2022/09/06 by Trillos, Nicolás García, Murray, Ryan, Thorpe, Matthew · 1 citation
#Analysis of PDEs (math.AP) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML)
paper · doi:10.48550/arxiv.2209.02305
In the (special) smoothing spline problem one considers a variational problem with a quadratic data fidelity penalty and Laplacian regularisation. Higher order regularity can be obtained via replacing the Laplacian regulariser with a poly-Laplacian regulariser. The methodology is readily adapted to graphs and here we consider graph poly-Laplacian regularisation in a fully supervised, non-parametric, noise corrupted, regression problem. In particular, given a dataset \xi\i=1n and a set of noisy labels \yi\i=1n⊂ℝ we let un:\xi\i=1n→ℝ be the minimiser of an energy which consists of a data fidelity term and an appropriately scaled graph poly-Laplacian term. When yi = g(xi)+ξi, for iid noise ξi, and using the geometric random graph, we identify (with high probability) the rate of convergence of un to g in the large data limit n→∞. Furthermore, our rate, up to logarithms, coincides with the known rate of convergence in the usual smoothing spline model.