Uniform convergence for Gaussian kernel ridge regression

arXiv:2508.11274v2 Announce Type: replace Abstract: This paper establishes the first polynomial convergence rates for Gaussian kernel ridge regression (KRR) with a fixed hyperparameter in both the uniform and the $L^{2}$-norm. The uniform convergence result closes a gap in the theoretical understanding of KRR with the Gaussian kernel, where no such rates were previously known. In addition, we prove a polynomial $L^{2}$-convergence rate in the case, where the Gaussian kernel's width parameter is fixed. This also contributes to the broader understanding of smooth kernels, for which previously only sub-polynomial $L^{2}$-rates were known in similar settings. Together, these results provide new theoretical justification for the use of Gaussian KRR with fixed hyperparameters in nonparametric regression.

2025-09-12 04:00 GMT · 8 months ago arxiv.org

arXiv:2508.11274v2 Announce Type: replace Abstract: This paper establishes the first polynomial convergence rates for Gaussian kernel ridge regression (KRR) with a fixed hyperparameter in both the uniform and the $L^{2}$-norm. The uniform convergence result closes a gap in the theoretical understanding of KRR with the Gaussian kernel, where no such rates were previously known. In addition, we prove a polynomial $L^{2}$-convergence rate in the case, where the Gaussian kernel's width parameter is fixed. This also contributes to the broader understanding of smooth kernels, for which previously only sub-polynomial $L^{2}$-rates were known in similar settings. Together, these results provide new theoretical justification for the use of Gaussian KRR with fixed hyperparameters in nonparametric regression.

Original: https://arxiv.org/abs/2508.11274