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