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Poster

On the Optimality of Misspecified Kernel Ridge Regression

Haobo Zhang · Yicheng Li · Weihao Lu · Qian Lin

Exhibit Hall 1 #334
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Abstract: In the misspecified kernel ridge regression problem, researchers usually assume the underground true function fρ[H]s, a less-smooth interpolation space of a reproducing kernel Hilbert space (RKHS) H for some s(0,1). The existing minimax optimal results require fρL< which implicitly requires s>α0 where α0(0,1) is the embedding index, a constant depending on H. Whether the KRR is optimal for all s(0,1) is an outstanding problem lasting for years. In this paper, we show that KRR is minimax optimal for any s(0,1) when the H is a Sobolev RKHS.

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