Learning With Kernels: A Local Rademacher Complexity-Based Analysis With Application to Graph Kernels

When dealing with kernel methods, one has to decide which kernel and which values for the hyperparameters to use. Resampling techniques can address this issue but these procedures are time-consuming. This problem is particularly challenging when dealing with structured data, in particular with graphs, since several kernels for graph data have been proposed in literature, but no clear relationship among them in terms of learning properties is defined. In these cases, exhaustive search seems to be the only reasonable approach. Recently, the global Rademacher complexity (RC) and local Rademacher complexity (LRC), two powerful measures of the complexity of a hypothesis space, have shown to be suited for studying kernels properties. In particular, the LRC is able to bound the generalization error of an hypothesis chosen in a space by disregarding those ones which will not be taken into account by any learning procedure because of their high error. In this paper, we show a new approach to efficiently bound the RC of the space induced by a kernel, since its exact computation is an NP-Hard problem. Then we show for the first time that RC can be used to estimate the accuracy and expressivity of different graph kernels under different parameter configurations. The authors' claims are supported by experimental results on several real-world graph data sets.