Risk Bounds for Regularized Least-squares Algorithm with Operator-valued kernels

We show that recent results in [3] on risk bounds for regularized least-squares on reproducing kernel Hilbert spaces can be straightforwardly extended to the vector-valued regression setting. We first briefly introduce central concepts on operator-valued kernels. Then we show how risk bounds can b...

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Bibliographic Details
Main Authors: Vito, Ernesto De, Caponnetto, Andrea
Language:en_US
Published: 2005
Subjects:
Online Access:http://hdl.handle.net/1721.1/30543