aaamini / krr-target-align

Target Alignment in Kernel Ridge Regression

krr-target-align

This repository contains code for simulation studies in the following manuscript:

Arash A. Amini, Richard Baumgartner, Dai Feng. "Target alignment in truncated kernel ridge regression". 2022.

Basic info

Need to install the following R packages: Matrix, ggplot2, dplyr, tidyverse, plotly, reticulate.

Brief description of all R files

• krr_funcs.R: Create Gaussian kernels
• simul_pattern3_PhaseTransitonAndDoubleDecent.R: Generate results and corresponding figures demonstrating the multiple-descent and phase transition of $\lambda$-regularization curve
• simul_twoSegment_truncation r_mseVSr_RatioSigmaToN.R: Generate results and corresponding figures demonstrating the double-descent and phase transition of $r$-regularization curves
• test_ta.R: Generate results and corresponding figures demonstrating empirical vs. theoretical results

Brief description of src code

krr_calc.cpp: C++ code for computation of MSEs