Paper ID: 2206.13347

Benign overfitting and adaptive nonparametric regression

Julien Chhor, Suzanne Sigalla, Alexandre B. Tsybakov

In the nonparametric regression setting, we construct an estimator which is a continuous function interpolating the data points with high probability, while attaining minimax optimal rates under mean squared risk on the scale of H\"older classes adaptively to the unknown smoothness.

Submitted: Jun 27, 2022