Coefficient regularized regression with non-iid sampling

被引:13
作者
Sun, Hongwei [1 ]
Guo, Qin [1 ]
机构
[1] Univ Jinan, Shandong Prov Key Lab Network Based Intelligent C, Sch Math, Jinan 250022, Peoples R China
关键词
learning theory; coefficient regularized regression; strong mixing condition; approximation error; sample error; ALGORITHMS; KERNELS;
D O I
10.1080/00207160.2011.587511
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we study a more general kernel regression learning with coefficient regularization. A non-iid setting is considered, where the sequence of probability measures for sampling is not identical but the sequence of marginal distributions for sampling converges exponentially fast in the dual of a Holder space; the sampling z(i), i >= 1 are weakly dependent, which satisfy a strongly mixing condition. Satisfactory capacity independently error bounds and learning rates are derived by the techniques of integral operator for this learning algorithm.
引用
收藏
页码:3113 / 3124
页数:12
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