Papers โ€บ Improved Kernel Alignment Regret Bound for Online Kernel Learning

Improved Kernel Alignment Regret Bound for Online Kernel Learning

26 Dec 2022arXiv:2212.12989archive 2025-07-28

Junfan Li, Shizhong Liao

In this paper, we improve the kernel alignment regret bound for online kernel learning in the regime of the Hinge loss function. Previous algorithm achieves a regret of O((๐’œ_TTlnT)^(1/4)) at a computational complexity (space and per-round time) of O(โˆš(๐’œ_TTlnT)), where ๐’œ_T is called \textit{kernel alignment}. We propose an algorithm whose regret bound and computational complexity are better than previous results. Our results depend on the decay rate of eigenvalues of the kernel matrix. If the eigenvalues of the kernel matrix decay exponentially, then our algorithm enjoys a regret of O(โˆš(๐’œ_T)) at a computational complexity of O(lnยฒT). Otherwise, our algorithm enjoys a regret of O((๐’œ_TT)^(1/4)) at a computational complexity of O(โˆš(๐’œ_TT)). We extend our algorithm to batch learning and obtain a O(1/Tโˆš(๐”ผ[๐’œ_T])) excess risk bound which improves the previous O(1/โˆš(T)) bound.

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