相关论文: Learning curves for Gaussian process regression wi…
In this work, we investigate high-dimensional kernel ridge regression (KRR) on i.i.d. Gaussian data with anisotropic power-law covariance. This setting differs fundamentally from the classical source & capacity conditions for KRR, where…
The asymptotically precise estimation of the generalization of kernel methods has recently received attention due to the parallels between neural networks and their associated kernels. However, prior works derive such estimates for training…
We consider the problem of calculating learning curves (i.e., average generalization performance) of Gaussian processes used for regression. On the basis of a simple expression for the generalization error, in terms of the eigenvalue…
This paper conducts a comprehensive study of the learning curves of kernel ridge regression (KRR) under minimal assumptions. Our contributions are three-fold: 1) we analyze the role of key properties of the kernel, such as its spectral…
Kernel ridge regression (KRR) and Gaussian processes (GPs) are fundamental tools in statistics and machine learning, with recent applications to highly over-parameterized deep neural networks. The ability of these tools to learn a target…
The generalization error curve of certain kernel regression method aims at determining the exact order of generalization error with various source condition, noise level and choice of the regularization parameter rather than the minimax…
This paper deals with the speed of convergence of the learning curve in a Gaussian process regression framework. The learning curve describes the average generalization error of the Gaussian process used for the regression. More…
We study the average case performance of multi-task Gaussian process (GP) regression as captured in the learning curve, i.e. the average Bayes error for a chosen task versus the total number of examples $n$ for all tasks. For GP covariances…
We derive analytical expressions for the generalization performance of kernel regression as a function of the number of training samples using theoretical methods from Gaussian processes and statistical physics. Our expressions apply to…
We consider learning on graphs, guided by kernels that encode similarity between vertices. Our focus is on random walk kernels, the analogues of squared exponential kernels in Euclidean spaces. We show that on large, locally treelike,…
It has long been known that a single-layer fully-connected neural network with an i.i.d. prior over its parameters is equivalent to a Gaussian process (GP), in the limit of infinite network width. This correspondence enables exact Bayesian…
The widely observed 'benign overfitting phenomenon' in the neural network literature raises the challenge to the 'bias-variance trade-off' doctrine in the statistical learning theory. Since the generalization ability of the 'lazy trained'…
Training large neural networks exposes neural scaling laws for the generalization error, which points to a universal behavior across network architectures of learning in high dimensions. It was also shown that this effect persists in the…
Statistical physics approaches can be used to derive accurate predictions for the performance of inference methods learning from potentially noisy data, as quantified by the learning curve defined as the average error versus number of…
Kernel ridge regression (KRR) is a popular class of machine learning models that has become an important tool for understanding deep learning. Much of the focus thus far has been on studying the proportional asymptotic regime, $n \asymp d$,…
Gaussian Process Regression (GPR) is a powerful and elegant method for learning complex functions from noisy data with a wide range of applications, including in safety-critical domains. Such applications have two key features: (i) they…
Gaussian process regression (GPR) is a fundamental model used in machine learning. Owing to its accurate prediction with uncertainty and versatility in handling various data structures via kernels, GPR has been successfully used in various…
We derive simple closed-form estimates for the test risk and other generalization metrics of kernel ridge regression (KRR). Relative to prior work, our derivations are greatly simplified and our final expressions are more readily…
While deep neural networks (DNNs) and Gaussian Processes (GPs) are both popularly utilized to solve problems in reinforcement learning, both approaches feature undesirable drawbacks for challenging problems. DNNs learn complex nonlinear…
We consider learning an unknown target function $f_*$ using kernel ridge regression (KRR) given i.i.d. data $(u_i,y_i)$, $i\leq n$, where $u_i \in U$ is a covariate vector and $y_i = f_* (u_i) +\varepsilon_i \in \mathbb{R}$. A recent string…