A Theoretical Analysis of the Test Error of Finite-Rank Kernel Ridge Regression

NeurIPS(2023)

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摘要
Existing statistical learning guarantees for general kernel regressors often yield loose bounds when used with finite-rank kernels. Yet, finite-rank kernels naturally appear in several machine learning problems, e.g.\ when fine-tuning a pre-trained deep neural network's last layer to adapt it to a novel task when performing transfer learning. We address this gap for finite-rank kernel ridge regression (KRR) by deriving sharp non-asymptotic upper and lower bounds for the KRR test error of any finite-rank KRR. Our bounds are tighter than previously derived bounds on finite-rank KRR, and unlike comparable results, they also remain valid for any regularization parameters.
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关键词
regression,kernel,test error,finite-rank
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