Truncated Kernel Stochastic Gradient Descent with General Losses and Spherical Radial Basis Functions

Abstract

In this paper, we propose a novel kernel stochastic gradient descent (SGD) algorithm for large-scale supervised learning with general losses. Compared to traditional kernel SGD, our algorithm improves efficiency and scalability through an adaptive regularization strategy. By leveraging the infinite series expansion of spherical radial basis functions, this strategy projects the stochastic gradient onto a finite-dimensional hypothesis space, which is adaptively scaled according to the bias-variance trade-off, thereby enhancing generalization performance. To handle the gradient nonlinearity arising from general losses, we develop a new generalization framework combining an inequality-based characterization of the kernel-induced covariance operator with optimization techniques. We prove that both the last iterate and the suffix average converge at minimax-optimal rates, and we further establish optimal strong convergence in the reproducing kernel Hilbert space. Our framework accommodates a broad class of classical loss functions, including least-squares, Huber, and logistic losses. Moreover, the proposed algorithm significantly reduces computational complexity and achieves optimal storage complexity by incorporating coordinate-wise updates from linear SGD, thereby avoiding the costly pairwise operations typical of kernel SGD and enabling efficient processing of streaming data. Finally, extensive numerical experiments provide empirical support for the theoretical results and the computational advantages of our algorithm.