On the Saturation Effect of Kernel Ridge Regression
Yicheng Li · Haobo Zhang · Qian Lin
Keywords:
learning theory
Reproducing kernel Hilbert space
Kernel ridge regression
Saturation effect
Theory
2023 In-Person Poster presentation / poster accept
Abstract
The saturation effect refers to the phenomenon that the kernel ridge regression (KRR) fails to achieve the information theoretical lower bound when the smoothness of the underground truth function exceeds certain level. The saturation effect has been widely observed in practices and a saturation lower bound of KRR has been conjectured for decades. In this paper, we provide a proof of this long-standing conjecture.
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