# Early Stopping for Nonparametric Testing

arXiv: https://arxiv.org/abs/1805.09950 · HTML: https://mlsanity.com/paper/1805.09950/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 25 May 2018.

## Built on by (most cited first, 1 of 1)

- [Convergence Theory of Generalized Distributed Subgradient Method with Random Quantization](https://mlsanity.com/paper/2207.10969/) (2022)

## Abstract (arXiv)

Early stopping of iterative algorithms is an algorithmic regularization method to avoid over-fitting in estimation and classification. In this paper, we show that early stopping can also be applied to obtain the minimax optimal testing in a general non-parametric setup. Specifically, a Wald-type test statistic is obtained based on an iterated estimate produced by functional gradient descent algorithms in a reproducing kernel Hilbert space. A notable contribution is to establish a "sharp" stopping rule: when the number of iterations achieves an optimal order, testing optimality is achievable; otherwise, testing optimality becomes impossible. As a by-product, a similar sharpness result is also derived for minimax optimal estimation under early stopping studied in [11] and [19]. All obtained results hold for various kernel classes, including Sobolev smoothness classes and Gaussian kernel classes.