Adaptive parameter selection for kernel ridge regression

• Published in: Applied and computational harmonic analysis Vol. 73; p. 101671
• Main Author: Lin, Shao-Bo
• Format: Journal Article
• Language: English
• Published: Elsevier Inc 01.11.2024
• Subjects: Kernel ridge regression; Learning theory; Lepskii principle; Parameter selection; Kernel ridge regression; Parameter selection; Learning theory; Lepskii principle

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...