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Abstract:
Effective methods of capacity control via uniform convergence
bounds for function expansions have been largely limited to Support
Vector machines, where good bounds are obtainable by the entropy
number approach. We extend these methods to systems with expansions
in terms of arbitrary (parametrized) basis functions and a wide
range of regularization methods matrix. Experimental evidence
corroborates the new bounds. covering the whole range of general
linear additive models. This is achieved by a data dependent
analysis of the eigenvalues of the corresponding design
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