Reproducing kernel Hilbert spaces
Reproducing kernel Hilbert spaces
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DOI:
10.1017/9781108627771.012
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发表时间:
2019-02
期刊:
影响因子:
--
通讯作者:
L. Rosasco
中科院分区:
文献类型:
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作者:
L. Rosasco
In the previous two lectures, we’ve discussed the connections of the learning problem to statistical inference. However, unlike in traditional statistics, our primary goal with learning is to predict the future rather than describe the data at hand. We also typically have a much smaller sample of data in a much higher-dimensional space, so we cannot blindly choose a model and assume it will be accurate. If the model is too highly-parameterized, it will react too strongly to the data, we will overfit the data, and we will fail to learn the underlying phenomenon (see Figure 1 for an example of this behavior). However, models with too few parameters may not even describe the training data adequately, and will provide similarly bad performance. Regularization provides us with one way to strike the appropriate balance in creating our model. It requires a (possibly large) class of models and a method for evaluating the complexity of each model in the class. The concept of “kernels” will provide us with a flexible, computationally feasible method for implementing this scheme.