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.

Lattice point sets for deterministic learning and approximate optimization problems

Cristiano Cervellera
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.
2010
Istituto di Studi sui Sistemi Intelligenti per l'Automazione - ISSIA - Sede Bari
Approximate optimization
deterministic learning
empirical risk minimization (ERM)
lattice point sets (LPSs)
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14243/29543
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