On nonparametric randomized sketches for kernels with further smoothness

Xianzhu Xiong, Rui Li and Heng Lian

Statistics & Probability Letters, 2019, vol. 153, issue C, 139-142

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.

Keywords: Kernel method; Minimax rate; Rademacher complexity; Randomized sketches (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1016/j.spl.2019.06.001

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