Kernel ridge regression via partitioning

R Tandon, S Si, P Ravikumar, I Dhillon - arXiv preprint arXiv:1608.01976, 2016 - arxiv.org
arXiv preprint arXiv:1608.01976, 2016arxiv.org
In this paper, we investigate a divide and conquer approach to Kernel Ridge Regression
(KRR). Given n samples, the division step involves separating the points based on some
underlying disjoint partition of the input space (possibly via clustering), and then computing
a KRR estimate for each partition. The conquering step is simple: for each partition, we only
consider its own local estimate for prediction. We establish conditions under which we can
give generalization bounds for this estimator, as well as achieve optimal minimax rates. We …
In this paper, we investigate a divide and conquer approach to Kernel Ridge Regression (KRR). Given n samples, the division step involves separating the points based on some underlying disjoint partition of the input space (possibly via clustering), and then computing a KRR estimate for each partition. The conquering step is simple: for each partition, we only consider its own local estimate for prediction. We establish conditions under which we can give generalization bounds for this estimator, as well as achieve optimal minimax rates. We also show that the approximation error component of the generalization error is lesser than when a single KRR estimate is fit on the data: thus providing both statistical and computational advantages over a single KRR estimate over the entire data (or an averaging over random partitions as in other recent work, [30]). Lastly, we provide experimental validation for our proposed estimator and our assumptions.
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