4,777 research outputs found
Regularized Regression Problem in hyper-RKHS for Learning Kernels
This paper generalizes the two-stage kernel learning framework, illustrates
its utility for kernel learning and out-of-sample extensions, and proves
{asymptotic} convergence results for the introduced kernel learning model.
Algorithmically, we extend target alignment by hyper-kernels in the two-stage
kernel learning framework. The associated kernel learning task is formulated as
a regression problem in a hyper-reproducing kernel Hilbert space (hyper-RKHS),
i.e., learning on the space of kernels itself. To solve this problem, we
present two regression models with bivariate forms in this space, including
kernel ridge regression (KRR) and support vector regression (SVR) in the
hyper-RKHS. By doing so, it provides significant model flexibility for kernel
learning with outstanding performance in real-world applications. Specifically,
our kernel learning framework is general, that is, the learned underlying
kernel can be positive definite or indefinite, which adapts to various
requirements in kernel learning. Theoretically, we study the convergence
behavior of these learning algorithms in the hyper-RKHS and derive the learning
rates. Different from the traditional approximation analysis in RKHS, our
analyses need to consider the non-trivial independence of pairwise samples and
the characterisation of hyper-RKHS. To the best of our knowledge, this is the
first work in learning theory to study the approximation performance of
regularized regression problem in hyper-RKHS.Comment: 25 pages, 3 figure
M-Power Regularized Least Squares Regression
Regularization is used to find a solution that both fits the data and is
sufficiently smooth, and thereby is very effective for designing and refining
learning algorithms. But the influence of its exponent remains poorly
understood. In particular, it is unclear how the exponent of the reproducing
kernel Hilbert space~(RKHS) regularization term affects the accuracy and the
efficiency of kernel-based learning algorithms. Here we consider regularized
least squares regression (RLSR) with an RKHS regularization raised to the power
of m, where m is a variable real exponent. We design an efficient algorithm for
solving the associated minimization problem, we provide a theoretical analysis
of its stability, and we compare its advantage with respect to computational
complexity, speed of convergence and prediction accuracy to the classical
kernel ridge regression algorithm where the regularization exponent m is fixed
at 2. Our results show that the m-power RLSR problem can be solved efficiently,
and support the suggestion that one can use a regularization term that grows
significantly slower than the standard quadratic growth in the RKHS norm
Distributed Regression in Sensor Networks: Training Distributively with Alternating Projections
Wireless sensor networks (WSNs) have attracted considerable attention in
recent years and motivate a host of new challenges for distributed signal
processing. The problem of distributed or decentralized estimation has often
been considered in the context of parametric models. However, the success of
parametric methods is limited by the appropriateness of the strong statistical
assumptions made by the models. In this paper, a more flexible nonparametric
model for distributed regression is considered that is applicable in a variety
of WSN applications including field estimation. Here, starting with the
standard regularized kernel least-squares estimator, a message-passing
algorithm for distributed estimation in WSNs is derived. The algorithm can be
viewed as an instantiation of the successive orthogonal projection (SOP)
algorithm. Various practical aspects of the algorithm are discussed and several
numerical simulations validate the potential of the approach.Comment: To appear in the Proceedings of the SPIE Conference on Advanced
Signal Processing Algorithms, Architectures and Implementations XV, San
Diego, CA, July 31 - August 4, 200
Optimal Rates for Spectral Algorithms with Least-Squares Regression over Hilbert Spaces
In this paper, we study regression problems over a separable Hilbert space
with the square loss, covering non-parametric regression over a reproducing
kernel Hilbert space. We investigate a class of spectral-regularized
algorithms, including ridge regression, principal component analysis, and
gradient methods. We prove optimal, high-probability convergence results in
terms of variants of norms for the studied algorithms, considering a capacity
assumption on the hypothesis space and a general source condition on the target
function. Consequently, we obtain almost sure convergence results with optimal
rates. Our results improve and generalize previous results, filling a
theoretical gap for the non-attainable cases
Online Learning with Multiple Operator-valued Kernels
We consider the problem of learning a vector-valued function f in an online
learning setting. The function f is assumed to lie in a reproducing Hilbert
space of operator-valued kernels. We describe two online algorithms for
learning f while taking into account the output structure. A first contribution
is an algorithm, ONORMA, that extends the standard kernel-based online learning
algorithm NORMA from scalar-valued to operator-valued setting. We report a
cumulative error bound that holds both for classification and regression. We
then define a second algorithm, MONORMA, which addresses the limitation of
pre-defining the output structure in ONORMA by learning sequentially a linear
combination of operator-valued kernels. Our experiments show that the proposed
algorithms achieve good performance results with low computational cost
- …