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On regularized polynomial functional regression

Authors :
Holzleitner, Markus
Pereverzyev, Sergei
Source :
Journal of Complexity, Volume 83, August 2024, 101853
Publication Year :
2023

Abstract

This article offers a comprehensive treatment of polynomial functional regression, culminating in the establishment of a novel finite sample bound. This bound encompasses various aspects, including general smoothness conditions, capacity conditions, and regularization techniques. In doing so, it extends and generalizes several findings from the context of linear functional regression as well. We also provide numerical evidence that using higher order polynomial terms can lead to an improved performance.<br />Comment: 26 pages

Details

Database :
arXiv
Journal :
Journal of Complexity, Volume 83, August 2024, 101853
Publication Type :
Report
Accession number :
edsarx.2311.03036
Document Type :
Working Paper
Full Text :
https://doi.org/10.1016/j.jco.2024.101853