Mathematics of Operations Research
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MATHEMATICS OF OPERATIONS RESEARCH
Vol. 33, No. 3, August 2008, pp. 747-756
DOI: 10.1287/moor.1080.0317
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Approximate Minimization of the Regularized Expected Error over Kernel Models

Vera Kurková, Marcello Sanguineti

Institute of Computer Science, Academy of Sciences of the Czech Republic, Prague 8, Czech Republic
Department of Communications, Computer, and System Sciences (DIST), University of Genoa, 16145 Genova, Italy

vera{at}cs.cas.cz, http://www.cs.cas.cz/~vera/
marcello{at}dist.unige.it, http://www.dist.unige.it/msanguineti/

Learning from data under constraints on model complexity is studied in terms of rates of approximate minimization of the regularized expected error functional. For kernel models with an increasing number n of kernel functions, upper bounds on such rates are derived. The bounds are of the form a/n+b/{surd}n, where a and b depend on the regularization parameter and on properties of the kernel, and of the probability measure defining the expected error. As a special case, estimates of rates of approximate minimization of the regularized empirical error are derived.

Key Words: suboptimal solutions; expected error; convex functionals; kernel methods; model complexity; rates of convergence
History: Received: January 10, 2007; revision received: February 15, 2008;





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