Kernel ridge regression under power-law data: spectrum and generalization
- URL: http://arxiv.org/abs/2510.04780v1
- Date: Mon, 06 Oct 2025 12:58:35 GMT
- Title: Kernel ridge regression under power-law data: spectrum and generalization
- Authors: Arie Wortsman, Bruno Loureiro,
- Abstract summary: We investigate high-dimensional kernel ridge regression (KRR) on i.i.d. Gaussian data with anisotropic power-law covariance.<n>This setting differs fundamentally from the classical source & capacity conditions for KRR, where power-law assumptions are typically imposed on the kernel eigen-spectrum itself.<n>To our knowledge, this is the first rigorous treatment of non-linear KRR under power-law data.
- Score: 10.479735444470535
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: In this work, we investigate high-dimensional kernel ridge regression (KRR) on i.i.d. Gaussian data with anisotropic power-law covariance. This setting differs fundamentally from the classical source & capacity conditions for KRR, where power-law assumptions are typically imposed on the kernel eigen-spectrum itself. Our contributions are twofold. First, we derive an explicit characterization of the kernel spectrum for polynomial inner-product kernels, giving a precise description of how the kernel eigen-spectrum inherits the data decay. Second, we provide an asymptotic analysis of the excess risk in the high-dimensional regime for a particular kernel with this spectral behavior, showing that the sample complexity is governed by the effective dimension of the data rather than the ambient dimension. These results establish a fundamental advantage of learning with power-law anisotropic data over isotropic data. To our knowledge, this is the first rigorous treatment of non-linear KRR under power-law data.
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