On nonparametric randomized sketches for kernels with further smoothness

Xianzhu Xiong; Rui Li; Heng Lian

doi:10.1016/j.spl.2019.06.001

Author(s)

Xianzhu Xiong
Rui Li
Heng Lian

Related Research Unit(s)

Department of Mathematics

Detail(s)

Original language	English
Pages (from-to)	139-142
Journal / Publication	Statistics and Probability Letters
Volume	153
Online published	12 Jun 2019
Publication status	Published - Oct 2019

Link(s)

DOI	DOI https://doi.org/10.1016/j.spl.2019.06.001 Final Published version
	Check@CityULib
Link to Scopus	https://www.scopus.com/record/display.uri?eid=2-s2.0-85067677800&origin=recordpage
Permanent Link	https://scholars.cityu.edu.hk/en/publications/publication(d4b87cee-a1e8-4ccb-9619-ef335efa7ae6).html

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.

Research Area(s)

Kernel method, Minimax rate, Rademacher complexity, Randomized sketches

Citation Format(s)

[ RIS ] [ BibTeX ]

On nonparametric randomized sketches for kernels with further smoothness. / Xiong, Xianzhu; Li, Rui; Lian, Heng.
In: Statistics and Probability Letters, Vol. 153, 10.2019, p. 139-142.

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

Xiong, X, Li, R & Lian, H 2019, 'On nonparametric randomized sketches for kernels with further smoothness', Statistics and Probability Letters, vol. 153, pp. 139-142. https://doi.org/10.1016/j.spl.2019.06.001

Xiong, X., Li, R., & Lian, H. (2019). On nonparametric randomized sketches for kernels with further smoothness. Statistics and Probability Letters, 153, 139-142. https://doi.org/10.1016/j.spl.2019.06.001

Xiong X, Li R, Lian H. On nonparametric randomized sketches for kernels with further smoothness. Statistics and Probability Letters. 2019 Oct;153:139-142. Epub 2019 Jun 12. doi: 10.1016/j.spl.2019.06.001

Xiong, Xianzhu ; Li, Rui ; Lian, Heng. / On nonparametric randomized sketches for kernels with further smoothness. In: Statistics and Probability Letters. 2019 ; Vol. 153. pp. 139-142.