Learning with coefficient-based regularization and ℓ1-penalty

  • Authors:
  • Zheng-Chu Guo;Lei Shi

  • Affiliations:
  • College of Engineering, Mathematics and Physical Sciences, University of Exeter, Exeter, UK EX4 4QF;Shanghai Key Laboratory for Contemporary Applied Mathematics, School of Mathematical Sciences, Fudan University, Shanghai, People's Republic of China 200433

  • Venue:
  • Advances in Computational Mathematics
  • Year:
  • 2013

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Abstract

The least-square regression problem is considered by coefficient-based regularization schemes with ℓ1驴驴penalty. The learning algorithm is analyzed with samples drawn from unbounded sampling processes. The purpose of this paper is to present an elaborate concentration estimate for the algorithms by means of a novel stepping stone technique. The learning rates derived from our analysis can be achieved in a more general setting. Our refined analysis will lead to satisfactory learning rates even for non-smooth kernels.