Regularized neural networks: some convergence rate results.

Abstract:

:In a recent paper, Poggio and Girosi (1990) proposed a class of neural networks obtained from the theory of regularization. Regularized networks are capable of approximating arbitrarily well any continuous function on a compactum. In this paper we consider in detail the learning problem for the one-dimensional case. We show that in the case of output data observed with noise, regularized networks are capable of learning and approximating (on compacta) elements of certain classes of Sobolev spaces, known as reproducing kernel Hilbert spaces (RKHS), at a nonparametric rate that optimally exploits the smoothness properties of the unknown mapping. In particular we show that the total squared error, given by the sum of the squared bias and the variance, will approach zero at a rate of n(-2m)/(2m+1), where m denotes the order of differentiability of the true unknown function. On the other hand, if the unknown mapping is a continuous function but does not belong to an RKHS, then there still exists a unique regularized solution, but this is no longer guaranteed to converge in mean square to a well-defined limit. Further, even if such a solution converges, the total squared error is bounded away from zero for all n sufficiently large.

journal_name

Neural Comput

journal_title

Neural computation

authors

Corradi V,White H

doi

10.1162/neco.1995.7.6.1225

subject

Has Abstract

pub_date

1995-11-01 00:00:00

pages

1225-44

issue

6

eissn

0899-7667

issn

1530-888X

journal_volume

7

pub_type

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