An elementary analysis of ridge regression with random design

DOI10.5802/CRMATH.367MaRDI QIDQ2080945zbMATH OpenOpenAlexFDO

Authors Jaouad Mourtada, Lorenzo Rosasco

Publication date 12 October 2022

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2203.08564

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Random matrices (probabilistic aspects) (60B20)

Cites work

• scientific article; zbMATH DE number 45848 (Why is no real title available?)
• scientific article; zbMATH DE number 7625184 (Why is no real title available?)
• scientific article; zbMATH DE number 3227378 (Why is no real title available?)
• 10.1162/1532443041424337
• Average stability is invariant to data preconditioning. Implications to exp-concave empirical risk minimization
• Benign overfitting in linear regression
• Concentration inequalities and moment bounds for sample covariance operators
• Distribution-free robust linear regression
• Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices
• Learning from examples as an inverse problem
• Learning theory estimates via integral operators and their approximations
• Local Rademacher complexities
• Local Rademacher complexities and oracle inequalities in risk minimization. (2004 IMS Medallion Lecture). (With discussions and rejoinder)
• Model selection for regularized least-squares algorithm in learning theory
• Non commutative Khintchine and Paley inequalities
• Nonparametric stochastic approximation with large step-sizes
• On early stopping in gradient descent learning
• Optimal rates for regularization of statistical inverse learning problems
• Optimal rates for the regularized least-squares algorithm
• Oracle inequalities in empirical risk minimization and sparse recovery problems. École d'Été de Probabilités de Saint-Flour XXXVIII-2008.
• Parallelizing stochastic gradient descent for least squares regression: mini-batching, averaging, and model misspecification
• Performance of empirical risk minimization in linear aggregation
• Random design analysis of ridge regression
• Random vectors in the isotropic position
• Shannon sampling. II: Connections to learning theory
• Some applications of concentration inequalities to statistics
• Strong converse for identification via quantum channels
• Sums of random Hermitian matrices and an inequality by Rudelson
• Support Vector Machines
• The lower tail of random quadratic forms with applications to ordinary least squares
• Theory of Reproducing Kernels
• Trace inequalities and quantum entropy: an introductory course
• User-friendly tail bounds for sums of random matrices

Cited in

(3)

• High-Dimensional Analysis of Double Descent for Linear Regression with Random Projections
• Random design analysis of ridge regression
• An elementary analysis of ridge regression with random design

This page was built for publication: An elementary analysis of ridge regression with random design

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2080945)