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20142026
most citedGeneralization Properties of Learning with Random Features

183 citations · 706 across the 60 of their papers we have counts for

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Showing 2019Show all

6 papers · 1 filter

stat.ML2019★ 2 cited

Gain with no Pain: Efficient Kernel-PCA by Nyström Sampling

Nicholas Sterge, Bharath Sriperumbudur, Lorenzo Rosasco +1

In this paper, we propose and study a Nyström based approach to efficient large scale kernel principal component analysis (PCA). The latter is a natural nonlinear extension of clas…

math.OC2019★ 5 cited

Globally Convergent Newton Methods for Ill-conditioned Generalized Self-concordant Losses

Ulysse Marteau-Ferey, Francis Bach, Alessandro Rudi

In this paper, we study large-scale convex optimization algorithms based on the Newton method applied to regularized generalized self-concordant losses, which include logistic regr…

cs.LG2019★ 7 cited

A General Theory for Structured Prediction with Smooth Convex Surrogates

Alex Nowak-Vila, Francis Bach, Alessandro Rudi

In this work we provide a theoretical framework for structured prediction that generalizes the existing theory of surrogate methods for binary and multiclass classification based o…

stat.ML2019★ 3 cited

Efficient online learning with kernels for adversarial large scale problems

Rémi Jézéquel, Pierre Gaillard, Alessandro Rudi

We are interested in a framework of online learning with kernels for low-dimensional but large-scale and potentially adversarial datasets. We study the computational and theoretica…

math.ST2019★ 6 cited

Affine Invariant Covariance Estimation for Heavy-Tailed Distributions

Dmitrii Ostrovskii, Alessandro Rudi

In this work we provide an estimator for the covariance matrix of a heavy-tailed multivariate distributionWe prove that the proposed estimator admits an \tex…

cs.LG2019★ 4 cited

Beyond Least-Squares: Fast Rates for Regularized Empirical Risk Minimization through Self-Concordance

Ulysse Marteau-Ferey, Dmitrii Ostrovskii, Francis Bach +1

We consider learning methods based on the regularization of a convex empirical risk by a squared Hilbertian norm, a setting that includes linear predictors and non-linear predictor…