Learning Bounds for Kernel Regression Using Effective Data Dimensionality
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Cites work
- 10.1162/153244302760200713
- 10.1162/1532443041424337
- Covering numbers for support vector machines
- Generalization performance of regularization networks and support vector machines via entropy numbers of compact operators
- Improving the sample complexity using global data
- Leave-One-Out Bounds for Kernel Methods
- Optimal global rates of convergence for nonparametric regression
- The importance of convexity in learning with squared loss
Cited in
(46)- High-dimensional regression with unknown variance
- Distributed robust regression with correntropy losses and regularization kernel networks
- scientific article; zbMATH DE number 2033148 (Why is no real title available?)
- Dimensionality-dependent generalization bounds for \(k\)-dimensional coding schemes
- An efficient kernel learning algorithm for semisupervised regression problems
- Kernel regression, minimax rates and effective dimensionality: beyond the regular case
- High-Dimensional Analysis of Double Descent for Linear Regression with Random Projections
- Importance sampling: intrinsic dimension and computational cost
- Adaptive discretization for signal detection in statistical inverse problems
- Optimal rates for spectral algorithms with least-squares regression over Hilbert spaces
- Non-asymptotic error bound for optimal prediction of function-on-function regression by RKHS approach
- Distributed learning with regularized least squares
- Distributed Bayesian inference in massive spatial data
- HARFE: hard-ridge random feature expansion
- Spectral algorithms for learning with dependent observations
- Capacity dependent analysis for functional online learning algorithms
- Least square regression with indefinite kernels and coefficient regularization
- A partially linear framework for massive heterogeneous data
- Distributed least squares prediction for functional linear regression*
- scientific article; zbMATH DE number 7306853 (Why is no real title available?)
- Nyström landmark sampling and regularized Christoffel functions
- Random design analysis of ridge regression
- Optimal rates for multi-pass stochastic gradient methods
- Effect of dimensionality on convergence rates of kernel ridge regression estimator
- Statistical inference using regularized M-estimation in the reproducing kernel Hilbert space for handling missing data
- General regularization schemes for signal detection in inverse problems
- An Asymptotic Analysis of Random Partition Based Minibatch Momentum Methods for Linear Regression Models
- New equivalences between interpolation and SVMs: kernels and structured features
- Discrepancy based model selection in statistical inverse problems
- Pseudo-labeling for kernel ridge regression under covariate shift
- Nonparametric distributed learning under general designs
- Estimator selection in the Gaussian setting
- Analysis of regularized Nyström subsampling for regression functions of low smoothness
- Minimax optimality of kernel ridge regression when kernel eigenvalues decay polynomially or exponentially
- Optimal policy evaluation using kernel-based temporal difference methods
- Learning with generalization capability by kernel methods of bounded complexity
- Intrinsic dimension adaptive partitioning for kernel methods
- Grid Point Approximation for Distributed Nonparametric Smoothing and Prediction
- Concentration inequalities for statistical inference
- Least squares regression under weak moment conditions
- Analysis of regularized least squares for functional linear regression model
- A review of distributed statistical inference
- Dimension independent excess risk by stochastic gradient descent
- Faster kernel ridge regression using sketching and preconditioning
- Kernel conjugate gradient methods with random projections
- Convergences of regularized algorithms and stochastic gradient methods with random projections
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