Universality of Kernel Random Matrices and Kernel Regression in the Quadratic Regime
二次渐近机制下核随机矩阵与核回归的普适性
Kernel ridge regression (KRR) is a popular class of machine learning models that has become an important tool for understanding deep learning. Much of the focus thus far has been on studying the proportional asymptotic regime, $n \asymp d$, where $n$ is the number of training samples and $d$ is the dimension of the dataset. In the proportional regime, under certain conditions on the data distribution, the kernel random matrix involved in KRR exhibits behavior akin to that of…