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research article

Multikernel Regression with Sparsity Constraint

Aziznejad, Shayan  
•
Unser, Michael  
January 1, 2021
Siam Journal On Mathematics Of Data Science

In this paper, we provide a Banach-space formulation of supervised learning with generalized total-variation (gTV) regularization. We identify the class of kernel functions that are admissible in this framework. Then, we propose a variation of supervised learning in a continuous-domain hybrid search space with gTV regularization. We show that the solution admits a multikernel expansion with adaptive positions. In this representation, the number of active kernels is upper-bounded by the number of data points while the gTV regularization imposes an l(1) penalty on the kernel coefficients. Finally, we illustrate numerically the outcome of our theory.

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