Conjugate gradients for kernel machines

MaRDI QIDQ4969101zbMATH OpenFDO

Authors Simon Bartels, Philipp Hennig

Publication date 5 October 2020

Full work available at URL https://arxiv.org/abs/1911.06048, https://jmlr.csail.mit.edu/papers/v21/18-473.html

zbMATH Keywords

conjugate gradientsGaussian processeskernel methodslow-rank approximationprobabilistic numerics

Mathematics Subject Classification ID

Gaussian processes (60G15) Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Inference from stochastic processes and prediction (62M20) Learning and adaptive systems in artificial intelligence (68T05)

Recommendations

• Convergence rates of kernel conjugate gradient for random design regression
• Learning Theory
• On the Nyström method for approximating a gram matrix for improved kernel-based learning
• Preconditioning conjugate gradient method for least squares SVM
• Faster kernel ridge regression using sketching and preconditioning

Cites work

• A unifying view of sparse approximate Gaussian process regression
• Analysis of the symmetric Lanczos algorithm with reorthogonalization methods
• Gaussian processes for machine learning (GPML) toolbox
• Gaussian processes for machine learning.
• Hilbert space methods for reduced-rank Gaussian process regression
• scientific article; zbMATH DE number 6114093 (Why is no real title available?)
• scientific article; zbMATH DE number 45848 (Why is no real title available?)
• scientific article; zbMATH DE number 1261669 (Why is no real title available?)
• scientific article; zbMATH DE number 1953444 (Why is no real title available?)
• scientific article; zbMATH DE number 1832345 (Why is no real title available?)
• scientific article; zbMATH DE number 6159604 (Why is no real title available?)
• scientific article; zbMATH DE number 6276239 (Why is no real title available?)
• scientific article; zbMATH DE number 3359503 (Why is no real title available?)
• Methods of conjugate gradients for solving linear systems
• Mixture of Experts Classification Using a Hierarchical Mixture Model
• Numerical Optimization
• Pattern recognition and machine learning.
• Probabilistic interpretation of linear solvers
• Probabilistic numerics and uncertainty in computations
• Quasi-Newton method: a new direction
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Robust Gaussian process regression with a Student-t likelihood
• Sparse on-line Gaussian processes
• Sparse spectrum Gaussian process regression
• The Elimination Matrix: Some Lemmas and Applications
• The intrinsic random functions and their applications
• The ubiquitous Kronecker product
• Variational Fourier features for Gaussian processes

Cited in

(12)

• Kernel conjugate gradient methods with random projections
• Linearly constrained reconstruction of functions by kernels with applications to machine learning
• Convergence rates of kernel conjugate gradient for random design regression
• scientific article; zbMATH DE number 19772 (Why is no real title available?)
• Sparse conjugate directions pursuit with application to fixed-size kernel models
• Compact convex projections
• Faster kernel ridge regression using sketching and preconditioning
• Using Kronecker products to construct mimetic gradients
• The Kernel Conjugate Gradient Algorithms
• Two‐level preconditioning for Ridge Regression
• Learning Theory
• Towards learning optimized kernels for complex Langevin

Describes a project that uses

Uses Software

• GPML
• UCI

This page was built for publication: Conjugate gradients for kernel machines

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4969101)