Regularized learning in Banach spaces as an optimization problem: representer theorems

  • Authors:
  • Haizhang Zhang;Jun Zhang

  • Affiliations:
  • University of Michigan, Ann Arbor, USA 48109 and School of Mathematics and Computational Science, Sun Yat-sen University, Guangzhou, China 510275;University of Michigan, Ann Arbor, USA 48109

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 2012

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Abstract

We view regularized learning of a function in a Banach space from its finite samples as an optimization problem. Within the framework of reproducing kernel Banach spaces, we prove the representer theorem for the minimizer of regularized learning schemes with a general loss function and a nondecreasing regularizer. When the loss function and the regularizer are differentiable, a characterization equation for the minimizer is also established.