stat.MLSep 16, 2026

Fast Learning Rates for Physics-Informed Kernel Methods

Authors: Luc Brogat-MotteJoachim Bona-PellissierGiacomo MeantiLorenzo Rosasco

Abstract

In physics-informed machine learning, a target function uu^* is learned from noisy value observations yi=u(xi)+εiy_i=u^*(x_i)+ \varepsilon_i, together with differential information, given either by noisy observations dj=(Du)(zj)+ξjd_j=(Du^*)(z_j)+ξ_j or by a known physical constraint Du=vDu^*=v. We consider the setting where DD is a linear differential operator and analyze a physics-informed kernel estimator u^\hat u combining nn value observations and mm differential observations. In this context, we ask how much can differential information improve predictions, and how does this improvement depend quantitatively on nn, mm, and DD. We prove finite-sample bounds, supported by numerical simulations, revealing a two-regime structure for the prediction error. When mm is limited, the rate depends jointly on nn and mm; when mm exceeds a problem-dependent threshold, the rate saturates and matches the oracle rate obtained when the perfect constraint Du^=DuD \hat u = Du^* is imposed. Examples are discussed for Sobolev spaces which are reproducing kernel Hilbert spaces and include partial Laplacian constraints on the torus and gradient observations on bounded domains. These examples illustrate the range of possible learning rate improvements --- from the standard nonparametric n1/4n^{-1/4} to the parametric rate n1/2n^{-1/2}. Finally, we derive physically consistent rates in a stronger norm that jointly controls the errors in u^\hat u and Du^D\hat u.

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