Fast Learning from Non-i.i.d. Observations
Ingo Steinwart, Andreas Christmann
Advances in Neural Information Processing Systems (NeurIPS), pp. 1768–1776, 2009.
Abstract
We prove an oracle inequality for generic regularized empirical risk minimization algorithms learning from α-mixing processes. To illustrate this oracle inequality, we use it to derive learning rates for some learning methods including least squares SVMs. Since the proof of the oracle inequality uses recent localization ideas developed for independent and identically distributed (i.i.d.) processes, it turns out that these learning rates are close to the optimal rates known in the i.i.d. case.Links
BibTeX
@inproceedings{steinwart09_neurips,
title = {Fast Learning from Non-i.i.d. Observations},
author = {Steinwart, Ingo and Christmann, Andreas},
year = {2009},
booktitle = {Advances in Neural Information Processing Systems (NeurIPS)},
volume = {22},
pages = {1768--1776},
url = {https://papers.nips.cc/paper/2009/hash/a89cf525e1d9f04d16ce31165e139a4b-Abstract.html}
}