a…

Methodology · Statistics 2021-05-17 Aaron Hudson , Marco Carone , Ali Shojaie

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
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