Sparse Machine Learning in Banach Spaces.

The aim of this expository paper is to explain to graduate students and beginning researchers in the field of mathematics, statistics and engineering the fundamental concept of sparse machine learning in Banach spaces. In particular, we use binary classification as an example to explain the essence of learning in a reproducing kernel Hilbert space and sparse learning in a reproducing kernel Banach space (RKBS). We then utilize the Banach space to illustrate the basic concepts of the RKBS in an elementary yet rigorous fashion. This paper reviews existing results in the author's perspectives to reflect the state of the art of the field of sparse learning, and includes new theoretical observations on the RKBS. Several open problems critical to the theory of the RKBS are also discussed at the end of this paper.