arXiv · 2002.03757
Distributed Learning with Dependent Samples
Abstract
This paper focuses on learning rate analysis of distributed kernel ridge regression for strong mixing sequences. Using a recently developed integral operator approach and a classical covariance inequality for Banach-valued strong mixing sequences, we succeed in deriving optimal learning rate for distributed kernel ridge regression. As a byproduct, we also deduce a sufficient condition for the mixing property to guarantee the optimal learning rates for kernel ridge regression. Our results extend the applicable range of distributed learning from i.i.d. samples to non-i.i.d. sequences.
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Zirui Sun, Shao-Bo Lin. 2020-02-10. Distributed Learning with Dependent Samples. https://arxiv.org/abs/2002.03757
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