The Entropy Regularization Information Criterion

Effective methods of capacity control via uniform convergence bounds for function expansions have been largely limited to Support Vector ma(cid: 173) chines, where good bounds are obtainable by the entropy number ap(cid: 173) proach. We extend these methods to systems with expansions in terms of arbitrary (parametrized) basis functions and a wide range of regulariza(cid: 173) tion methods covering the whole range of general linear additive models. This is achieved by a data dependent analysis of the eigenvalues of the corresponding design matrix.

Authors

• Alex Smola
• John Shawe-Taylor University College London
• Bernhard Schölkopf
• Robert Williamson

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