Kernel regression, minimax rates and effective dimensionality: Beyond the regular case

被引:3
|
作者
Blanchard, Gilles [1 ]
Muecke, Nicole [2 ]
机构
[1] Univ Potsdam, Inst Math, Karl Liebknecht Str 24-5, D-14476 Potsdam, Germany
[2] Univ Stuttgart, Inst Stochast & Applicat, Pfaffenwaldring 57, D-70569 Stuttgart, Germany
关键词
Kernel regression; minimax optimality; eigenvalue decay; ALGORITHMS; BOUNDS;
D O I
10.1142/S0219530519500258
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We investigate if kernel regularization methods can achieve minimax convergence rates over a source condition regularity assumption for the target function. These questions have been considered in past literature, but only under specific assumptions about the decay, typically polynomial, of the spectrum of the the kernel mapping covariance operator. In the perspective of distribution-free results, we investigate this issue under much weaker assumption on the eigenvalue decay, allowing for more complex behavior that can reflect different structure of the data at different scales.
引用
收藏
页码:683 / 696
页数:14
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