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Efficient cross-validation for kernelized least-squares regression with sparse basis expansions
DOI:10.1007/s10994-012-5287-6.png)
摘要
En 中文
We propose an efficient algorithm for calculating hold-out and cross-validation (CV) type of estimates for sparse regularized least-squares predictors. Holding out H data points with our method requires O(min(H (2) n,Hn (2))) time provided that a predictor with n basis vectors is already trained. In addition to holding out training examples, also some of the basis vectors used to train the sparse regularized least-squares predictor with the whole training set can be removed from the basis vector set used in the hold-out computation. In our experiments, we demonstrate the speed improvements provided by our algorithm in practice, and we empirically show the benefits of removing some of the basis vectors during the CV rounds.
Keyword:
Hold-out
Cross-validation
Regularized least-squares
Least-squares support vector machine
Kernel methods
Sparse basis expansions
期刊
IF:
2.9
论文数:
2.7K
被引数:
3.4W
机构
引用论文
Fast exact leave-one-out cross-validation of sparse least-squares support vector machines稀疏最小二乘支持向量机的快速精确留一交叉验证
NEURAL NETWORKS
IF6.3
Matrix representations, linear transformations, and kernels for disambiguation in natural language
MACHINE LEARNING
IF2.9

