Adaptive and non-adaptive minimax rates for weighted Laplacian-eigenmap based nonparametric regression

Abstract

We show both adaptive and non-adaptive minimax rates of convergence for a family of weighted Laplacian-Eigenmap based nonparametric regression methods, when the true regression function belongs to a Sobolev space and the sampling density is bounded from above and below. The adaptation methodology is based on extensions of Lepski's method and is over both the smoothness parameter (sN_+) and the norm parameter (M>0) determining the constraints on the Sobolev space. Our results extend the non-adaptive result in green2021minimax, established for a specific normalized graph Laplacian, to a wide class of weighted Laplacian matrices used in practice, including the unnormalized Laplacian and random walk Laplacian.

Tasks

Reproductions