10,125 research outputs found
Elastic-Net Regularization in Learning Theory
Within the framework of statistical learning theory we analyze in detail the
so-called elastic-net regularization scheme proposed by Zou and Hastie for the
selection of groups of correlated variables. To investigate on the statistical
properties of this scheme and in particular on its consistency properties, we
set up a suitable mathematical framework. Our setting is random-design
regression where we allow the response variable to be vector-valued and we
consider prediction functions which are linear combination of elements ({\em
features}) in an infinite-dimensional dictionary. Under the assumption that the
regression function admits a sparse representation on the dictionary, we prove
that there exists a particular ``{\em elastic-net representation}'' of the
regression function such that, if the number of data increases, the elastic-net
estimator is consistent not only for prediction but also for variable/feature
selection. Our results include finite-sample bounds and an adaptive scheme to
select the regularization parameter. Moreover, using convex analysis tools, we
derive an iterative thresholding algorithm for computing the elastic-net
solution which is different from the optimization procedure originally proposed
by Zou and HastieComment: 32 pages, 3 figure
Learning Sets with Separating Kernels
We consider the problem of learning a set from random samples. We show how
relevant geometric and topological properties of a set can be studied
analytically using concepts from the theory of reproducing kernel Hilbert
spaces. A new kind of reproducing kernel, that we call separating kernel, plays
a crucial role in our study and is analyzed in detail. We prove a new analytic
characterization of the support of a distribution, that naturally leads to a
family of provably consistent regularized learning algorithms and we discuss
the stability of these methods with respect to random sampling. Numerical
experiments show that the approach is competitive, and often better, than other
state of the art techniques.Comment: final versio
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