Weight-decay regularization in reproducing Kernel Hilbert spaces by variable-basis schemes

  • Authors:
  • Giorgio Gnecco;Marcello Sanguineti

  • Affiliations:
  • Department of Computer and Information Science, University of Genoa, Genova, Italy;Department of Communications, Computer and System Sciences, University of Genoa, Genova, Italy

  • Venue:
  • WSEAS Transactions on Mathematics
  • Year:
  • 2009

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Abstract

The optimization problems associated with various regularization techniques for supervised learning from data (e.g., weight-decay and Tikhonov regularization) are described in the context of Reproducing Kernel Hilbert Spaces. Suboptimal solutions expressed by sparse kernel models with a given upper bound on the number of kernel computational units are investigated. Improvements of some estimates obtained in Comput. Manag. Sci., vol. 6, pp. 53-79, 2009 are derived. Relationships between sparseness and generalization are discussed.