On spectral windows in supervised learning from data

  • Authors:
  • Giorgio Gnecco;Marcello Sanguineti

  • Affiliations:
  • Department of Communications, Computer, and System Sciences (DIST), University of Genoa, Via Opera Pia 13, 16145 Genova, Italy;Department of Communications, Computer, and System Sciences (DIST), University of Genoa, Via Opera Pia 13, 16145 Genova, Italy

  • Venue:
  • Information Processing Letters
  • Year:
  • 2010

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Abstract

For Tikhonov regularization in supervised learning from data, the effect on the regularized solution of a joint perturbation of the regression function and the data is investigated. Spectral windows in the finite-sample and population cases are compared via probabilistic estimates of the differences between regularized solutions.