Coefficient Dependent Regularization Regression with Indefinite Kernels for Streaming Data.

Regularization regression learning scheme finds its powerful applications in many areas, such as Computer science, manufacturing engineering, economic decision making, etc. In this paper, the indefinite kernel based coefficient dependent regularization algorithm for block-wise streaming data is proposed, and learning performance of this algorithm is studied by bounding the learning error. Our learning scheme works in an online and weighted average manner. The total error is decomposed into weighted average of local variance error and weighted average of local bias error. By the kernel decompose and integral operator method, satisfied error bound and learning rates are derived. Our error analysis shows that mild growth of the sizes of data block and the underregularization strategy can guarantee the convergence of the learning scheme. [ABSTRACT FROM AUTHOR]