Subsampling for supervised learning in reproducing kernel Hilbert spaces
- URL: http://arxiv.org/abs/2606.21260v1
- Date: Fri, 19 Jun 2026 09:36:10 GMT
- Title: Subsampling for supervised learning in reproducing kernel Hilbert spaces
- Abstract summary: Subsampling aims at reducing the computational cost and time of the estimation step.<n>This work focuses on a nonparametric setting, in which the hypotheses set lies in a reproducing space.<n>By studying the properties of this estimator, we reveal an optimal subsampling scheme and show that it can be used via plug-in.
- Score: 0.40105987447353786
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: In the era of big data, subsampling became a common practice in statistical learning. By selecting a subgroup of individuals based on which the learner is trained, subsampling aims at reducing the computational cost and time of the estimation step, and ideally leads to a decrease of its energy consumption and carbon footprint. This work focuses on a nonparametric setting, in which the hypotheses set lies in a reproducing kernel Hilbert space, and the estimator is a minimizer of an empirical risk reweighted à la Horvitz-Thompson. By studying the asymptotic properties of this estimator, we reveal an optimal subsampling scheme (regarding the trace of the covariance operator) and show that it can be used via plug-in. A numerical study on synthetic and real-world datasets shows the practicability and the benefit of the proposed approach.
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