Exact Generalization Error Curves of Kernel Ridge Regression for Functional Moment Estimation
核岭回归用于函数矩估计的精确泛化误差曲线
Kernel ridge regression is a standard method for functional data analysis, but its exact behavior is less understood. We study tensor-product kernel ridge regression for estimating the $r$-th moment function of a random function based on noisy discrete observations. The formulation includes mean estimation, covariance estimation, and higher-order moment estimation in a single framework. Our main result gives a precise $1+o_{\mathbb{P}}(1)$ expansion for the $L^2$ error at…