A Kernel-based Stochastic Approximation Framework for Nonlinear Operator Learning
Organizations: School of Mathematical Sciences and Shanghai Key Laboratory for Contemporary Applied Mathematics, Fudan University, Shanghai 200433, China.
Abstract
We develop a stochastic approximation framework for learning nonlinear operators between infinite-dimensional spaces utilizing general Mercer operator-valued kernels. Our framework encompasses two key classes: (i) operator-valued kernels whose associated integral operators are compact and hence admit discrete spectral decompositions, and (ii) separable kernels of the form , where is a scalar-valued kernel and is a positive operator on the output space. This broad setting induces expressive vector-valued reproducing kernel Hilbert spaces (RKHSs) that generalize the classical paradigm, thereby enabling rich structural modeling with rigorous theoretical guarantees. To address target operators lying outside the RKHS, we introduce vector-valued interpolation spaces to precisely quantify misspecification error. Within this framework, we establish non-asymptotic convergence rates for prediction, estimation, and misspecification errors in the online and finite-horizon settings. Importantly, the framework also accommodates a range of operator learning settings, from Fredholm integral operators to encoder--decoder architectures. Numerical experiments on the two-dimensional Navier--Stokes equations illustrate the proposed approach.