Optimal Multiscale Learning of Linear Operators
- URL: http://arxiv.org/abs/2606.16913v1
- Date: Mon, 15 Jun 2026 16:22:10 GMT
- Title: Optimal Multiscale Learning of Linear Operators
- Abstract summary: We study the limits of learning bounded linear operators between Sobolev spaces from noisy input-output data.<n>We establish minimax rates under Sobolev operator-norm loss and construct a finite-resolution blockwise least-squares estimator attaining these rates.
- Score: 1.1559118525005183
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: We study the statistical and computational limits of learning bounded linear operators between Sobolev spaces from noisy input-output data. In wavelet coordinates, the problem is recast as an infinite-dimensional matrix regression problem with a heterogeneous two-sided multiscale structure. We establish minimax rates under Sobolev operator-norm loss and construct a finite-resolution blockwise least-squares estimator attaining these rates. The analysis reveals a nonuniform local estimation difficulty across scales, which can be exploited algorithmically: by assigning scale-adaptive sample sizes, the estimator achieves the optimal computational cost among dense least-squares implementations.
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