For interpolating kernel machines, the minimum norm ERM solution is the most stable

We study the average CVloo stability of kernel ridge-less regression and derive corresponding risk bounds. We show that the interpolating solution with minimum norm has the best CVloo stability, which in turn is controlled by the condition number of the empirical kernel matrix. The latter can be cha...

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Bibliographic Details
Main Authors: Rangamani, Akshay, Rosasco, Lorenzo, Poggio, Tomaso
Format: Technical Report
Published: Center for Brains, Minds and Machines (CBMM) 2020
Online Access:https://hdl.handle.net/1721.1/125927