On nonparametric randomized sketches for kernels with further smoothness

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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Original languageEnglish
Pages (from-to)139-142
Journal / PublicationStatistics and Probability Letters
Online published12 Jun 2019
Publication statusPublished - Oct 2019


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.

Research Area(s)

  • Kernel method, Minimax rate, Rademacher complexity, Randomized sketches

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