Complexity Regularization with Application to Artificial Neural Networks
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TL;DR
This paper defines general complexity regularization criteria and establishes bounds on the statistical risk of the estimated functions and establishes consistency, yield rates of convergence, and the near asymptotic optimality of the model selection criterion in both parametric and nonparametric cases.
Abstract
Concepts of universal data compression lead to minimum description-length criteria for parsimonious statistical model selection for the estimation of functions. In this paper we define general complexity regularization criteria and establish bounds on the statistical risk of the estimated functions. These bounds establish consistency, yield rates of convergence, and demonstrate the near asymptotic optimality of the model selection criterion in both parametric and nonparametric cases. A fundamental role is played by an index of resolvability that quantifies the tradeoff between complexity and accuracy of candidate models. Applications are given to polynomial regression and artificial neural networks.
