A Comprehensive Analysis on the Learning Curve in Kernel Ridge Regression

Tin Sum Cheng, Aurelien Lucchi, Anastasis Kratsios, David Belius

Keywords: kernel ridge regression, generalization

TL;DR: We validate the Gaussian Equivalent Property rigorously, and provide novel bounds for kernel ridge regression.

Abstract:

This paper conducts a comprehensive study of the learning curves of kernel ridge regression (KRR) under minimal assumptions.
Our contributions are three-fold: 1) we analyze the role of key properties of the kernel, such as its spectral eigen-decay, the characteristics of the eigenfunctions, and the smoothness of the kernel; 2) we demonstrate the validity of the Gaussian Equivalent Property (GEP), which states that the generalization performance of KRR remains the same when the whitened features are replaced by standard Gaussian vectors, thereby shedding light on the success of previous analyzes under the Gaussian Design Assumption; 3) we derive novel bounds that improve over existing bounds across a broad range of setting such as (in)dependent feature vectors and various combinations of eigen-decay rates in the over/underparameterized regimes.

Primary Area: Learning theory

Submission Number: 10417