Distributed Learning with Dependent Samples

10 Feb 2020  ·  Zirui Sun, Shao-Bo Lin ·

This paper focuses on learning rate analysis of distributed kernel ridge regression for strong mixing sequences. Using a recently developed integral operator approach and a classical covariance inequality for Banach-valued strong mixing sequences, we succeed in deriving optimal learning rate for distributed kernel ridge regression. As a byproduct, we also deduce a sufficient condition for the mixing property to guarantee the optimal learning rates for kernel ridge regression. Our results extend the applicable range of distributed learning from i.i.d. samples to non-i.i.d. sequences.

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