BriefGPT.xyz
Nov, 2016
利用草图和预调整加速核岭回归
Faster Kernel Ridge Regression Using Sketching and Preconditioning
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Haim Avron, Kenneth L. Clarkson, David P. Woodruff
TL;DR
本文提出了一种基于随机特征图的预处理技术来加速解决核岭回归中不良条件和密集矩阵问题,可以适用于大规模数据集,实验证明该方法在一百万个训练样例的数据集中表现良好。
Abstract
random feature maps
, such as random Fourier features, have recently emerged as a powerful technique for speeding up and scaling the training of kernel-based methods such as
kernel ridge regression
. However,
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