Learning rates of regression with q-norm loss and threshold

Abstract

This paper studies some robust regression problems associated with the q-norm loss (q ≥ 1) and the ǫ-insensitive q-norm loss in the reproducing kernel Hilbert space. We establish a variance-expectation bound under a priori noise condition on the conditional distribution, which is the key technique to measure the error bound. Explicit learning rates will be given under the approximation ability assumptions on the reproducing kernel Hilbert space.