Regularized least square regression with unbounded and dependent sampling (Q369717)
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scientific article; zbMATH DE number 6209175
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularized least square regression with unbounded and dependent sampling |
scientific article; zbMATH DE number 6209175 |
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Regularized least square regression with unbounded and dependent sampling (English)
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19 September 2013
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Summary: This paper mainly focuses on the least square regression problem for \(\alpha\)-mixing and \(\phi\)-mixing processes. The standard bound assumption for output data is abandoned and the learning algorithm is implemented with samples drawn from a dependent sampling process with a more general output data condition. Capacity independent error bounds and learning rates are deduced by means of the integral operator technique.
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