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 besov space



Nonparametric Density Estimation & Convergence Rates for GANs under Besov IPM Losses

Ananya Uppal, Shashank Singh, Barnabas Poczos

Neural Information Processing Systems

Along line ofwork has established convergence rates ofthe empirical distribution tothe true distribution in spaces as general as unbounded metric spaces [54, 25, 45]). In the Euclidean setting, this is well understood [14,2,18], although, to the best of our knowledge, minimax lower bounds have been proven only recently [45]; this setting intersects with our work in the caseσd = 1,σg = 0, pd =,matchingourminimaxrateofn 1/D+n 1/2.





Thiswork Estimation error O(n

Neural Information Processing Systems

Deep learning has exhibited superior performance for various tasks, especially for high-dimensional datasets, such as images. To understand this property, we investigate the approximation and estimation ability of deep learning on anisotropic Besov spaces. The anisotropic Besov space is characterized by direction-dependent smoothness and includes several function classes that have been investigated thus far. We demonstrate that the approximation error and estimation error of deep learning only depend on the average value of the smoothness parameters in all directions. Consequently, the curse of dimensionality can be avoided if the smoothness of the target function is highly anisotropic.




Consequences of Kernel Regularity for Bandit Optimization

Lee, Madison, Javidi, Tara

arXiv.org Machine Learning

In this work we investigate the relationship between kernel regularity and algorithmic performance in the bandit optimization of RKHS functions. While reproducing kernel Hilbert space (RKHS) methods traditionally rely on global kernel regressors, it is also common to use a smoothness-based approach that exploits local approximations. We show that these perspectives are deeply connected through the spectral properties of isotropic kernels. In particular, we characterize the Fourier spectra of the Matérn, square-exponential, rational-quadratic, $γ$-exponential, piecewise-polynomial, and Dirichlet kernels, and show that the decay rate determines asymptotic regret from both viewpoints. For kernelized bandit algorithms, spectral decay yields upper bounds on the maximum information gain, governing worst-case regret, while for smoothness-based methods, the same decay rates establish Hölder space embeddings and Besov space norm-equivalences, enabling local continuity analysis. These connections show that kernel-based and locally adaptive algorithms can be analyzed within a unified framework. This allows us to derive explicit regret bounds for each kernel family, obtaining novel results in several cases and providing improved analysis for others. Furthermore, we analyze LP-GP-UCB, an algorithm that combines both approaches, augmenting global Gaussian process surrogates with local polynomial estimators. While the hybrid approach does not uniformly dominate specialized methods, it achieves order-optimality across multiple kernel families.