Repository logo

Infoscience

  • English
  • French
Log In
Logo EPFL, École polytechnique fédérale de Lausanne

Infoscience

  • English
  • French
Log In
  1. Home
  2. Academic and Research Output
  3. Conferences, Workshops, Symposiums, and Seminars
  4. Generalization Error Rates in Kernel Regression: The Crossover from the Noiseless to Noisy Regime
 
conference paper

Generalization Error Rates in Kernel Regression: The Crossover from the Noiseless to Noisy Regime

Cui, Hugo Chao  
•
Loureiro, Bruno  
•
Krzakala, Florent  
Show more
2021
Advances in Neural Information Processing Systems 34 pre-proceedings (NeurIPS 2021)
35th Conference on Neural Information Processing Systems (NeurIPS 2021)

In this manuscript we consider Kernel Ridge Regression (KRR) under the Gaussian design. Exponents for the decay of the excess generalization error of KRR have been reported in various works under the assumption of power-law decay of eigenvalues of the features co-variance. These decays were, however, provided for sizeably different setups, namely in the noiseless case with constant regularization and in the noisy optimally regularized case. Intermediary settings have been left substantially uncharted. In this work, we unify and extend this line of work, providing characterization of all regimes and excess error decay rates that can be observed in terms of the interplay of noise and regularization. In particular, we show the existence of a transition in the noisy setting between the noiseless exponents to its noisy values as the sample complexity is increased. Finally, we illustrate how this crossover can also be observed on real data sets.

  • Files
  • Details
  • Metrics
Loading...
Thumbnail Image
Name

NeurIPS-2021-generalization-error-rates-in-kernel-regression-the-crossover-from-the-noiseless-to-noisy-regime-Paper.pdf

Type

N/a

Access type

openaccess

License Condition

n/a

Size

524.76 KB

Format

Adobe PDF

Checksum (MD5)

f50a543b2cc3d89d767e11f54d65a1e7

Logo EPFL, École polytechnique fédérale de Lausanne
  • Contact
  • infoscience@epfl.ch

  • Follow us on Facebook
  • Follow us on Instagram
  • Follow us on LinkedIn
  • Follow us on X
  • Follow us on Youtube
AccessibilityLegal noticePrivacy policyCookie settingsEnd User AgreementGet helpFeedback

Infoscience is a service managed and provided by the Library and IT Services of EPFL. © EPFL, tous droits réservés