Bayesian Approximate Kernel Regression with Variable Selection
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Abstract (arXiv)
Nonlinear kernel regression models are often used in statistics and machine learning because they are more accurate than linear models. Variable selection for kernel regression models is a challenge partly because, unlike the linear regression setting, there is no clear concept of an effect size for regression coefficients. In this paper, we propose a novel framework that provides an effect size analog of each explanatory variable for Bayesian kernel regression models when the kernel is shift-invariant --- for example, the Gaussian kernel. We use function analytic properties of shift-invariant reproducing kernel Hilbert spaces (RKHS) to define a linear vector space that: (i) captures nonlinear structure, and (ii) can be projected onto the original explanatory variables. The projection onto the original explanatory variables serves as an analog of effect sizes. The specific function analytic property we use is that shift-invariant kernel functions can be approximated via random Fourier bases. Based on the random Fourier expansion we propose a computationally efficient class of Bayesian approximate kernel regression (BAKR) models for both nonlinear regression and binary classification for which one can compute an analog of effect sizes. We illustrate the utility of BAKR by examining two important problems in statistical genetics: genomic selection (i.e. phenotypic prediction) and association mapping (i.e. inference of significant variants or loci). State-of-the-art methods for genomic selection and association mapping are based on kernel regression and linear models, respectively. BAKR is the first method that is competitive in both settings.
Key facts. Cited by 6 papers in the map (data through 7 Oct 2026). First posted on arXiv 5 Aug 2015.
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Citing papers per year: 2022: 1; 2023: 3; 2024: 0; 2025: 1; 2026: 1.
6 papers.
- 2022Towards a Unified Framework for Uncertainty-aware Nonlinear Variable Selection with Theoretical Guaranteescited by 4
- 2023Asymptotics of Bayesian Uncertainty Estimation in Random Features Regressioncited by 1
- 2023A Model-free Closeness-of-influence Test for Features in Supervised Learningcited by 1
- 2023Non-linear dimension reduction in factor-augmented vector autoregressionscited by 1
- 2025Interpretable Kernelscited by 0
- 2026Calibrated Derivative-Process Sensitivity for Gaussian-Process Variable Selectioncited by 0
- 2026Calibrated Derivative-Process Sensitivity for Gaussian-Process Variable Selection27 Sep 2026
- 2025Interpretable Kernels21 Aug 2025
- 2023Non-linear dimension reduction in factor-augmented vector autoregressions9 Sep 2023
- 2023A Model-free Closeness-of-influence Test for Features in Supervised Learning20 Jun 2023
- 2023Asymptotics of Bayesian Uncertainty Estimation in Random Features Regression6 Jun 2023
- 2022Towards a Unified Framework for Uncertainty-aware Nonlinear Variable Selection with Theoretical Guarantees15 Apr 2022