Coefficient-based regularized regression with dependent and unbounded sampling

Abstract

We consider the coefficient-based least squares regularized regression learning algorithm for the strongly and uniformly mixing samples. We obtain the capacity independent error bounds of the algorithm by means of the integral operator techniques. A standard assumption in theoretical study of learning algorithms for regression is the uniform boundedness of output sample values. We abandon this boundedness assumption and carry out the error analysis with output sample values satisfying a generalized moment hypothesis.