A Comprehensive Analysis on the Learning Curve in Kernel Ridge Regression

This paper conducts a comprehensive study of the learning curves of kernel ridge regression (KRR) under minimal assumptions. Our contributions are three-fold: 1) we analyze the role of key properties of the kernel, such as its spectral eigen-decay, the characteristics of the eigenfunctions, and the smoothness of the kernel; 2) we demonstrate the validity of the Gaussian Equivalent Property (GEP), which states that the generalization performance of KRR remains the same when the whitened features are replaced by standard Gaussian vectors, thereby shedding light on the success of previous analyzes under the Gaussian Design Assumption; 3) we derive novel bounds that improve over existing bounds across a broad range of setting such as (in)dependent feature vectors and various combinations of eigen-decay rates in the over/underparameterized regimes.

Paper

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Peer review

Reviewer xgGe5/10 · confidence 3/52024-07-07

Summary

This paper conducts a comprehensive study of the learning curves of kernel ridge regression (KRR) under minimal assumptions

Strengths

The authors claimed that they provide a comprehensive analysis on the learning curves in kernel ridge regression.

Weaknesses

The learning curves of kernel ridge regression have been extensively studied in recent literature. e.g., 1. "Hugo Cui, Bruno Loureiro, Florent Krzakala, and Lenka Zdeborová. Generalization error rates in kernel regression: The crossover from the noiseless to noisy regime. Advances in Neural Information Processing Systems, 34:10131–10143, 2021.", 2. "Yicheng Li, Haobo Zhang, and Qian Lin. On the asymptotic learning curves of kernel ridge regression under power-law decay.", and 3. "Bruno Loureiro, Cedric Gerbelot, Hugo Cui, Sebastian Goldt, Florent Krzakala, Marc Mezard, and Lenka Zdeborová. Learning curves of generic features maps for realistic datasets with a teacher-student model. Advances in Neural Information Processing Systems, 34:18137–18151,382 2021." It is really hard for me to understand the difference between the current paper with the above papers.

Questions

The writing style of this paper is quite challenging for me to engage with. I find the presentation could be improved in terms of clarity and readability. For instance, could the author make their own results and assumptions in a more clear way? There is not even a single explicit theorem provided for me to verify. It is quite unusual for a theoretical paper to be presented in this manner. I am uncertain if this document has been generated by an artificial intelligence.

Rating

5

Confidence

3

Soundness

2

Presentation

2

Contribution

2

Limitations

NONE

Reviewer v1Hz6/10 · confidence 3/52024-07-07

Summary

A recent line of work has derived excess error rates for kernel ridge regression in a source and capacity setting under the assumption of Gaussian universality of the kernel features. This work investigates the validity of this assumption in this context. The main result is that while the rates derived under Gaussian design are correct in the strong regularization regime, the excess error rate can be faster in the weak regularization regime.

Strengths

This is a solid work. The manuscript is clearly written: the context is well explained and the reading is smooth. The results fit in an established literature studying excess error rates for kernel ridge, which recently has seen a revival of interest in the context of deep learning (NTK) and neural scaling laws. Therefore, I believe it is of significant interest to the theoretical community in NeurIPS.

Weaknesses

A minor weakness of this work is that it mostly combines existing technical results. But I think this is minor since in the end the conclusions are novel and interesting

Questions

- In the introduction, the authors say their work addresses three questions. While Q1 and Q2 are precisely addressed by the results, I find that the answer to Q3 falls short. First, the assumption (GF) is surely weaker, but it is still constraining. Second, some of the results in Table 1 are only upper bounds. I understand that most of the excess rate results in the classical kernel literature are also upper bounds, and the authors explicitly discuss that under (GF) it is not possible to derive a matching lower bound, but there is nothing telling us that the picture is not richer in these regimes. Perhaps my problem is with the phrasing of Q3, which differently from Q1 and Q2 is vague. - I miss a discussion on the intuition behind the (GF) assumption. For instance, in the Gaussian design approximation, one possible intuition is the identification of "orthogonality" (of the features) with "independence". Do you have an intuitive understanding of the two conditions in L440? Why does strong regularization justifies independence? - Related to the question above, how (GF) differs from the concentration assumption in previous work, e.g. (a1, a2, b1) in [36]. Note that the formulas derived under similar concentration conditions from [36] allow to recover exactly the Gaussian design rates from [16], see the contemporary recent work [DLM]. This suggests (GF) is strictly weaker? - Since the main result in this work dialogues with previous literature, I suggest commenting and comparing the important notation (source, capacity, regularization decay, etc) in this work with the ones employed in the relevant Gaussian design literature, e.g. [10, 16, 35, 44]. For example, a table like Table 1 in [44] or Table 2 in [16]. - Can you please elaborate on Remark A.5? [DLM] https://arxiv.org/abs/2405.15699 **Minor points**: - The authors discuss the "over-parametrized" and "under-parametrized" regime in the text, but never define what they mean. While this can be inferred from the text, it would be good to precisely define it, since this terminology is used in different ways in the ML theory literature. - For the sake of completeness, it would be better to add the definition of the source in (L106-L108) to the main text in a final version. - Unpublished pre-prints in the bibliography are missing the arXiv identifiers. - L110, define $\succeq$ in the notation section. - L597, maybe $\psi_{k}$ and $\phi_{k}$ are switched? - L634, "*Consider a kernel $\kappa:\mathcal{X}\times\mathcal{X}\to\mathbb{R}$ be a kernel with [...]*" - Eq. below L651, missing right bracket. - Assumption "Domain Regularity (DR)" in Appendix B.2 there are two items (i), (ii) but (iii) is mentioned in the paragraph below (L662-L669) twice. - L679, precise what "$\lambda$" in $||\bar{\psi}_{i,j}||\lesssim \lambda^{(d-1)/4}$ is.

Rating

6

Confidence

3

Soundness

3

Presentation

3

Contribution

3

Limitations

Limitations are discussed in the "Future potential work" section.

Reviewer x66w7/10 · confidence 2/52024-07-12

Summary

This paper studies learning curves of kernel ridge regression (KRR) under minimal assumptions. The authors analyze the role of key properties of the kernel, such as its spectral eigen-decay, the characteristics of the eigenfunctions, and smoothness of the kernel. They also demonstrate the validity of the Gaussian Equivalent Property (GEP), which states that the generalization performance of KRR remains the same when the whitened features are replaced by standard Gaussian vectors. Additionally, they derive new improved bounds across several settings.

Strengths

- The authors study the learning curves for various settings, including weak ridge vs strong ridge, independent features vs generic features, and polynomial vs exponential kernel eigenvalue decay. This comprehensive study provides a deeper understanding of the behavior of KRR in different scenarios. - An improved bound is presented for the bias under the weak ridge assumption. In particular, the authors show that the generalization performance with independent (Gaussian) features and dependent (kernel) features coincides asymptotically and it solely depends on the eigen-decay under strong ridge regularization, hence validating the Gaussian Equivalent Property (GEP). - The paper provides an answer to the key question "Under what condition the generalization error fully determined by the eigen-decay?"--- 1) in under-parameterized setting; or 2) with strong ridge in over-parameterized regime.

Weaknesses

- The presented results seem to be based on a set of different assumptions while comparing with the current bounds. However, it is unclear how the discrepancy in the assumptions impacts the bounds. For example, the paper compares the presented bounds with related work using Hölder continuous kernels or the Embedding Condition, but it is not clear how the differences in assumptions affect the comparison. - The numerical studies demonstrate the validity of the bounds for a couple of constructed kernels. However, it would be beneficial to consider more general/practical kernels to assess the practical impact of this work.

Questions

Does the result hold under the assumptions used in the related work, e.g., Embedding Condition?

Rating

7

Confidence

2

Soundness

3

Presentation

3

Contribution

3

Limitations

N/A

Reviewer 8wF67/10 · confidence 4/52024-07-15

Summary

This paper studies the learning curve of kernel ridge regression under both eigendecay assumption and the source condition assumption. Assuming the fixed input dimension setting, this paper derives the finite sample bound for the bias and variance where features can either be generic or independent. Depending on the assumptions used, matching lower bound are also provided. After this, the authors provide a unifying theory of the KRR test error and demonstrates the settings where Gaussian equivalence property holds. They also provide an answer for when the test error is fully determinded by the eigen-decay of the kernel. Finally, they provide simulation experiments to validate the bound on the test error.

Strengths

By providing the matching upper and lower bounds for the test error under IF and GF where strong ridge is used, the paper shows that the Gaussian equivalence property only holds when strong ridge is used. In dosing so, the paper also provides a novel master inequality for both bias and variance. In many cases, for example the expoenential eigendecay under strong ridge, the paper provides the sharpest learning rates so far. The paper aslo addresses the question of when the learning rate of KRR is fully determined by the kernel eigenspectrum.

Weaknesses

In demosntrating the GEP, the paper seems only provide the upper bound for bias and variance under generic features while a matching lower bound is missing. Given this, it is not completely convincing that the GEP holds although the author did show that the upper bound under GF matches with IF. So I was wondering if the author could explain this a bit or can detail the challenges in obtaining the lower bound. Recently, there is a growing interest in studying the KRR when the output is infinite-dimensional, see e.g. "Towards Optimal Sobolev Norm Rates for the Vector-Valued Regularized Least-Squares Algorithm." (2024) &"Optimal Rates for Vector-Valued Spectral Regularization Learning Algorithms." (2024) I am curious whether the results hold in the setting where the output is infinite dimensional. Maybe the author could draw some link between their results and this setting.

Questions

See weakness

Rating

7

Confidence

4

Soundness

3

Presentation

3

Contribution

4

Limitations

NA

Reviewer xgGe2024-08-10

Thanks for clearing that up. It makes me feel more comfortable knowing the paper has not been written by an agent. I apologize if my previous comments were too harsh regarding the current presentation. The results are indeed interesting. Could you please revise your statement in a more formal manner? For example, you might present it as follows: 'Theorem: Under [specific assumptions], our results can be summarized in the following table...' Then, provide a brief description of the table. The current presentation might lead to unnecessary confusion regarding your results. I will increasing my score.

Authorsrebuttal2024-08-10

Dear reviewer, Thank you for your constructive feedback! We sincerely appreciate your insights and we will reframe the results to improve their clarity. Since Neurips allows for an additional content page for the camera-ready version, we will move the most important theorem statements from the appendix to the main paper. We will then refer to the summary in the table as you suggested. Thank you once again. Best regards, The authors

Program Chairsdecision2024-09-25

Decision

Accept (poster)

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