Presentation 2007-01-25
Adaptive Ridge Learning in Kernel Eigenspace and Its Model Selection
Shun GOKITA, Masashi SUGIYAMA, Keisuke SAKURAI,
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Abstract(in English) In order to obtain better learning results in supervised learning, it is important to choose model parameters appropriately. Model selection is usually carried out by preparing a finite set of model candidates, estimating a generalization error for each candidate, and choosing the best one from the candidates. If the number of candidates is increased in this procedure, the optimization quality may be improved. However, this in turn increases the computational cost. In this paper, we focus on a generalization error estimator called the regularized subspace information criterion and derive an analytic form of the optimal model parameter over a set of infinitely many model candidates. This allows us to maximize the optimization quality with the computational cost kept moderate.
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Keyword(in English) supervised learning / generalization error / model selection / regularized subspace information criterion
Paper # NC2006-97
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Committee NC
Conference Date 2007/1/18(1days)
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Language ENG
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Adaptive Ridge Learning in Kernel Eigenspace and Its Model Selection
Sub Title (in English)
Keyword(1) supervised learning
Keyword(2) generalization error
Keyword(3) model selection
Keyword(4) regularized subspace information criterion
1st Author's Name Shun GOKITA
1st Author's Affiliation Department of Computer Science, Tokyo Institute of Technology()
2nd Author's Name Masashi SUGIYAMA
2nd Author's Affiliation Department of Computer Science, Tokyo Institute of Technology
3rd Author's Name Keisuke SAKURAI
3rd Author's Affiliation Department of Computational Intelligence and Systems Science, Tokyo Institute of Technology
Date 2007-01-25
Paper # NC2006-97
Volume (vol) vol.106
Number (no) 500
Page pp.pp.-
#Pages 6
Date of Issue