Uniform convergence for Gaussian kernel ridge regression
- URL: http://arxiv.org/abs/2508.11274v2
- Date: Thu, 11 Sep 2025 09:19:48 GMT
- Title: Uniform convergence for Gaussian kernel ridge regression
- Authors: Paul Dommel, Rajmadan Lakshmanan,
- Abstract summary: This paper establishes the first convergence rates for Gaussian kernel ridge regression (KRR) with a fixed hyper in both the uniform and the $2$-norm.<n>The results provide new theoretical justification for the use of Gaussian KRR with fixed hypers in nonparametric regression.
- Score: 0.0
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: This paper establishes the first polynomial convergence rates for Gaussian kernel ridge regression (KRR) with a fixed hyperparameter in both the uniform and the $L^{2}$-norm. The uniform convergence result closes a gap in the theoretical understanding of KRR with the Gaussian kernel, where no such rates were previously known. In addition, we prove a polynomial $L^{2}$-convergence rate in the case, where the Gaussian kernel's width parameter is fixed. This also contributes to the broader understanding of smooth kernels, for which previously only sub-polynomial $L^{2}$-rates were known in similar settings. Together, these results provide new theoretical justification for the use of Gaussian KRR with fixed hyperparameters in nonparametric regression.
Related papers
- Regularized Online RLHF with Generalized Bilinear Preferences [68.44113000390544]
We consider the problem of contextual online RLHF with general preferences.<n>We adopt the Generalized Bilinear Preference Model to capture preferences via low-rank, skew-symmetric matrices.<n>We prove that the dual gap of the greedy policy is bounded by the square of the estimation error.
arXiv Detail & Related papers (2026-02-26T15:27:53Z) - Stability and Generalization of Push-Sum Based Decentralized Optimization over Directed Graphs [55.77845440440496]
Push-based decentralized communication enables optimization over communication networks, where information exchange may be asymmetric.<n>We develop a unified uniform-stability framework for the Gradient Push (SGP) algorithm.<n>A key technical ingredient is an imbalance-aware generalization bound through two quantities.
arXiv Detail & Related papers (2026-02-24T05:32:03Z) - Kernel Learning for Regression via Quantum Annealing Based Spectral Sampling [0.7734726150561088]
We propose a QA-in-the-loop kernel learning framework that integrates QA not merely as a substitute for Markov-chain Monte Carlo sampling.<n>We construct a data-adaptive kernel and perform Nadaraya--Watson (NW) regression.<n>Experiments on multiple benchmark regression datasets demonstrate a decrease in training loss, accompanied by structural changes in the kernel matrix.
arXiv Detail & Related papers (2026-01-13T16:50:07Z) - On the Convergence of Irregular Sampling in Reproducing Kernel Hilbert Spaces [0.0]
We discuss approximation properties of kernel regression under minimalistic assumptions on both the kernel and the input data.<n>We first prove error estimates in the kernel's RKHS norm.<n>This leads to new results concerning uniform convergence of kernel regression on compact domains.
arXiv Detail & Related papers (2025-04-18T10:57:16Z) - Universality of kernel random matrices and kernel regression in the quadratic regime [18.51014786894174]
In this work, we extend the study of kernel kernel regression to the quadratic regime.
We establish an operator norm approximation bound for the difference between the original kernel random matrix and a quadratic kernel random matrix.
We characterize the precise training and generalization errors for KRR in the quadratic regime when $n/d2$ converges to a nonzero constant.
arXiv Detail & Related papers (2024-08-02T07:29:49Z) - Learning with Norm Constrained, Over-parameterized, Two-layer Neural Networks [54.177130905659155]
Recent studies show that a reproducing kernel Hilbert space (RKHS) is not a suitable space to model functions by neural networks.
In this paper, we study a suitable function space for over- parameterized two-layer neural networks with bounded norms.
arXiv Detail & Related papers (2024-04-29T15:04:07Z) - Wiener Chaos in Kernel Regression: Towards Untangling Aleatoric and Epistemic Uncertainty [0.0]
We generalize the setting and consider kernel ridge regression with additive i.i.d. nonGaussian measurement noise.
We show that our approach allows us to distinguish the uncertainty that stems from the noise in the data samples from the total uncertainty encoded in the GP posterior distribution.
arXiv Detail & Related papers (2023-12-12T16:02:35Z) - Kernel Ridge Regression Inference [7.066496204344619]
We provide uniform inference and confidence bands for kernel ridge regression.
We construct sharp, uniform confidence sets for KRR, which shrink at nearly the minimax rate, for general regressors.
We use our procedure to construct a novel test for match effects in school assignment.
arXiv Detail & Related papers (2023-02-13T18:26:36Z) - How Good are Low-Rank Approximations in Gaussian Process Regression? [28.392890577684657]
We provide guarantees for approximate Gaussian Process (GP) regression resulting from two common low-rank kernel approximations.
We provide experiments on both simulated data and standard benchmarks to evaluate the effectiveness of our theoretical bounds.
arXiv Detail & Related papers (2021-12-13T04:04:08Z) - Optimal policy evaluation using kernel-based temporal difference methods [78.83926562536791]
We use kernel Hilbert spaces for estimating the value function of an infinite-horizon discounted Markov reward process.
We derive a non-asymptotic upper bound on the error with explicit dependence on the eigenvalues of the associated kernel operator.
We prove minimax lower bounds over sub-classes of MRPs.
arXiv Detail & Related papers (2021-09-24T14:48:20Z) - Scalable Variational Gaussian Processes via Harmonic Kernel
Decomposition [54.07797071198249]
We introduce a new scalable variational Gaussian process approximation which provides a high fidelity approximation while retaining general applicability.
We demonstrate that, on a range of regression and classification problems, our approach can exploit input space symmetries such as translations and reflections.
Notably, our approach achieves state-of-the-art results on CIFAR-10 among pure GP models.
arXiv Detail & Related papers (2021-06-10T18:17:57Z) - Online nonparametric regression with Sobolev kernels [99.12817345416846]
We derive the regret upper bounds on the classes of Sobolev spaces $W_pbeta(mathcalX)$, $pgeq 2, beta>fracdp$.
The upper bounds are supported by the minimax regret analysis, which reveals that in the cases $beta> fracd2$ or $p=infty$ these rates are (essentially) optimal.
arXiv Detail & Related papers (2021-02-06T15:05:14Z) - Robustly Learning Mixtures of $k$ Arbitrary Gaussians [47.40835932474677]
We give a-time algorithm for the problem of robustly estimating a mixture of $k$ arbitrary Gaussians in $mathbbRd$, for any fixed $k$, in the presence of a constant fraction of arbitrary corruptions.
Our main tools are an efficient emphpartial clustering algorithm that relies on the sum-of-squares method, and a novel tensor decomposition algorithm that allows errors in both Frobenius norm and low-rank terms.
arXiv Detail & Related papers (2020-12-03T17:54:03Z) - How Good are Low-Rank Approximations in Gaussian Process Regression? [24.09582049403961]
We provide guarantees for approximate Gaussian Process (GP) regression resulting from two common low-rank kernel approximations.
We provide experiments on both simulated data and standard benchmarks to evaluate the effectiveness of our theoretical bounds.
arXiv Detail & Related papers (2020-04-03T14:15:10Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.