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Improved Learning Rates of a Functional Lasso-type SVM with Sparse Multi-Kernel Representation

  • Shaogao Lv
  • , Junhui Wang
  • , Jiankun Liu
  • , Yong Liu*
  • *Corresponding author for this work

Research output: Chapters, Conference Papers, Creative and Literary WorksRGC 32 - Refereed conference paper (with host publication)peer-review

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 languageEnglish
Title of host publicationAdvances in Neural Information Processing Systems 34
Subtitle of host publication35th Conference on Neural Information Processing Systems (NeurIPS 2021)
EditorsM. Ranzato, A. Beygelzimer, Y. Dauphin, P.S. Liang, J. Wortman Vaughan
PublisherNeural Information Processing Systems (NeurIPS)
Pages21467-21479
Volume26
ISBN (Print)9781713845393
Publication statusPublished - Dec 2021
Event35th Conference on Neural Information Processing Systems (NeurIPS 2021) - Virtual, Los Angeles, United States
Duration: 6 Dec 202114 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

NameAdvances in Neural Information Processing Systems
ISSN (Print)1049-5258

Conference

Conference35th Conference on Neural Information Processing Systems (NeurIPS 2021)
PlaceUnited States
CityLos Angeles
Period6/12/2114/12/21
Internet address

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