A fast cross-validation algorithm for model selection in kernel ridge regression problems is proposed, which is aiming to further reduce the computational cost of the algorithm proposed by An et al. by eigenvalue decomposition of a Gram matrix.
Akira TANAKA
Hokkaido University
Hideyuki IMAI
Hokkaido University
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Akira TANAKA, Hideyuki IMAI, "A Fast Cross-Validation Algorithm for Kernel Ridge Regression by Eigenvalue Decomposition" in IEICE TRANSACTIONS on Fundamentals,
vol. E102-A, no. 9, pp. 1317-1320, September 2019, doi: 10.1587/transfun.E102.A.1317.
Abstract: A fast cross-validation algorithm for model selection in kernel ridge regression problems is proposed, which is aiming to further reduce the computational cost of the algorithm proposed by An et al. by eigenvalue decomposition of a Gram matrix.
URL: https://global.ieice.org/en_transactions/fundamentals/10.1587/transfun.E102.A.1317/_p
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@ARTICLE{e102-a_9_1317,
author={Akira TANAKA, Hideyuki IMAI, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={A Fast Cross-Validation Algorithm for Kernel Ridge Regression by Eigenvalue Decomposition},
year={2019},
volume={E102-A},
number={9},
pages={1317-1320},
abstract={A fast cross-validation algorithm for model selection in kernel ridge regression problems is proposed, which is aiming to further reduce the computational cost of the algorithm proposed by An et al. by eigenvalue decomposition of a Gram matrix.},
keywords={},
doi={10.1587/transfun.E102.A.1317},
ISSN={1745-1337},
month={September},}
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TY - JOUR
TI - A Fast Cross-Validation Algorithm for Kernel Ridge Regression by Eigenvalue Decomposition
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 1317
EP - 1320
AU - Akira TANAKA
AU - Hideyuki IMAI
PY - 2019
DO - 10.1587/transfun.E102.A.1317
JO - IEICE TRANSACTIONS on Fundamentals
SN - 1745-1337
VL - E102-A
IS - 9
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - September 2019
AB - A fast cross-validation algorithm for model selection in kernel ridge regression problems is proposed, which is aiming to further reduce the computational cost of the algorithm proposed by An et al. by eigenvalue decomposition of a Gram matrix.
ER -