In regularized kernel methods, the solution of a learning problem is found by minimizing functionals consisting of the sum of a data and a complexity term. In this paper we investigate some properties of a more general form of the above functionals in which the data term corresponds to the expected risk. First, we prove a quantitative version of the representer theorem holding for both regression and classification, for both differentiable and non-differentiable loss functions, and for arbitrary offset terms. Second, we show that the case in which the offset space is non trivial corresponds to solving a standard problem of regularization in a Reproducing Kernel Hilbert Space in which the penalty term is given by a seminorm. Finally, we discuss the issues of existence and uniqueness of the solution. From the specialization of our analysis to the discrete setting it is immediate to establish a connection between the solution properties of sparsity and coefficient boundedness and some properties of the loss function. For the case of Support Vector Machines for classification, we also obtain a complete characterization of the whole method in terms of the Khun-Tucker conditions with no need to introduce the dual formulation.
%0 Journal Article
%1 1044705
%A Vito, Ernesto De
%A Rosasco, Lorenzo
%A Caponnetto, Andrea
%A Piana, Michele
%A Verri, Alessandro
%C Cambridge, MA, USA
%D 2004
%I MIT Press
%J J. Mach. Learn. Res.
%K Regularization kernel-methods
%P 1363--1390
%T Some Properties of Regularized Kernel Methods
%U http://portal.acm.org/citation.cfm?id=1044705
%V 5
%X In regularized kernel methods, the solution of a learning problem is found by minimizing functionals consisting of the sum of a data and a complexity term. In this paper we investigate some properties of a more general form of the above functionals in which the data term corresponds to the expected risk. First, we prove a quantitative version of the representer theorem holding for both regression and classification, for both differentiable and non-differentiable loss functions, and for arbitrary offset terms. Second, we show that the case in which the offset space is non trivial corresponds to solving a standard problem of regularization in a Reproducing Kernel Hilbert Space in which the penalty term is given by a seminorm. Finally, we discuss the issues of existence and uniqueness of the solution. From the specialization of our analysis to the discrete setting it is immediate to establish a connection between the solution properties of sparsity and coefficient boundedness and some properties of the loss function. For the case of Support Vector Machines for classification, we also obtain a complete characterization of the whole method in terms of the Khun-Tucker conditions with no need to introduce the dual formulation.
@article{1044705,
abstract = {In regularized kernel methods, the solution of a learning problem is found by minimizing functionals consisting of the sum of a data and a complexity term. In this paper we investigate some properties of a more general form of the above functionals in which the data term corresponds to the expected risk. First, we prove a quantitative version of the representer theorem holding for both regression and classification, for both differentiable and non-differentiable loss functions, and for arbitrary offset terms. Second, we show that the case in which the offset space is non trivial corresponds to solving a standard problem of regularization in a Reproducing Kernel Hilbert Space in which the penalty term is given by a seminorm. Finally, we discuss the issues of existence and uniqueness of the solution. From the specialization of our analysis to the discrete setting it is immediate to establish a connection between the solution properties of sparsity and coefficient boundedness and some properties of the loss function. For the case of Support Vector Machines for classification, we also obtain a complete characterization of the whole method in terms of the Khun-Tucker conditions with no need to introduce the dual formulation.},
added-at = {2009-08-14T15:47:39.000+0200},
address = {Cambridge, MA, USA},
author = {Vito, Ernesto De and Rosasco, Lorenzo and Caponnetto, Andrea and Piana, Michele and Verri, Alessandro},
biburl = {https://www.bibsonomy.org/bibtex/28599e196c8d44d7e0c9ccce09b3f80c9/ahmedjawwad4u},
description = {Some Properties of Regularized Kernel Methods},
interhash = {d1bffa72d6598924a50dd7c4e9f9b672},
intrahash = {8599e196c8d44d7e0c9ccce09b3f80c9},
issn = {1533-7928},
journal = {J. Mach. Learn. Res.},
keywords = {Regularization kernel-methods},
pages = {1363--1390},
publisher = {MIT Press},
timestamp = {2009-08-26T14:39:38.000+0200},
title = {Some Properties of Regularized Kernel Methods},
url = {http://portal.acm.org/citation.cfm?id=1044705},
volume = 5,
year = 2004
}