activity
20062022
most citedFast rates for support vector machines using Gaussian kernels

267 citations · 813 across the 34 of their papers we have counts for

collaborators
Showing math.STShow all

9 papers · 1 filter

math.ST2021

Intrinsic Dimension Adaptive Partitioning for Kernel Methods

Thomas Hamm, Ingo Steinwart

We prove minimax optimal learning rates for kernel ridge regression, resp.~support vector machines based on a data dependent partition of the input space, where the dependence of t…

math.ST2020

Adaptive Learning Rates for Support Vector Machines Working on Data with Low Intrinsic Dimension

Thomas Hamm, Ingo Steinwart

We derive improved regression and classification rates for support vector machines using Gaussian kernels under the assumption that the data has some low-dimensional intrinsic stru…

math.ST2019

PAC-Bayesian Bounds for Deep Gaussian Processes

Roman Föll, Ingo Steinwart

Variational approximation techniques and inference for stochastic models in machine learning has gained much attention the last years. Especially in the case of Gaussian Processes…

math.ST2019★ 3 cited

Improved Classification Rates for Localized SVMs

Ingrid Blaschzyk, Ingo Steinwart

Localized support vector machines solve SVMs on many spatially defined small chunks and one of their main characteristics besides the computational benefit compared to global SVMs…

math.ST2016

Improved Classification Rates under Refined Margin Conditions

Ingrid Blaschzyk, Ingo Steinwart

In this paper we present a simple partitioning based technique to refine the statistical analysis of classification algorithms. The core of our idea is to divide the input space in…

math.ST2011★ 227 cited

Estimating conditional quantiles with the help of the pinball loss

Ingo Steinwart, Andreas Christmann

The so-called pinball loss for estimating conditional quantiles is a well-known tool in both statistics and machine learning. So far, however, only little work has been done to qua…

math.ST2007★ 122 cited

Consistency and robustness of kernel-based regression in convex risk minimization

Andreas Christmann, Ingo Steinwart

We investigate statistical properties for a broad class of modern kernel-based regression (KBR) methods. These kernel methods were developed during the last decade and are inspired…

math.ST2007★ 267 cited

Fast rates for support vector machines using Gaussian kernels

Ingo Steinwart, Clint Scovel

For binary classification we establish learning rates up to the order of for support vector machines (SVMs) with hinge loss and Gaussian RBF kernels. These rates are in te…

math.ST2006★ 8 cited

A new concentration result for regularized risk minimizers

Ingo Steinwart, Don Hush, Clint Scovel

We establish a new concentration result for regularized risk minimizers which is similar to an oracle inequality. Applying this inequality to regularized least squares minimizers l…