Generalization properties of doubly stochastic learning algorithms

DOI10.1016/j.jco.2018.02.004MaRDI QIDQ1635837

Lorenzo Rosasco, Jun Hong Lin

Publication date: 1 June 2018

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.00577

zbMATH Keywords

kernel method; nonparametric regression; doubly stochastic algorithm

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

68T05: Learning and adaptive systems in artificial intelligence

Related Items

Experiential and Stochastic Learning Algorithms Based on the Probability of a Fuzzy Event and Modified Fuzzy Metric Distance in Intelligent Robotic Part Micro-Assembly, Capacity dependent analysis for functional online learning algorithms, Numerical solution of fractional differential equations with temporal two-point BVPs using reproducing kernal Hilbert space method

Uses Software

• gss

Cites Work

• Unnamed Item
• Erratum to: ``Minimizing finite sums with the stochastic average gradient
• Oracle inequalities for support vector machines that are based on random entropy numbers
• Online gradient descent learning algorithms
• Fully online classification by regularization
• Optimal rates for the regularized least-squares algorithm
• Online Learning as Stochastic Approximation of Regularization Paths: Optimality and Almost-Sure Convergence
• Learning Theory
• Support Vector Machines
• On the Generalization Ability of On-Line Learning Algorithms
• Acceleration of Stochastic Approximation by Averaging
• Optimal Rates for Multi-pass Stochastic Gradient Methods
• Harder, Better, Faster, Stronger Convergence Rates for Least-Squares Regression
• Online Learning with Kernels
• On the Equivalence between Kernel Quadrature Rules and Random Feature Expansions
• A Stochastic Approximation Method