Risk Equivalence between RKHS Regression and Sequence Models for Lipschitz Spectral Algorithms
Lipschitz 谱算法下 RKHS 回归与序列模型的风险等价
Kernel spectral algorithms are often summarized by convergence rates, which hide how their risk depends jointly on regularization, noise, the population spectrum, target coefficients, and the chosen filter. Gaussian sequence models arise as a simplified but characteristic setting for studying the interplay of these factors, where the kernel spectral algorithm corresponds to a coordinatewise shrinkage estimator. Under mild assumptions, we show that the risk of a kernel…