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Jan, 2015
随机化草图用于核回归:快速和最优非参数回归
Randomized sketches for kernels: Fast and optimal non-parametric regression
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Yun Yang, Mert Pilanci, Martin J. Wainwright
TL;DR
本文研究了基于随机矩阵的核岭回归近似方法,证明了可以仅仅选择与统计维度成比例的投影维度来保持最小极值,从而实现了快速和极小极值的非参数回归估计。
Abstract
kernel ridge regression
(KRR) is a standard method for performing
non-parametric regression
over reproducing kernel Hilbert spaces. Given $n$ samples, the time and space complexity of computing the KRR estimate s
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