Adaptive parameter selection for kernel ridge regression

This paper focuses on parameter selection issues of kernel ridge regression (KRR). Due to special spectral properties of KRR, we find that delicate subdivision of the parameter interval shrinks the difference between two successive KRR estimates. Based on this observation, we develop an early-stoppi...

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Published inApplied and computational harmonic analysis Vol. 73; p. 101671
Main Author Lin, Shao-Bo
Format Journal Article
LanguageEnglish
Published Elsevier Inc 01.11.2024
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Abstract This paper focuses on parameter selection issues of kernel ridge regression (KRR). Due to special spectral properties of KRR, we find that delicate subdivision of the parameter interval shrinks the difference between two successive KRR estimates. Based on this observation, we develop an early-stopping type parameter selection strategy for KRR according to the so-called Lepskii-type principle. Theoretical verifications are presented in the framework of learning theory to show that KRR equipped with the proposed parameter selection strategy succeeds in achieving optimal learning rates and adapts to different norms, providing a new record of parameter selection for kernel methods.
AbstractList This paper focuses on parameter selection issues of kernel ridge regression (KRR). Due to special spectral properties of KRR, we find that delicate subdivision of the parameter interval shrinks the difference between two successive KRR estimates. Based on this observation, we develop an early-stopping type parameter selection strategy for KRR according to the so-called Lepskii-type principle. Theoretical verifications are presented in the framework of learning theory to show that KRR equipped with the proposed parameter selection strategy succeeds in achieving optimal learning rates and adapts to different norms, providing a new record of parameter selection for kernel methods.
ArticleNumber 101671
Author Lin, Shao-Bo
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10.1007/s10208-010-9064-2
10.1007/s102080010030
10.1007/s00365-006-0659-y
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Keywords Kernel ridge regression
Parameter selection
Learning theory
Lepskii principle
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Snippet This paper focuses on parameter selection issues of kernel ridge regression (KRR). Due to special spectral properties of KRR, we find that delicate subdivision...
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Publisher
StartPage 101671
SubjectTerms Kernel ridge regression
Learning theory
Lepskii principle
Parameter selection
Title Adaptive parameter selection for kernel ridge regression
URI https://dx.doi.org/10.1016/j.acha.2024.101671
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