Upper Confidence Bounds for the Prediction Error of Kernel Ridge Regression via Gaussian Refitting
核岭回归预测误差的置信上界:基于高斯重拟合
Assessing a single model fit requires a computable upper confidence bound for the gap between the fit and the unknown truth, as mean estimates ignore realization variance. Standard cross-validation margins are bottlenecked at order $n^{-1/2}$ by noise fluctuations, even when the true error shrinks faster. While wild refitting cancels this noise level, existing Rademacher sign methods degenerate for kernel ridge regression and rely on unobservable quantities. We propose a…