Conjugate Gradients for Kernel Machines
Journal of Machine Learning Research, pp. 1-42, 2019.
Regularized least-squares (kernel-ridge / Gaussian process) regression is a fundamental algorithm of statistics and machine learning. Because generic algorithms for the exact solution have cubic complexity in the number of datapoints, large datasets require to resort to approximations. In this work, the computation of the least-squares ...More
PPT (Upload PPT)