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math.NA2025
Robust, randomized preconditioning for kernel ridge regression
Mateo DÃaz, Mateo Díaz, Ethan N. Epperly +3
We investigate preconditioned conjugate gradient methods for kernel ridge regression (KRR) problems with a moderate to large number of data points (). We dev…
math.NA2024
Randomly pivoted Cholesky: Practical approximation of a kernel matrix with few entry evaluations
Yifan Chen, Ethan N. Epperly, Joel A. Tropp +1
The randomly pivoted partial Cholesky algorithm (RPCholesky) computes a factorized rank-k approximation of an N x N positive-semidefinite (psd) matrix. RPCholesky requires only (k…