Understanding Kernel Ridge Regression: Common behaviors from simple functions to density functionals

Abstract: Accurate approximations to density functionals have recently been obtained via ML. By applying ML to a simple function of one variable without any random sampling, we extract the qualitative dependence of errors on hyperparameters. We find universal features of the behavior in extreme limits, including both very small and very large length scales, and the noise-free limit. We show how such features arise in ML models of density functionals.