Kernel regression with sparse metric learning

DOI10.3233/IFS-2012-0597MaRDI QIDQ3190300zbMATH OpenFDO

Authors Rongqing Huang, S. L. Sun

Publication date 16 September 2014

Published in Journal of Intelligent & Fuzzy Systems (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1712.09001

zbMATH Keywords

kernel regressiongradient descent algorithmtraffic flow forecastingmixed norm regularizationsparse metric learning

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Learning and adaptive systems in artificial intelligence (68T05)

Abstract: Kernel regression is a popular non-parametric fitting technique. It aims at learning a function which estimates the targets for test inputs as precise as possible. Generally, the function value for a test input is estimated by a weighted average of the surrounding training examples. The weights are typically computed by a distance-based kernel function and they strongly depend on the distances between examples. In this paper, we first review the latest developments of sparse metric learning and kernel regression. Then a novel kernel regression method involving sparse metric learning, which is called kernel regression with sparse metric learning (KR$$SML), is proposed. The sparse kernel regression model is established by enforcing a mixed $(2,1)$-norm regularization over the metric matrix. It learns a Mahalanobis distance metric by a gradient descent procedure, which can simultaneously conduct dimensionality reduction and lead to good prediction results. Our work is the first to combine kernel regression with sparse metric learning. To verify the effectiveness of the proposed method, it is evaluated on 19 data sets for regression. Furthermore, the new method is also applied to solving practical problems of forecasting short-term traffic flows. In the end, we compare the proposed method with other three related kernel regression methods on all test data sets under two criterions. Experimental results show that the proposed method is much more competitive.

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Cited in

(10)

• The sparse signomial classification and regression model
• Randomized multi-scale kernels learning with sparsity constraint regularization for regression
• Robust interpolation for dispersed gas-droplet flows using statistical learning with the fully Lagrangian approach
• Adaptive metric kernel regression
• Kernel regression estimation when the regressor takes values in metric space
• Structural, Syntactic, and Statistical Pattern Recognition
• The kernel semi-least squares method for sparse distance approximation
• Significant vector learning to construct sparse kernel regression models
• On label information incorporated metric learning for regressions
• A meta-learning method to select the kernel width in support vector regression

Describes a project that uses

Uses Software

• Delve Datasets

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