Iterative Regularization via Early Stopping

Lorenzo Rosasco

Description
We discuss regularization methods beyond Tikhonov regularization, and in particular early stopping.

Class Reference Matterial
Chapter 5 - Regularization: Beyond Penalization,
L. Rosasco, T. Poggio, A Regularization Tour of Machine Learning, MIT-9.520 Lectures Notes (book draft), 2015.

Note: The course notes, in the form of the book draft circulated is the reference material for this class.
Related and older material for this class can be accessed through the link for the previous year offerings of the course.
Further Reading

Frank Bauer, Sergei Pereverzev, and Lorenzo Rosasco. On Regularization Algorithms in Learning Theory. Journal of complexity, 23(1):52-72, 2007.

Lo Gerfo, Lorenzo Rosasco, Francesca Odone, E Vito, and Alessandro Verri. Spectral Algorithms for Supervised Learning. Neural Computation, 20(7):1873-1897, 2008.

Yuan Yao, Lorenzo Rosasco, and Andrea Caponnetto. On Early Stopping in Gradient Descent Learning. Constructive Approximation, 26(2):289-315, Aug. 2007.