揭示了学习满足高斯测度的李普希茨算子的样本复杂性极限。
The Sample Complexity of Learning Lipschitz Operators with respect to Gaussian Measures
- 基于高斯测度研究李普希茨算子的逼近,利用埃尔米特多项式展开分析误差
- 证明任意线性采样下无法实现代数收敛率,存在固有的样本复杂性瓶颈
- 若协方差算子谱衰减足够快,则可逼近任意代数收敛率,适合高精度建模场景
算子学习是使用机器学习近似无限维函数空间间映射的研究热点。通过数据学习的近似算子可作为计算科学与工程中的高效代理模型,补充传统方法。然而,尽管实证成功,其数学理论仍不完整。本文研究在高斯测度下对李普希茨算子的逼近问题。我们证明了李普希茨算子具有更高的高斯索伯列夫正则性,并建立了埃尔米特多项式逼近误差的上下界。随后研究了从 m 个任意(可能自适应)线性采样中重构李普希茨算子的一般策略。关键发现是:我们精确刻画了相应的样本复杂性,即所有可能的采样与重构策略中能达到的最小最坏情况误差关于 m 的表达式。结果表明,基于 m 个线性采样的任何方法均无法实现关于 m 的代数收敛率。但在正向方面,我们证明若底层高斯测度的协方差算子具有足够快的谱衰减,则收敛率可任意接近任意代数速率。总体而言,通过紧致刻画样本复杂性,本工作确认了无论数据或学习技术如何,学习李普希茨算子的内在困难性。
原文摘要 · Abstract (English)
Operator learning, the approximation of mappings between infinite-dimensional function spaces using machine learning, has gained increasing research attention in recent years. Approximate operators, learned from data, can serve as efficient surrogate models for problems in computational science and engineering, complementing traditional methods. However, despite their empirical success, our understanding of the underlying mathematical theory is in large part still incomplete. In this paper, we study the approximation of Lipschitz operators with respect to Gaussian measures. We prove higher Gaussian Sobolev regularity of Lipschitz operators and establish lower and upper bounds on the Hermite polynomial approximation error. We then study general reconstruction strategies of Lipschitz operators from $m$ arbitrary (potentially adaptive) linear samples. As a key finding, we tightly characterize the corresponding sample complexity, that is, the smallest achievable worst-case error among all possible choices of (adaptive) sampling and reconstruction strategies in terms of $m$. As a consequence, we identify an inherent curse of sample complexity: No method to approximate Lipschitz operators based on $m$ linear samples can achieve algebraic convergence rates in $m$. On the positive side, we prove that a sufficiently fast spectral decay of the covariance operator of the underlying Gaussian measure guarantees convergence rates which are arbitrarily close to any algebraic rate. Overall, by tightly characterizing the sample complexity, our work confirms the intrinsic difficulty of learning Lipschitz operators, regardless of the data or learning technique.
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