arXiv Machine Learning

When Kernel Ridge Regression Meets the H\"older-Zygmund Class: Minimax Optimality and Failure of Properness

arXiv:2607. 26065v1 Announce Type: cross Abstract: We study kernel ridge regression for nonparametric regression over the H\"older-Zygmund class.

arXiv Machine Learning
Jun 10

Risk Comparisons in Linear Regression: Implicit Regularization Dominates Explicit Regularization

arXiv:2509. 17251v2 Announce Type: replace-cross Abstract: Existing theory suggests that for linear regression problems categorized by capacity and source conditions, gradient descent (GD) is always minimax optimal, while both ridge regression and online stochastic gradient descent (SGD) are polynomially suboptimal for certain categories of such problems.

By Jingfeng Wu, Peter L. Bartlett, Sham M. Kakade, Jason D. Lee, Bin Yu
arXiv Machine Learning
Jul 28

Minimax Lower Bounds of Kernel Discrepancy Estimation: MMD, HSIC, KSD

arXiv:2607. 24235v1 Announce Type: cross Abstract: Over the past 20 years, kernel discrepancies have been leveraged as a highly powerful tool for quantifying the disagreement of distributions, with numerous successful applications in two-sample, goodness-of-fit, and independence testing, among others.

By Jose Cribeiro-Ramallo, Florian Kalinke, Zolt\'an Szab\'o
arXiv Machine Learning
Jul 23

Kernel Ridge Regression Inference

arXiv:2302. 06578v4 Announce Type: replace-cross Abstract: We provide uniform confidence bands for kernel ridge regression (KRR), a widely used nonparametric regression estimator for nonstandard data such as preferences, sequences, and graphs.

By Rahul Singh, Suhas Vijaykumar
arXiv Machine Learning
Jul 9

Fixed-Gaussian Spectral Algorithms: Minimax Optimal Rates for Misspecified Learning and Transfer

arXiv:2501. 10870v2 Announce Type: replace-cross Abstract: The principal objective of this work is twofold within nonparametric regression settings: (1) to establish the minimax optimal convergence rates for fixed-bandwidth Gaussian kernel spectral algorithms when the true regression function resides in a Sobolev space, and (2) to apply Gaussian spectral algorithms for achieving robust and adaptive transfer learning under concept shift.

By Haotian Lin, Matthew Reimherr
arXiv Machine Learning
6d ago

A Variational Analysis of Kernel Learning with Learnable Linear Transformations

arXiv:2502. 11665v3 Announce Type: replace-cross Abstract: The classical kernel ridge regression problem aims to find the best fit for the output $Y$ as a function of the input data $X\in \mathbb{R}^d$, with a fixed choice of regularization term imposed by a given choice of a reproducing kernel Hilbert space, such as a Sobolev space.

By Yang Li, Feng Ruan
arXiv Machine Learning
Aug 6

Nonparametric Goodness-of-fit Testing under Covariate Shift

arXiv:2608. 04860v1 Announce Type: cross Abstract: This paper develops procedures for nonparametric goodness-of-fit testing under covariate shift, where labelled data are drawn from a source population but goodness-of-fit is evaluated for a target population.

By Zhen Hou, Dong Xia