Abstract
In this paper, we provide theoretical results of estimation bounds and excess risk upper bounds for support vector machine (SVM) with sparse multi-kernel representation. These convergence rates for multi-kernel SVM are established by analyzing a Lasso-type regularized learning scheme within composite multi-kernel spaces. It is shown that the oracle rates of convergence of classifiers depend on the complexity of multi-kernels, the sparsity, a Bernstein condition and the sample size, which significantly improve on previous results even for the additive or linear cases. In summary, this paper not only provides unified theoretical results for multi-kernel SVMs, but also enriches the literature on high-dimensional nonparametric classification.
| Original language | English |
|---|---|
| Title of host publication | Advances in Neural Information Processing Systems 34 |
| Subtitle of host publication | 35th Conference on Neural Information Processing Systems (NeurIPS 2021) |
| Editors | M. Ranzato, A. Beygelzimer, Y. Dauphin, P.S. Liang, J. Wortman Vaughan |
| Publisher | Neural Information Processing Systems (NeurIPS) |
| Pages | 21467-21479 |
| Volume | 26 |
| ISBN (Print) | 9781713845393 |
| Publication status | Published - Dec 2021 |
| Event | 35th Conference on Neural Information Processing Systems (NeurIPS 2021) - Virtual, Los Angeles, United States Duration: 6 Dec 2021 → 14 Dec 2021 https://nips.cc/virtual/2021/index.html https://papers.nips.cc/paper/2021 https://media.neurips.cc/Conferences/NeurIPS2021/NeurIPS_2021_poster.pdf https://www.proceedings.com/63069.html |
Publication series
| Name | Advances in Neural Information Processing Systems |
|---|---|
| ISSN (Print) | 1049-5258 |
Conference
| Conference | 35th Conference on Neural Information Processing Systems (NeurIPS 2021) |
|---|---|
| Place | United States |
| City | Los Angeles |
| Period | 6/12/21 → 14/12/21 |
| Internet address |
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