A Fast Cross-Validation Algorithm for Kernel Ridge Regression by Eigenvalue Decomposition

被引：3
|
作者：
Tanaka, Akira [1 ]
Imai, Hideyuki [1 ,2 ]
机构：
[1] Hokkaido Univ, Fac Informat Sci & Technol, Sapporo, Hokkaido 0600814, Japan
[2] Hokkaido Univ, Global Stn Big Data & Cyber Secur, Sapporo, Hokkaido 0600814, Japan
来源：
IEICE TRANSACTIONS ON FUNDAMENTALS OF ELECTRONICS COMMUNICATIONS AND COMPUTER SCIENCES | 2019年 / E102A卷 / 09期
关键词：
kernel ridge regression; model selection; hyperparameter; cross-validation;
D O I：
10.1587/transfun.E102.A.1317
中图分类号：
TP3 [计算技术、计算机技术];
学科分类号：
0812 ;
摘要：
A fast cross-validation algorithm for model selection in kernel ridge regression problems is proposed, which is aiming to further reduce the computational cost of the algorithm proposed by An et al. by eigenvalue decomposition of a Gram matrix.
引用
收藏
页码：1317 / 1320
页数：4
相关论文
共 50 条
  • [1] Fast cross-validation algorithms for least squares support vector machine and kernel ridge regression
    An, Senjian
    Liu, Wanquan
    Venkatesh, Svetha
    [J]. PATTERN RECOGNITION, 2007, 40 (08) : 2154 - 2162
  • [2] KERNEL RIDGE REGRESSION WITH AUTOCORRELATION PRIOR: OPTIMAL MODEL AND CROSS-VALIDATION
    Tanaka, Akira
    Imai, Hideyuki
    [J]. 2020 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, 2020, : 3872 - 3876
  • [3] CROSS-VALIDATION AND OPTIMUM RIDGE REGRESSION
    GOLUB, GH
    HEATH, M
    WAHBA, G
    [J]. SIAM REVIEW, 1976, 18 (04) : 806 - 806
  • [4] ON THE CONSISTENCY OF CROSS-VALIDATION IN KERNEL NONPARAMETRIC REGRESSION
    WONG, WH
    [J]. ANNALS OF STATISTICS, 1983, 11 (04): : 1136 - 1141
  • [5] On cross-validation in kernel and partitioning regression estimation
    Walk, H
    [J]. STATISTICS & PROBABILITY LETTERS, 2002, 59 (02) : 113 - 123
  • [6] AN EFFICIENT CROSS-VALIDATION ALGORITHM FOR WINDOW WIDTH SELECTION FOR NONPARAMETRIC KERNEL REGRESSION
    RACINE, J
    [J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 1993, 22 (04) : 1107 - 1114
  • [7] Approximate l-fold Cross-Validation with Least Squares SVM and Kernel Ridge Regression
    Edwards, Richard E.
    Zhang, Hao
    Parker, Lynne E.
    New, Joshua R.
    [J]. 2013 12TH INTERNATIONAL CONFERENCE ON MACHINE LEARNING AND APPLICATIONS (ICMLA 2013), VOL 1, 2013, : 58 - 64
  • [8] USE OF THE BOOTSTRAP AND CROSS-VALIDATION IN RIDGE-REGRESSION
    DELANEY, NJ
    CHATTERJEE, S
    [J]. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 1986, 4 (02) : 255 - 262
  • [9] Fast Cross-validation for Multi-penalty High-dimensional Ridge Regression
    van de Wiel, Mark A.
    van Nee, Mirrelijn M.
    Rauschenberger, Armin
    [J]. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 2021, 30 (04) : 835 - 847
  • [10] Fast cross-validation of Kernel Fisher Discriminant classifiers
    An, SJ
    Liu, WQ
    Venkatesh, S
    [J]. ICMLA 2005: FOURTH INTERNATIONAL CONFERENCE ON MACHINE LEARNING AND APPLICATIONS, PROCEEDINGS, 2005, : 22 - 27
12345