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News/When Kernel Ridge Regression Meets the H\"older-Zygmund Class: Minimax Optimality and Failure of Properness
arxiv
PublishedJuly 30, 2026 at 4:00 AM

When Kernel Ridge Regression Meets the H\"older-Zygmund Class: Minimax Optimality and Failure of Properness

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arXiv:2607.26065v1 Announce Type: cross Abstract: We study kernel ridge regression for nonparametric regression over the H\"older-Zygmund class. Using an RKHS equivalent to a Sobolev space of smoothness s+d/2, we prove that misspecified KRR attains the minimax L2 rate n^{-2s/(2s+d)}. We also show th

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