Joel A. Tropp

Robust, randomized preconditioning for kernel ridge regression

Abstract We investigate preconditioned conjugate gradient methods for kernel ridge regression (KRR) problems with a moderate to large number of data points ( $$10^4 \le N \le 10^7$$ 10 4 ≤ N ≤ 10 7 ). We develop and analyze two randomized preconditioners with complementary guaran...