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On nonparametric randomized sketches for kernels with further smoothness

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  • Xiong, Xianzhu
  • Li, Rui
  • Lian, Heng

Abstract

In this theoretical note, we revisit the problem of randomized sketches for kernel ridge regression in a reproducing kernel Hilbert space (RKHS). Under further smoothness conditions on the regression function, we show that the same sketching procedure automatically achieves faster rate which is minimax under such smoothness conditions.

Suggested Citation

  • Xiong, Xianzhu & Li, Rui & Lian, Heng, 2019. "On nonparametric randomized sketches for kernels with further smoothness," Statistics & Probability Letters, Elsevier, vol. 153(C), pages 139-142.
    • Handle: RePEc:eee:stapro:v:153:y:2019:i:c:p:139-142
    DOI: 10.1016/j.spl.2019.06.001
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    References listed on IDEAS

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    1. Lan Xue & Hua Liang, 2010. "Polynomial Spline Estimation for a Generalized Additive Coefficient Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(1), pages 26-46, March.
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