This paper is devoted to the study of vector valued reproducing kernel Hilbert spaces. We focus on two aspects: vector valued feature maps and universal kernels. In particular, we characterize the structure of translation invariant kernels on abelian groups and we relate it to the universality problem. [ABSTRACT FROM AUTHOR]
To help understand various reproducing kernels used in applied sciences, we investigate the inclusion relation of two reproducing kernel Hilbert spaces. Characterizations in terms of feature maps of the corresponding reproducing kernels are established. A full table of inclusion relations among widely-used translation invariant kernels is given. Concrete examples for Hilbert Schmidt kernels are presented as well. We also discuss the preservation of such a relation under various operations of reproducing kernels. Finally, we briefly discuss the special inclusion with a norm equivalence. [ABSTRACT FROM AUTHOR]
REGRESSION analysis, ALGORITHMS, STOCHASTIC convergence, LEAST squares, MATHEMATICS
Abstract
We consider learning algorithms induced by regularization methods in the regression setting. We show that previously obtained error bounds for these algorithms, using a priori choices of the regularization parameter, can be attained using a suitable a posteriori choice based on cross-validation. In particular, these results prove adaptation of the rate of convergence of the estimators to the minimax rate induced by the "effective dimension" of the problem. We also show universal consistency for this broad class of methods which includes regularized least-squares, truncated SVD, Landweber iteration and ν-method. [ABSTRACT FROM AUTHOR]