Choosing shape parameters for regression in reproducing kernel Hilbert space and variable selection

DOI10.1080/10485252.2023.2164890MaRDI QIDQ6050675

Efang Kong, Xin Tan, Yingcun Xia

Publication date: 19 September 2023

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://figshare.com/articles/journal_contribution/Choosing_shape_parameters_for_regression_in_reproducing_kernel_Hilbert_space_and_variable_selection/21864118

zbMATH Keywords

variable selectionoracle propertyreproducing kernel Hilbert space (RKHS)kernel ridge regression (KRR)general Gaussian RBF kernel

Mathematics Subject Classification ID

Nonparametric inference (62Gxx)

Cites Work

• Unnamed Item
• Component selection and smoothing in multivariate nonparametric regression
• Kernel methods in machine learning
• Variable selection in nonparametric additive models
• Multivariate adaptive regression splines
• Tuning of the hyperparameters for \(L2\)-loss SVMs with the RBF kernel by the maximum-margin principle and the jackknife technique
• Optimal learning with anisotropic Gaussian SVMs
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Sparse Additive Models
• Theory of Reproducing Kernels

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