Probabilistic representer conjecture under integrability of feature maps

Let XX be the underlying space, let F\mathbb{F} be the scalar field, let μ\mu be a probability measure on XX, and let ϕ:XH(K)\phi:X\to\mathscr{H}(K) be the feature map associated with the reproducing kernel Hilbert space H(K)\mathscr{H}(K). Let f^\hat{f} be the unique optimizer in Theorem. Assume that, for every F\mathbb{F}-measure ξ\xi on XX whose support is contained in the support of μ\mu, one has

Xϕ(x)H(K)dξ(x)<.\int_X \|\phi(x)\|_{\mathscr{H}(K)}\,d|\xi|(x)<\infty.

Probabilistic representer conjecture. There exists an F\mathbb{F}-measure ν\nu on XX, with support contained in the support of μ\mu, such that

f^=Xϕ(x)dν(x).\hat{f}=\int_X \phi(x)\,d\nu(x).

This conjecture asserts that the optimizer has a direct measure representation under the stated integrability condition, rather than only an approximation by a sequence of measures. It is presented as a conjectural strengthening of the probabilistic representer theorem, and no resolution is given in the source.

Sources & referencesView supporting material

Primary source

Dongwei Chen and Kai-Hsiang Wang, “On the Probabilistic Approximation in Reproducing Kernel Hilbert Spaces”, arXiv:2409.11679 (2025).

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