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    • 2. 发明授权
    • Regularized least squares classification or regression with leave-one-out (LOO) error
    • 正则化最小二乘法分类或回归与离开(LOO)错误
    • US07685080B2
    • 2010-03-23
    • US11535921
    • 2006-09-27
    • Ryan RifkinRoss Lippert
    • Ryan RifkinRoss Lippert
    • G06E1/00
    • G06K9/6215G06K9/6256G06K9/6269G06N99/005
    • Techniques are disclosed that implement algorithms for rapidly finding the leave-one-out (LOO) error for regularized least squares (RLS) problems over a large number of values of the regularization parameter λ. Algorithms implementing the techniques use approximately the same time and space as training a single regularized least squares classifier/regression algorithm. The techniques include a classification/regression process suitable for moderate sized datasets, based on an eigendecomposition of the unregularized kernel matrix. This process is applied to a number of benchmark datasets, to show empirically that accurate classification/regression can be performed using a Gaussian kernel with surprisingly large values of the bandwidth parameter σ. It is further demonstrated how to exploit this large σ regime to obtain a linear-time algorithm, suitable for large datasets, that computes LOO values and sweeps over λ.
    • 公开了一种实现用于在正则化参数λ的大量值上快速找到正则化最小二乘(RLS)问题的离开一(LOO)误差的算法。 实现这些技术的算法使用与训练单个正则化最小二乘法分类器/回归算法大致相同的时间和空间。 这些技术包括适用于中等尺寸数据集的分类/回归过程,基于非规则化核心矩阵的特征分解。 该过程被应用于许多基准数据集,从经验上可以看出,可以使用具有令人惊讶的较大带宽参数值的高斯核进行准确的分类/回归。 进一步证明了如何利用这个大型的 获得线性时间算法,适用于计算LOO值并扫过λ的大数据集。
    • 3. 发明申请
    • REGULARIZED LEAST SQUARES CLASSIFICATION/REGRESSION
    • 常规最小二乘法分类/回归
    • US20070094180A1
    • 2007-04-26
    • US11535921
    • 2006-09-27
    • Ryan RifkinRoss Lippert
    • Ryan RifkinRoss Lippert
    • G06F15/18
    • G06K9/6215G06K9/6256G06K9/6269G06N99/005
    • Techniques are disclosed that implement algorithms for rapidly finding the leave-one-out (LOO) error for regularized least squares (RLS) problems over a large number of values of the regularization parameter λ. Algorithms implementing the techniques use approximately the same time and space as training a single regularized least squares classifier/regression algorithm. The techniques include a classification/regression process suitable for moderate sized datasets, based on an eigendecomposition of the unregularized kernel matrix. This process is applied to a number of benchmark datasets, to show empirically that accurate classification/regression can be performed using a Gaussian kernel with surprisingly large values of the bandwidth parameter σ. It is further demonstrated how to exploit this large σ regime to obtain a linear-time algorithm, suitable for large datasets, that computes LOO values and sweeps over λ.
    • 公开了一种实现用于在正则化参数λ的大量值上快速找到正则化最小二乘(RLS)问题的离开一(LOO)误差的算法。 实现这些技术的算法使用与训练单个正则化最小二乘法分类器/回归算法大致相同的时间和空间。 这些技术包括适用于中等尺寸数据集的分类/回归过程,基于非规则化核心矩阵的特征分解。 这个过程被应用于许多基准数据集,从经验上可以看出,使用具有惊人的大值带宽参数sigma的高斯核可以执行准确的分类/回归。 进一步证明了如何利用这个大的sigma方案获得一个线性时间算法,适用于计算LOO值并扫过λ的大型数据集。