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Jun, 2023
用基于梯度的优化方法解决核岭回归问题
Solving Kernel Ridge Regression with Gradient-Based Optimization Methods
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Oskar Allerbo, Rebecka Jörnsten
TL;DR
本文针对Kernel ridge regression方法的不足,提出了一种新的优化方法Kernel Gradient Flow,通过引入不同于ridge惩罚的惩罚项,以及在训练过程中减小核函数的带宽,该方法得到了更好的结果。
Abstract
kernel ridge regression
, KRR, is a non-linear generalization of linear ridge regression. Here, we introduce an equivalent formulation of the objective function of KRR, opening up both for using other penalties than the ridge
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