Support vector machines regression with [formula omitted]-regularizer

Abstract

The classical support vector machines regression (SVMR) is known as a regularized learning algorithm in reproducing kernel Hilbert spaces (RKHS) with a ε-insensitive loss function and an RKHS norm regularizer. In this paper, we study a new SVMR algorithm where the regularization term is proportional to l1-norm of the coefficients in the kernel ensembles. We provide an error analysis of this algorithm, an explicit learning rate is then derived under some assumptions.