Learning between the peaks: sharp asymptotics for kernel ridge regression under power-law anisotropy

We study kernel ridge regression under anisotropic Gaussian data, where the input covariance decays as a power law with exponent $α\geq 0$ for polynomial inner-product kernels.

We study kernel ridge regression under anisotropic Gaussian data, where the input covariance decays as a power law with exponent $α\geq 0$ for polynomial inner-product kernels. We derive asymptotically sharp expressions for the kernel spectrum and the generalization error in the…