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arXiv Machine Learning By Giordano Vitale, Giacomo Meanti, Marco Rando, Blanca Ayuso de Dios, Lorenzo Rosasco

BLOKS: Scaling Kernel Solvers with Sketched Block Preconditioning

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BLOKS is a Conjugate Gradient-based solver for Nyström‑sketched Kernel Ridge Regression that introduces a novel preconditioner combining block Jacobi approximation with sketching. This preconditioner’s memory cost is independent of dataset size and model parameters, enabling scaling to large models while maintaining GPU acceleration. Experiments on standard large‑scale datasets show BLOKS achieves accuracy comparable to or better than state‑of‑the‑art kernel solvers with favorable time/memory complexity.

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