Abstract
Previously, an unbiased estimator of the generalization error called the subspace information criterion (SIC) was proposed for a finite dimensional reproducing kernel Hilbert space (RKHS). In this paper, we extend SIC so that it can be applied to any RKHSs including infinite dimensional ones. Computer simulations show that the extended SIC works well in ridge parameter selection.
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Sugiyama, M., Müller, KR. (2002). Selecting Ridge Parameters in Infinite Dimensional Hypothesis Spaces. In: Dorronsoro, J.R. (eds) Artificial Neural Networks — ICANN 2002. ICANN 2002. Lecture Notes in Computer Science, vol 2415. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-46084-5_86
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DOI: https://doi.org/10.1007/3-540-46084-5_86
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