Robust kernel-based gradient descent with random features
From MaRDI portal
Cites work
- An introduction to matrix concentration inequalities
- Breakdown points of Cauchy regression-scale estimators
- Correntropy: Properties and Applications in Non-Gaussian Signal Processing
- ESTIMATING THE APPROXIMATION ERROR IN LEARNING THEORY
- Gradient descent for robust kernel-based regression
- Learning Theory
- Learning theory of distributed spectral algorithms
- Learning with the maximum correntropy criterion induced losses for regression
- Norm Inequalities Equivalent to Heinz Inequality
- On some extensions of Bernstein's inequality for self-adjoint operators
- On the equivalence between kernel quadrature rules and random feature expansions
- Online learning algorithms
- Optimal rates for coefficient-based regularized regression
- Optimal rates for regularization of statistical inverse learning problems
- Optimal rates for spectral algorithms with least-squares regression over Hilbert spaces
- Optimal rates for the regularized least-squares algorithm
- Optimality of robust online learning
- Robust regression using iteratively reweighted least-squares
- Support Vector Machines
- The Barron space and the flow-induced function spaces for neural network models
- The Generalization Error of Random Features Regression: Precise Asymptotics and the Double Descent Curve
This page was built for publication: Robust kernel-based gradient descent with random features
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6879205)