Fast and Accurate Gaussian Kernel Ridge Regression Using Matrix Decompositions for Preconditioning

DOI10.1137/20M1343993OpenAlexW3181065636MaRDI QIDQ5006445

Gil Shabat, Nadav Carmel, Dvir Ben Or, Era Choshen

Publication date: 16 August 2021

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.10587

zbMATH Keywords

preconditionerkernel ridge regressioninterpolative decompositionCURrandomized matrix decompositions

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical linear algebra (65F99) Preconditioners for iterative methods (65F08)

Uses Software

• GPyTorch

Cites Work

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