Adaptive Parameter Selection for Kernel Ridge Regression
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Abstract (arXiv)
This paper focuses on parameter selection issues of kernel ridge regression (KRR). Due to special spectral properties of KRR, we find that delicate subdivision of the parameter interval shrinks the difference between two successive KRR estimates. Based on this observation, we develop an early-stopping type parameter selection strategy for KRR according to the so-called Lepskii-type principle. Theoretical verifications are presented in the framework of learning theory to show that KRR equipped with the proposed parameter selection strategy succeeds in achieving optimal learning rates and adapts to different norms, providing a new record of parameter selection for kernel methods.
Key facts. Cited by 3 papers in the map (data through 14 Oct 2026). Builds on 12 of its 31 references that are in the map. First posted on arXiv 10 Dec 2023.
Builds on
12 of 31 references.
References · 12
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- 2013Divide and Conquer Kernel Ridge Regression: A Distributed Algorithm with Minimax Optimal Ratescited by 65
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- 2015Optimal Learning Rates for Localized SVMscited by 13
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- 2021Total Stability of SVMs and Localized SVMscited by 4
Built on by
Citing papers per year: 2024: 1; 2025: 0; 2026: 2.
3 papers.
- 2026Beyond Cross-Validation: Adaptive Parameter Selection for Kernel-Based Gradient Descentscited by 1
- 2024Integral Operator Approaches for Scattered Data Fitting on Spherescited by 0
- 2026Adaptive Regularization for Random Features: A Neighboring Early-Stopping Rule with Oracle-Rate Guaranteescited by 0
- 2026Adaptive Regularization for Random Features: A Neighboring Early-Stopping Rule with Oracle-Rate Guarantees26 Aug 2026
- 2026Beyond Cross-Validation: Adaptive Parameter Selection for Kernel-Based Gradient Descents3 Mar 2026
- 2024Integral Operator Approaches for Scattered Data Fitting on Spheres27 Jan 2024