{"paper":{"title":"High-dimensional ridge regression with random features for non-identically distributed data with a variance profile","license":"http://creativecommons.org/licenses/by-sa/4.0/","headline":"","cross_cats":["cs.LG","math.PR","math.ST","stat.ME","stat.TH"],"primary_cat":"stat.ML","authors_text":"Issa-Mbenard Dabo, J\\'er\\'emie Bigot","submitted_at":"2025-04-03T21:20:08Z","abstract_excerpt":"Random feature ridge regression is often analyzed in the high-dimensional regime under the homogeneous sampling model $x_i=\\Sigma^{1/2}x_i'$, where the vectors $x_i'$ have iid entries and the same covariance matrix $\\Sigma$ is shared by all samples. In this paper, we move beyond this setting and study non-identically distributed data through a variance-profile model in which the training and test covariates have row-dependent diagonal covariance matrices $\\Sigma_i=\\diag(\\gamma_{i1}^2,\\ldots,\\gamma_{ip}^2)$ and $\\widetilde{\\Sigma}_i=\\diag(\\tilde\\gamma_{i1}^2,\\ldots,\\tilde\\gamma_{ip}^2)$. Our ma"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2504.03035","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2504.03035/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}