When is there a representer theorem? Vector versus matrix regularizers

By Andreas Argyriou, Charles A. Micchelli, Massimiliano Pontil. 2008

174 citations recorded by the source corpus.

We consider a general class of regularization methods which learn a vector of parameters on the basis of linear measurements. It is well known that if the regularizer is a nondecreasing function of the L2 norm, then the learned vector is a linear combination of the input data. This result, known as the representer theorem, lies at the basis of kernel-based methods in machine learning. In this paper, we prove the necessity of the above condition, in the case of differentiable regularizers. We further extend our analysis to regularization methods which learn a matrix, a problem which is motivated by the application to multi-task learning. In this context, we study a more general representer theorem, which holds for a larger class of regularizers. We provide a necessary and sufficient condition characterizing this class of matrix regularizers and we highlight some concrete examples of practical importance. Our analysis uses basic principles from matrix theory, especially the useful notion of matrix nondecreasing functions.

Subfields: Computational Mechanics, Control and Systems Engineering, Mathematical Physics

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The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Computational Mechanics

  1. Yu Zhang
  2. Qiang Yang
  3. Bernardino Romera-Paredes
  4. Massimiliano Pontil
  5. Xiao-Lei Zhang
  6. Hal Daumé Iii
  7. Charles A. Micchelli
  8. Philip H. S. Torr

In Control and Systems Engineering

  1. Xiao-Lei Zhang
  2. Qiang Yang
  3. Philip H. S. Torr
  4. Bernardino Romera-Paredes
  5. Charles A. Micchelli
  6. Bernhard Schölkopf
  7. Yu Zhang
  8. Massimiliano Pontil

In Mathematical Physics

  1. Xiao-Lei Zhang
  2. Bernardino Romera-Paredes
  3. Qiang Yang
  4. Yu Zhang
  5. Massimiliano Pontil
  6. Philip H. S. Torr
  7. Charles A. Micchelli
  8. Andreas Argyriou

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