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| Presentation | 2011-03-03 13:30 Model Selection with Low Computational Costs in Kernel Ridge Regression Toru Takei, Akira Tanaka, Masaaki Miyakoshi (Hokkaido Univ.)  CAS2010-133 SIP2010-149 CS2010-103 |
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| Abstract | (in Japanese) | (See Japanese page) |
| (in English) | In kernel ridge regression with a given class of parameterized kernels, it is necessary to select a kernel parameter and the ridge parameter. Cross-varidation is often used as a method for selecting them. However, this method requires large computational costs since it needs full search for the two parameters. In this paper, we propose a new method for selecting the two parameters successively. Our method selects a kernel parameter based on an evaluation of the error between an unknown true function and a model space, and selects the ridge parameter by using the subspace information criterion (SIC). Numerical experiments shows that computational costs in the proposed method are reduced compared with leave-one-out cross-varidation. |
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| Keyword | (in Japanese) | (See Japanese page) |
| (in English) | kernel ridge regression / kernel parameter / ridge parameter / subspace information criterion / cross-varidation / / / | |
| Reference Info. | IEICE Tech. Rep., vol. 110, no. 440, SIP2010-149, pp. 185-190, March 2011. | |
| Paper # | SIP2010-149 | |
| Date of Issue | 2011-02-24 (CAS, SIP, CS) | |
| ISSN | Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 | |
| Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) | |
| Download PDF | CAS2010-133 SIP2010-149 CS2010-103 |
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| Conference Information | |
| Committee | CS SIP CAS |
| Conference Date | 2011-03-03 - 2011-03-04 |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Ohhamanobumoto memorial hall (Ishigaki)( |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | Network Processor, Signal Processing for Communications, Wireless LAN/PAN, etc. |
| Paper Information | |
| Registration To | SIP |
| Conference Code | 2011-03-CS-SIP-CAS |
| Language | Japanese |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Model Selection with Low Computational Costs in Kernel Ridge Regression |
| Sub Title (in English) | |
| Keyword(1) | kernel ridge regression |
| Keyword(2) | kernel parameter |
| Keyword(3) | ridge parameter |
| Keyword(4) | subspace information criterion |
| Keyword(5) | cross-varidation |
| Keyword(6) | |
| Keyword(7) | |
| Keyword(8) | |
| 1st Author's Name | Toru Takei |
| 1st Author's Affiliation | Hokkaido University (Hokkaido Univ.) |
| 2nd Author's Name | Akira Tanaka |
| 2nd Author's Affiliation | Hokkaido University (Hokkaido Univ.) |
| 3rd Author's Name | Masaaki Miyakoshi |
| 3rd Author's Affiliation | Hokkaido University (Hokkaido Univ.) |
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| Speaker | Author-1 |
| Date Time | 2011-03-03 13:30:00 |
| Presentation Time | 20 minutes |
| Registration for | SIP |
| Paper # | CAS2010-133, SIP2010-149, CS2010-103 |
| Volume (vol) | vol.110 |
| Number (no) | no.439(CAS), no.440(SIP), no.441(CS) |
| Page | pp.185-190 |
| #Pages | 6 |
| Date of Issue | 2011-02-24 (CAS, SIP, CS) |
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