Estimates on learning rates for multi-penalty distribution regression

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Publication:6138930

DOI10.1016/J.ACHA.2023.101609arXiv2006.09017MaRDI QIDQ6138930FDOQ6138930

Daniel W. C. Ho, Zhan Yu

Publication date: 16 January 2024

Published in: Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Abstract: This paper is concerned with functional learning by utilizing two-stage sampled distribution regression. We study a multi-penalty regularization algorithm for distribution regression under the framework of learning theory. The algorithm aims at regressing to real valued outputs from probability measures. The theoretical analysis on distribution regression is far from maturity and quite challenging, since only second stage samples are observable in practical setting. In the algorithm, to transform information from samples, we embed the distributions to a reproducing kernel Hilbert space mathcalHK associated with Mercer kernel K via mean embedding technique. The main contribution of the paper is to present a novel multi-penalty regularization algorithm to capture more features of distribution regression and derive optimal learning rates for the algorithm. The work also derives learning rates for distribution regression in the nonstandard setting fhootinmathcalHK, which is not explored in existing literature. Moreover, we propose a distribution regression-based distributed learning algorithm to face large-scale data or information challenge. The optimal learning rates are derived for the distributed learning algorithm. By providing new algorithms and showing their learning rates, we improve the existing work in different aspects in the literature.


Full work available at URL: https://arxiv.org/abs/2006.09017







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