On Early Stopping in Gradient Descent Learning
Publication type: Journal Article
Publication date: 2007-04-04
scimago Q1
wos Q1
SJR: 1.871
CiteScore: 5.0
Impact factor: 1.2
ISSN: 01764276, 14320940
General Mathematics
Computational Mathematics
Analysis
Abstract
In this paper we study a family of gradient descent algorithms to approximate the regression function from reproducing kernel Hilbert spaces (RKHSs), the family being characterized by a polynomial decreasing rate of step sizes (or learning rate). By solving a bias-variance trade-off we obtain an early stopping rule and some probabilistic upper bounds for the convergence of the algorithms. We also discuss the implication of these results in the context of classification where some fast convergence rates can be achieved for plug-in classifiers. Some connections are addressed with Boosting, Landweber iterations, and the online learning algorithms as stochastic approximations of the gradient descent method.
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Metrics
643
Total citations:
643
Citations from 2024:
169
(26.28%)
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GOST
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Yao Y. et al. On Early Stopping in Gradient Descent Learning // Constructive Approximation. 2007. Vol. 26. No. 2. pp. 289-315.
GOST all authors (up to 50)
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Yao Y., Rosasco L., CAPONNETTO A. On Early Stopping in Gradient Descent Learning // Constructive Approximation. 2007. Vol. 26. No. 2. pp. 289-315.
Cite this
RIS
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TY - JOUR
DO - 10.1007/s00365-006-0663-2
UR - https://doi.org/10.1007/s00365-006-0663-2
TI - On Early Stopping in Gradient Descent Learning
T2 - Constructive Approximation
AU - Yao, Yuan
AU - Rosasco, Lorenzo
AU - CAPONNETTO, ANDREA
PY - 2007
DA - 2007/04/04
PB - Springer Nature
SP - 289-315
IS - 2
VL - 26
SN - 0176-4276
SN - 1432-0940
ER -
Cite this
BibTex (up to 50 authors)
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@article{2007_Yao,
author = {Yuan Yao and Lorenzo Rosasco and ANDREA CAPONNETTO},
title = {On Early Stopping in Gradient Descent Learning},
journal = {Constructive Approximation},
year = {2007},
volume = {26},
publisher = {Springer Nature},
month = {apr},
url = {https://doi.org/10.1007/s00365-006-0663-2},
number = {2},
pages = {289--315},
doi = {10.1007/s00365-006-0663-2}
}
Cite this
MLA
Copy
Yao, Yuan, et al. “On Early Stopping in Gradient Descent Learning.” Constructive Approximation, vol. 26, no. 2, Apr. 2007, pp. 289-315. https://doi.org/10.1007/s00365-006-0663-2.