Regularized learning in Banach spaces as an optimization problem: representer theorems

Regularized learning in Banach spaces as an optimization problem: representer theorems

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Article ID: iaor20126007
Volume: 54
Issue: 2
Start Page Number: 235
End Page Number: 250
Publication Date: Oct 2012
Journal: Journal of Global Optimization
Authors: ,
Keywords: machine learning, Banach space
Abstract:

We view regularized learning of a function in a Banach space from its finite samples as an optimization problem. Within the framework of reproducing kernel Banach spaces, we prove the representer theorem for the minimizer of regularized learning schemes with a general loss function and a nondecreasing regularizer. When the loss function and the regularizer are differentiable, a characterization equation for the minimizer is also established.

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