Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4607361 | Journal of Approximation Theory | 2012 | 14 Pages |
Abstract
The classical support vector machines regression (SVMR) is known as a regularized learning algorithm in reproducing kernel Hilbert spaces (RKHS) with a εε-insensitive loss function and an RKHS norm regularizer. In this paper, we study a new SVMR algorithm where the regularization term is proportional to l1l1-norm of the coefficients in the kernel ensembles. We provide an error analysis of this algorithm, an explicit learning rate is then derived under some assumptions.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Hongzhi Tong, Di-Rong Chen, Fenghong Yang,