SoloGen

I need to take a look at this paper because they stated their results when the regularization term is not the usual RKHS norm squared. I’m wondering if their results can exploit “sparsity”.

On Cross-Validation

Sat, 15 Mar 2008 19:12:06 -0600

Take a look at these papers (from John Langford’s blog).

Rademacher Complexities and related stuff

Tue, 11 Mar 2008 20:52:00 -0600

A few sources that talk about Rademacher complexities (and other stuff):

O. Bousquet, S. Boucheron, and G. Lugosi, “Introduction to Statistical Learning Theory,” .
P. Bartlett, O. Bousquet, and S. Mendelson, “Local Rademacher Complexities,” The Annals of Statistics,” 2005.
V. Koltchinskii and D. Panchenko, “Rademacher Processes and Bounding the Risk of Function Learning,” ?.
P. Bartlett and S. Mendelson, “Rademacher and Gaussian Complexities: Risk Bounds and Structural Results,” JMLR 2002 (I need to check this paper, especially because it defines Gaussian complexity. Is there any generalization for arbitrary “noise” term (instead of Gaussian or boolean)? )

Concentration Inequalities and Model Selection

Tue, 11 Mar 2008 19:03:37 -0600

Concentration Inequalities and Model Selection: A book by Pascal Massart.

On the L_1-L_q Regularized Regression

Mon, 10 Mar 2008 21:04:29 -0600

On the L_1-L_q Regularized Regression: a technical report by Han Liu and Jian Zhang (2008).

Life Goes on in Tehran

Wed, 05 Mar 2008 10:58:12 -0700

Life Goes on in Tehran:

A photoblog about Tehran and Iran.

Yes! It is not immediately related to machine learning. (;

Some References for Cross-Validation

Mon, 03 Mar 2008 21:23:00 -0700

B. Efron and G. Gong, “A Leisurely Look at the Bootstrap, the Jackkife, and Cross-Validation,” 1983.
M. Kearns, “A Bound on the Error of Cross Validation Using the Approximation and Estimation Rates, with the Consequences for the Training-Test Split,” 1997.
P. Burman, E. Chow, and D. Nolan, “A Cross-Validatory Method for Dependent Data,” 1994
B. Efron and R. Tibshirani, “Improvements on Cross-Validation: The 0.632+ Bootstrap Method,” 1997.
G. Golub, M. Heath, and G. Wahba, “Generalized Cross-Validation as a Method for Choosing a Good Ridge Regression,” 1979.
J. Shao, “Linear Model Selection by Cross-Validation,” 1993.