Efficient cross-validation for kernelized least-squares regression with sparse basis expansions

DOI10.1007/S10994-012-5287-6MaRDI QIDQ439007zbMATH OpenOpenAlexFDO

Authors Tapio Pahikkala, Hanna Suominen, Jorma Boberg

Publication date 31 July 2012

Published in Machine Learning (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10994-012-5287-6

zbMATH Keywords

cross-validationkernel methodshold-outleast-squares support vector machineregularized least-squaressparse basis expansions

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

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• Efficient leave-\(m\)-out cross-validation of support vector regression by generalizing decremental algorithm
• Fast cross-validation algorithms for least squares support vector machine and kernel ridge regression
• Fast exact leave-one-out cross-validation of sparse least-squares support vector machines
• In defense of one-vs-all classification
• Inference for the generalization error
• Kernel matching pursuit
• Matrix Analysis
• Matrix representations, linear transformations, and kernels for disambiguation in natural language
• Optimized fixed-size kernel models for large data sets
• Regularization algorithms for learning that are equivalent to multilayer networks
• Stability of randomized learning algorithms
• Ten More Years of Error Rate Research

Cited in

(6)

• Fast Generalized Cross-Validation Algorithm for Sparse Model Learning
• Fast exact leave-one-out cross-validation of sparse least-squares support vector machines
• On Cross-Validation for Sparse Reduced Rank Regression
• On cross-validation in kernel and partitioning regression estimation.
• Fast cross-validation algorithms for least squares support vector machine and kernel ridge regression
• Hyper-parameter selection for sparse LS-SVM via minimization of its localized generalization error

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