Connectionist learning procedures
Artificial Intelligence
Generalization by weight-elimination with application to forecasting
NIPS-3 Proceedings of the 1990 conference on Advances in neural information processing systems 3
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This paper presents a new method of regularization in regression problems using a Besov norm (or semi-norm) acting as a regularization operator. This norm is more general smoothness measure to approximation spaces compared to other norms such as Sobolev and RKHS norms which are usually used in the conventional regularization methods. In our work, we also suggest a new candidate of the regularization parameter, that is, the trade-off between the data fit and the smoothness of the estimation function. Through the simulation for function approximation, we have shown that the suggested regularization method is effective and the estimated values of regularization parameters are close to the optimal values associated with the minimum expected risks.