Minimax Optimal Kernel Operator Learning via Multilevel Training
- URL: http://arxiv.org/abs/2209.14430v3
- Date: Mon, 24 Jul 2023 09:15:02 GMT
- Title: Minimax Optimal Kernel Operator Learning via Multilevel Training
- Authors: Jikai Jin, Yiping Lu, Jose Blanchet, Lexing Ying
- Abstract summary: We study the statistical limit of learning a Hilbert-Schmidt operator between two infinite-dimensional Sobolev reproducing kernel Hilbert spaces.
We develop a multilevel kernel operator learning algorithm that is optimal when learning linear operators between infinite-dimensional function spaces.
- Score: 11.36492861074981
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Learning mappings between infinite-dimensional function spaces has achieved
empirical success in many disciplines of machine learning, including generative
modeling, functional data analysis, causal inference, and multi-agent
reinforcement learning. In this paper, we study the statistical limit of
learning a Hilbert-Schmidt operator between two infinite-dimensional Sobolev
reproducing kernel Hilbert spaces. We establish the information-theoretic lower
bound in terms of the Sobolev Hilbert-Schmidt norm and show that a
regularization that learns the spectral components below the bias contour and
ignores the ones that are above the variance contour can achieve the optimal
learning rate. At the same time, the spectral components between the bias and
variance contours give us flexibility in designing computationally feasible
machine learning algorithms. Based on this observation, we develop a multilevel
kernel operator learning algorithm that is optimal when learning linear
operators between infinite-dimensional function spaces.
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