In this paper we establish bounds on random entropy numbers of balls of reproducing kernel Hilbert spaces in terms of both eigenvalues of the associated integral operator and deterministic entropy numbers. We then use this bound to establish a new oracle inequality for support vector machines and show that this new oracle inequality is superior over existing oracle inequalities.
I. Steinwart, Some Bounds on Random Entropy Numbers with an Application to Support Vector Machines. Los Alamos National Laboratory Technical Report LA-UR-08-3251, submitted for publication, 2008. [ Abstract | PDF (202 KB) ]
