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On the Convergence Rate of Kernel-Based Sequential Greedy Regression
oleh: Xiaoyin Wang, Xiaoyan Wei, Zhibin Pan
Format: | Article |
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Diterbitkan: | Wiley 2012-01-01 |
Deskripsi
A kernel-based greedy algorithm is presented to realize efficient sparse learning with data-dependent basis functions. Upper bound of generalization error is obtained based on complexity measure of hypothesis space with covering numbers. A careful analysis shows the error has a satisfactory decay rate under mild conditions.