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math.ST2021★ 2 cited
Tight bounds for minimum l1-norm interpolation of noisy data
Guillaume Wang, Konstantin Donhauser, Fanny Yang
We provide matching upper and lower bounds of order for the prediction error of the minimum -norm interpolator, a.k.a. basis pursuit. Our result is tight up…
math.ST2021
How rotational invariance of common kernels prevents generalization in high dimensions
Konstantin Donhauser, Mingqi Wu, Fanny Yang
Kernel ridge regression is well-known to achieve minimax optimal rates in low-dimensional settings. However, its behavior in high dimensions is much less understood. Recent work es…