Optimal rates for spectral algorithms with least-squares regression over Hilbert spaces

DOI10.1016/j.acha.2018.09.009zbMath1436.62146arXiv1801.06720MaRDI QIDQ2300763

Lorenzo Rosasco, Jun Hong Lin, Volkan Cevher, Alessandro Rudi

Publication date: 28 February 2020

Published in: Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.06720

zbMATH Keywords

learning theory; ridge regression; regression; reproducing kernel Hilbert space; principal component regression; regularization scheme; sampling operator

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62H25: Factor analysis and principal components; correspondence analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62M15: Inference from stochastic processes and spectral analysis

68T05: Learning and adaptive systems in artificial intelligence

46E22: Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces)