A note on the regularization algorithm

Abstract

Regularization Algorithm (also called Regularization Network) is a technique for solving problems of learning from examples - in particular, the problem of approximating a multivariate function from sparse data. We analyze behavior of Regularization Algorithm for regularizator parameter equal to zero. We propose an approximative version of algorithm in order to overcome the computational cost for large data sets. We give proof of convergence and estimation for error of approximation.