Optimal Multiscale Learning of Linear Operators

arXiv:2606.16913 · math.ST, math.NA, stat.ML · Submitted 2026-06-15 · Read on arXiv

Jiaheng Chen, Daniel Sanz-Alonso

math.ST, math.NA, stat.ML

Submitted: 2026-06-15

Comments: 48 pages, 2 figures

License: http://creativecommons.org/licenses/by/4.0/

The gist: We study the statistical and computational limits of learning bounded linear operators between Sobolev spaces from noisy input-output data.

Terminology

Abstract

We study the statistical and computational limits of learning bounded linear operators between Sobolev spaces from noisy input-output data. In wavelet coordinates, the problem is recast as an infinite-dimensional matrix regression problem with a heterogeneous two-sided multiscale structure. We establish minimax rates under Sobolev operator-norm loss and construct a finite-resolution blockwise least-squares estimator attaining these rates. The analysis reveals a nonuniform local estimation difficulty across scales, which can be exploited algorithmically: by assigning scale-adaptive sample sizes, the estimator achieves the optimal computational cost among dense least-squares implementations.

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