Learning Rate for Convex Support Tensor Machines.

Lian, Heng · IEEE Trans Neural Netw Learn Syst · 2021

basic_science · Level V

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Abstract

Tensors are increasingly encountered in prediction problems. We extend previous results for high-dimensional least-squares convex tensor regression to classification problems with a hinge loss and establish its asymptotic statistical properties. Based on a general convex decomposable penalty, the rate depends on both the intrinsic dimension and the Rademacher complexity of the class of linear functions of tensor predictors.