Least square regression with lp-coefficient regularization

  • Authors:
  • Hongzhi Tong;Di-Rong Chen;Fenghong Yang

  • Affiliations:
  • -;-;-

  • Venue:
  • Neural Computation
  • Year:
  • 2010

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Abstract

The selection of the penalty functional is critical for the performance of a regularized learning algorithm, and thus it deserves special attention. In this article, we present a least square regression algorithm based on lp-coefficient regularization. Comparing with the classical regularized least square regression, the new algorithm is different in the regularization term. Our primary focus is on the error analysis of the algorithm. An explicit learning rate is derived under some ordinary assumptions.