A randomized algorithm to solve reduced rank operator regression

DOI10.1137/24M1632097MaRDI QIDQ6849906zbMATH OpenFDO

Authors Giacomo Turri, Vladimir Kostić, Pietro Novelli, Massimiliano Pontil

Publication date 5 March 2026

Published in SIAM Journal on Mathematics of Data Science (Search for Journal in Brave)

zbMATH Keywords

kernel methodsreduced rank regressionrandomized SVDvector-valued regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Numerical optimization and variational techniques (65K10) Randomized algorithms (68W20) Approximation methods and numerical treatment of dynamical systems (37M99)

Cites work

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• Reduced rank ridge regression and its kernel extensions
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• Singular Value Decomposition of Operators on Reproducing Kernel Hilbert Spaces
• Theory of Reproducing Kernels

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