Supplementary material: Gaussian process nonparametric tensor estimator and its minimax optimality

نویسندگان

  • Heishiro Kanagawa
  • Taiji Suzuki
  • Hayato Kobayashi
  • Nobuyuki Shimizu
  • Yukihiro Tagami
چکیده

In this supplementary material, we give the comprehensive proof and the generalized theorems. We consider a more general regression setting: yi = f (xi) + i, (S-1) where f : X → R is the unknown true function. We suppose that the true function f is well approximated by f∗ = ∑d∗ r=1 ∏K k=1 f ∗ r (k) (that is f ' f∗). When f = f∗, this generalized regression problem is equivalent to that in the main body. In that sense, the model (S-1) contains the model in the main body as a special setting f = f∗.

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تاریخ انتشار 2016