Deterministic error bounds for kernel-based learning techniques under bounded noise
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Abstract: We consider the problem of reconstructing a function from a finite set of noise-corrupted samples. Two kernel algorithms are analyzed, namely kernel ridge regression and -support vector regression. By assuming the ground-truth function belongs to the reproducing kernel Hilbert space of the chosen kernel, and the measurement noise affecting the dataset is bounded, we adopt an approximation theory viewpoint to establish extit{deterministic}, finite-sample error bounds for the two models. Finally, we discuss their connection with Gaussian processes and two numerical examples are provided. In establishing our inequalities, we hope to help bring the fields of non-parametric kernel learning and system identification for robust control closer to each other.
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Cited in
(10)- Bayesian frequentist bounds for machine learning and system identification
- Error bounds and the asymptotic setting in kernel-based approximation
- L^-error bounds for approximations of the Koopman operator by kernel extended dynamic mode decomposition
- Learning a function from noisy samples at a finite sparse set of points
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