An oracle inequality for regularized risk minimizers with strongly mixing observations

作者：Cao, Feilong^*; Xing, Xing

来源：Frontiers of Mathematics in China, 2013, 8(2): 301-315.

DOI：10.1007/s11464-013-0247-4

• Oracle inequality
• exponentially strongly mixing
• regularized risk minimizer

We establish a general oracle inequality for regularized risk minimizers with strongly mixing observations, and apply this inequality to support vector machine (SVM) type algorithms. The obtained main results extend the previous known results for independent and identically distributed samples to the case of exponentially strongly mixing observations.

• 出版日期2013-4
• 单位中国计量大学