Publication

Scaling up Kernel Ridge Regression via Locality Sensitive Hashing

Publications associées (32)

Failure and success of the spectral bias prediction for Laplace Kernel Ridge Regression: the case of low-dimensional data

Matthieu Wyart, Umberto Maria Tomasini, Antonio Sclocchi

Recently, several theories including the replica method made predictions for the generalization error of Kernel Ridge Regression. In some regimes, they predict that the method has a 'spectral bias': decomposing the true function f* on the eigenbasis of the ...

JMLR-JOURNAL MACHINE LEARNING RESEARCH2022

Dynamical low rank approximation for uncertainty quantification of time-dependent problems

Eva Vidlicková

The quantification of uncertainties can be particularly challenging for problems requiring long-time integration as the structure of the random solution might considerably change over time. In this respect, dynamical low-rank approximation (DLRA) is very a ...

EPFL2022

Local Nondeterminism and Local Times of the Stochastic Wave Equation Driven by Fractional-Colored Noise

Cheuk Yin Lee

We investigate the existence and regularity of the local times of the solution to a linear system of stochastic wave equations driven by a Gaussian noise that is fractional in time and colored in space. Using Fourier analytic methods, we establish strong l ...

SPRINGER BIRKHAUSER2022

Phase diagram of Stochastic Gradient Descent in high-dimensional two-layer neural networks

Florent Gérard Krzakala, Lenka Zdeborová, Bruno Loureiro, Bruno Loureiro, Ludovic Théo Stephan

Despite the non-convex optimization landscape, over-parametrized shallow networks are able to achieve global convergence under gradient descent. The picture can be radically different for narrow net-works, which tend to get stuck in badly-generalizing loca ...

2022

The Debiased Spatial Whittle likelihood

Sofia Charlotta Olhede

We provide a computationally and statistically efficient method for estimating the parameters of a stochastic covariance model observed on a regular spatial grid in any number of dimensions. Our proposed method, which we call the Debiased Spatial Whittle l ...

WILEY2022

Distribution-on-distribution regression via optimal transport maps

Victor Panaretos, Laya Ghodrati

We present a framework for performing regression when both covariate and response are probability distributions on a compact interval. Our regression model is based on the theory of optimal transportation, and links the conditional Frechet mean of the resp ...

OXFORD UNIV PRESS2022

Metric learning for kernel ridge regression: assessment of molecular similarity

Anne-Clémence Corminboeuf, Friedrich Eisenbrand, Puck Elisabeth van Gerwen, Raimon Fabregat I De Aguilar-Amat

Supervised and unsupervised kernel-based algorithms widely used in the physical sciences depend upon the notion of similarity. Their reliance on pre-defined distance metrics-e.g. the Euclidean or Manhattan distance-are problematic especially when used in c ...

IOP Publishing Ltd2022

Kernel Density Estimation of Electromyographic Signals and Ensemble Learning for Highly Accurate Classification of a Large Set of Hand/Wrist Motions

Parviz Ghaderi

The performance of myoelectric control highly depends on the features extracted from surface electromyographic (sEMG) signals. We propose three new sEMG features based on the kernel density estimation. The trimmed mean of density (TMD), the entropy of dens ...

FRONTIERS MEDIA SA2022

Deterministic error bounds for kernel-based learning techniques under bounded noise

Colin Neil Jones, Emilio Maddalena, Paul Scharnhorst

We consider the problem of reconstructing a function from a finite set of noise-corrupted samples. Two kernel algorithms are analyzed, namely kernel ridge regression and epsilon-support vector regression. By assuming the ground-truth function belongs to th ...

2021

Discrete-Choice Mining of Social Processes

Victor Kristof

Poor decisions and selfish behaviors give rise to seemingly intractable global problems, such as the lack of transparency in democratic processes, the spread of conspiracy theories, and the rise in greenhouse gas emissions. However, people are more predict ...

EPFL2021

Improving sample and feature selection with principal covariates regression

Michele Ceriotti, Benjamin Aaron Helfrecht, Edgar Albert Engel, Sergei Kliavinek

Selecting the most relevant features and samples out of a large set of candidates is a task that occurs very often in the context of automated data analysis, where it improves the computational performance and often the transferability of a model. Here we ...

2021

Sparsest piecewise-linear regression of one-dimensional data

Michaël Unser, Julien René Pierre Fageot, Thomas Jean Debarre, Quentin Alain Denoyelle

We study the problem of one-dimensional regression of data points with total-variation (TV) regularization (in the sense of measures) on the second derivative, which is known to promote piecewise-linear solutions with few knots. While there are efficient a ...

Elsevier2021