Spectral bounds of the \varepsilon-entropy of kernel classes

arXiv2204.04512MaRDI QIDQ6396103FDOQ6396103

Authors: Rustem Takhanov 

Publication date: 9 April 2022

Abstract: We develop new upper and lower bounds on the $varepsilon$-entropy of a unit ball in a reproducing kernel Hilbert space induced by some Mercer kernel $K$. Our bounds are based on the behaviour of eigenvalues of a corresponding integral operator. In our approach we exploit an ellipsoidal structure of a unit ball in RKHS and a previous work on covering numbers of an ellipsoid in the euclidean space obtained by Dumer, Pinsker and Prelov. We present a number of applications of our main bound, such as its tightness for a practically important case of the Gaussian kernel. Further, we develop a series of lower bounds on the $varepsilon$-entropy that can be established from a connection between covering numbers of a ball in RKHS and a quantization of a Gaussian Random Field that corresponds to the kernel $K$ by the Kosambi-Karhunen-Lo`eve transform.

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