Online Regularized Learning Algorithms in RKHS with $β$- and $φ$-Mixing Sequences
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Abstract
In this paper, we study an online regularized learning algorithm in a reproducing kernel Hilbert spaces (RKHS) based on a class of dependent processes. We choose such a process where the degree of dependence is measured by mixing coefficients. As a representative example, we analyze a strictly stationary Markov chain, where the dependence structure is characterized by the \(φ\)- and \(β\)-mixing coefficients. Under these assumptions, we derive probabilistic upper bounds as well as convergence rates for both the exponential and polynomial decay of the mixing coefficients.
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