Degeneration of kernel regression with Matern kernels into low-order polynomial regression in high dimension

Kernel methods such as kernel ridge regression and Gaussian process regression with Matern-type kernels have been increasingly used, in particular, to fit potential energy surfaces (PES) and density functionals, and for materials informatics. When the dimensionality of the feature space is high, these methods are used with necessarily sparse data. In this regime, the optimal length parameter of a Matern-type kernel may become so large that the method effectively degenerates into a low-order polynomial regression and, therefore, loses any advantage over such regression. This is demonstrated theoretically as well as numerically in the examples of six- and fifteen-dimensional molecular PES using squared exponential and simple exponential kernels. The results shed additional light on the success of polynomial approximations such as PIP for medium-size molecules and on the importance of orders-of-coupling-based models for preserving the advantages of kernel methods with Matern-type kernels of on the use of physically motivated (reproducing) kernels.