| 基于时间序列采样的正则化回归算法的收敛性 |
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| 引用本文： | 张静,王建力,盛宝怀.基于时间序列采样的正则化回归算法的收敛性[J].宁波大学学报(理工版),2011,24(4):51-55. |
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| 作者姓名： | 张静 王建力 盛宝怀 |
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| 作者单位： | 1. 宁波大学理学院,浙江宁波,315211
2. 绍兴文理学院数学系,浙江绍兴,312000 |
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| 摘 要： | 给出了基于时间序列采样的正则化回归算法的误差分析，即先将误差收敛归结为正则误差和样本误差，借助于Hoeffding型不等式给出了正则误差估计；同时，使用覆盖数及基于时间序列的Hoeffding型不等式给出了样本误差估计，从而算出学习速度一种上界的估计．最后的结果也说明学习速度能达到指数收敛性．
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| 关 键 词： | 时齐的 一致遍历 误差分析 |
Convergence of Regularized Regression Algorithms Based on Time Series Sampling |
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| ZHANG Jing,WANG Jian-li,SHENG Bao-huai.Convergence of Regularized Regression Algorithms Based on Time Series Sampling[J].Journal of Ningbo University(Natural Science and Engineering Edition),2011,24(4):51-55. |
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| Authors: | ZHANG Jing WANG Jian-li SHENG Bao-huai |
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| Institution: | ZHANG Jing1,WANG Jian-li2,SHENG Bao-huai2(1.Faculty of Science,Ningbo Univerrsity,Ningbo 315211,China,2.Department of Mathematics,Shaoxing Univerrsity,Shaoxing 312000,China) |
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| Abstract: | The error analysis for regularized regression algorithm based on time series is conducted. The error is divided into regularization error and sampling error. The regularization error is given by a Hoeffding-type inequality based on time series; the sample error, on the other hand, is defined by the covering number and the other Hoeffding-type inequality based on time series, with which an upper bound for the error analysis is provided. The results show that the learning rates can achieve exponential convergence. |
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| Keywords: | time-homogeneous uniformly Ergodic error analysis |
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