Lattice point sets for deterministic learning and approximate optimization problems
Academic Article
Publication Date:
2010
abstract:
In this brief, the use of lattice point sets (LPSs) is investigated in the context of general learning problems (including function estimation and dynamic optimization), in the case where the classic empirical risk minimization (ERM) principle is considered and there is freedom to choose the sampling points of the input space. Here it is proved that convergence of the ERM principle is guaranteed when LPSs are employed as training sets for the learning procedure, yielding up to a superlinear convergence rate under some regularity hypotheses on the involved functions. Preliminary simulation results are also provided.
Iris type:
01.01 Articolo in rivista
Keywords:
Approximate optimization; deterministic learning; empirical risk minimization (ERM); lattice point sets (LPSs)
List of contributors:
Cervellera, Cristiano
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