This paper presents an approach to model selection for regularized least-squares on reproducing kernel Hilbert spaces in the semi-supervised setting. The role of effective dimension was recently shown to be crucial in the definition of a rule for the choice of the regularization parameter, attaining asymptotic optimal performances in a minimax sense. The main goal of the present paper is showing how the effective dimension can be replaced by an empirical counterpart while conserving optimality. The empirical effective dimension can be computed from independent unlabelled samples. This makes the approach particularly appealing in the semi-supervised setting.
| Identifer | oai:union.ndltd.org:MIT/oai:dspace.mit.edu:1721.1/30548 |
| Date | 27 May 2005 |
| Creators | Caponnetto, Andrea, Rosasco, Lorenzo, Vito, Ernesto De, Verri, Alessandro |
| Source Sets | M.I.T. Theses and Dissertation |
| Language | en_US |
| Detected Language | English |
| Format | 14 p., 11158573 bytes, 526018 bytes, application/postscript, application/pdf |
| Relation | Massachusetts Institute of Technology Computer Science and Artificial Intelligence Laboratory |
Page generated in 0.0018 seconds