Optimal learning rates for least squares SVMs using Gaussian kernels

Part of Advances in Neural Information Processing Systems 24 (NIPS 2011)

Authors

Mona Eberts, Ingo Steinwart

Abstract

We prove a new oracle inequality for support vector machines with Gaussian RBF kernels solving the regularized least squares regression problem. To this end, we apply the modulus of smoothness. With the help of the new oracle inequality we then derive learning rates that can also be achieved by a simple data-dependent parameter selection method. Finally, it turns out that our learning rates are asymptotically optimal for regression functions satisfying certain standard smoothness conditions.