For a real-valued loss function depending only on evaluations at , and a positive squared-norm penalty, any minimizing tuple in a sum of reproducing-kernel Hilbert spaces has the formwith the same coefficient vector for every component. The tuple must be the unique minimum-norm decomposition of its sum. Apply the representer theorem to that sum and note that the displayed tuple has total squared norm , exactly the norm of the sum. This argument is conditional on existence of a minimizer; arbitrary loss functions need not attain their infimum.
Articles by others on the same topic
There are currently no matching articles.