Optimal prediction for kernel-based semi-functional linear regression

DOI10.1142/S0219530523500318MaRDI QIDQ6381633zbMATH OpenOpenAlexFDO

Authors Keli Guo, Jun Fan, Li-Xing Zhu

Publication date 29 October 2021

Full work available at URL https://doi.org/10.1142/s0219530523500318

Mathematics Subject Classification ID

Rate of convergence, degree of approximation (41A25) Computational learning theory (68Q32) Learning and adaptive systems in artificial intelligence (68T05)

Abstract: In this paper, we establish minimax optimal rates of convergence for prediction in a semi-functional linear model that consists of a functional component and a less smooth nonparametric component. Our results reveal that the smoother functional component can be learned with the minimax rate as if the nonparametric component were known. More specifically, a double-penalized least squares method is adopted to estimate both the functional and nonparametric components within the framework of reproducing kernel Hilbert spaces. By virtue of the representer theorem, an efficient algorithm that requires no iterations is proposed to solve the corresponding optimization problem, where the regularization parameters are selected by the generalized cross validation criterion. Numerical studies are provided to demonstrate the effectiveness of the method and to verify the theoretical analysis.

Cited in

(5)

• On the convergence of gradient descent for robust functional linear regression
• Spectral algorithms for functional linear regression
• Regularized reduced-rank regression for structured output prediction
• Nyström subsampling for functional linear regression
• A simplified Tikhonov regularization for solving a backward advection-dispersion problem

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