The entropy regularization information criterion

Effective methods of capacity control via uniform convergence bounds for function expansions have been largely limited to Support Vector ma (cid: 173) chines, where good bounds are obtainable by the entropy number ap (cid: 173) proach. We extend these methods to systems with expansions in terms of arbitrary (parametrized) basis functions and a wide range of regulariza (cid: 173) tion methods covering the whole range of general linear additive models. This is achieved by a data dependent analysis of the eigenvalues of the corresponding design matrix.