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Poster
A Risk Minimization Principle for a Class of Parzen Estimators
Kristiaan Pelckmans · Johan Suykens · Bart De Moor

Tue Dec 04 10:30 AM -- 10:40 AM (PST) @
This paper explores the use of a Maximal Average Margin (MAM) optimality principle for the design of learning algorithms. It is shown that the application of this risk minimization principle results in a class of (computationally) simple learning machines similar to the classical Parzen window classifier. A direct relation with the Rademacher complexities is established, as such facilitating analysis and providing a notion of certainty of prediction. This analysis is related to Support Vector Machines by means of a margin transformation. The power of the MAM principle is illustrated further by application to ordinal regression tasks, resulting in an $O(n)$ algorithm able to process large datasets in reasonable time.

Author Information

Kristiaan Pelckmans (Uppsala University)
Johan Suykens (KU Leuven)
Bart De Moor

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