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In statistical learning theory, a representer theorem is any of several related results stating that a minimizer of a regularized empirical risk function defined over a reproducing kernel Hilbert space can be represented as a finite linear combination of kernel products evaluated on the input points in the training set data. ==Formal Statement== The following Representer Theorem and its proof are due to Schölkopf, Herbrich, and Smola: Theorem: Let be a nonempty set and a positive-definite real-valued kernel on with corresponding reproducing kernel Hilbert space . Given a training sample , a strictly monotonically increasing real-valued function , and an arbitrary empirical risk function , then for any satisfying : admits a representation of the form: : where for all . Proof: Define a mapping : (so that is itself a map ). Since is reproducing kernel, then : where is the inner product on . Given any , one can use orthogonal projection to decompose any into a sum of two function, one lying in , and the other lying in the orthogonal complement: : where for all . The above orthogonal decomposition and the reproducing property together show that applying to any training point produces : which we observe is independent of . Consequently, the value of the empirical risk in ( *) is likewise independent of . For the second term (the regularization term), since is orthogonal to and is strictly monotonic, we have : Therefore setting does not affect the first term of ( *), while it strictly decreasing the second term. Consequently, any minimizer in ( *) must have , i.e., it must be of the form : which is the desired result. 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Representer theorem」の詳細全文を読む スポンサード リンク
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