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تسجيل مستخدم جديدStatistical Learnability of Generalized Additive Models based on Total Variation Regularization
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Shin Matsushima
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A generalized additive model (GAM, Hastie and Tibshirani (1987)) is a nonparametric model by the sum of univariate functions with respect to each explanatory variable, i.e., $f({mathbf x}) = sum f_j(x_j)$, where $x_jinmathbb{R}$ is $j$-th component of a sample ${mathbf x}in mathbb{R}^p$. In this paper, we introduce the total variation (TV) of a function as a measure of the complexity of functions in $L^1_{rm c}(mathbb{R})$-space. Our analysis shows that a GAM based on TV-regularization exhibits a Rademacher complexity of $O(sqrt{frac{log p}{m}})$, which is tight in terms of both $m$ and $p$ in the agnostic case of the classification problem. In result, we obtain generalization error bounds for finite samples according to work by Bartlett and Mandelson (2002).
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