共查询到20条相似文献，搜索用时 78 毫秒
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
Support vector machines regression (SVMR) is an important tool in many machine learning applications. In this paper, we focus on the theoretical understanding of SVMR based on the insensitive loss. For fixed ??≥?0 and general data generating distributions, we show that the minimizer of the expected risk for insensitive loss used in SVMR is a set-valued function called conditional median. We then establish a calibration inequality of insensitive loss under a noise condition on the conditional distributions. This inequality also ensures us to present a nontrivial variance-expectation bound for insensitive loss, and which is known to be important in statistical analysis of the regularized learning algorithms. With the help of the calibration inequality and variance-expectation bound, we finally derive an explicit learning rate for SVMR in some space. 相似文献
16.
17.
18.
《Journal of The Franklin Institute》2019,356(10):5222-5239
This paper deals with the feedback Stackelberg strategies for the discrete-time mean-field stochastic systems in infinite horizon. The optimal control problem of the follower is first studied. Employing the discrete-time linear quadratic (LQ) mean-field stochastic optimal control theory, the sufficient conditions for the solvability of the optimization of the follower are presented and the optimal control is obtained based on the stabilizing solutions of two coupled generalized algebraic Riccati equations (GAREs). Then, the optimization of the leader is transformed into a constrained optimal control problem. Applying the Karush-Kuhn-Tucker (KKT) conditions, the necessary conditions for the existence and uniqueness of the Stackelberg strategies are derived and the Stackelberg strategies are expressed as linear feedback forms involving the state and its mean based on the solutions of a set of cross-coupled stochastic algebraic equations (CSAEs). An iterative algorithm is put forward to calculate efficiently the solutions of the CSAEs. Finally, an example is solved to show the effectiveness of the proposed algorithm. 相似文献
19.