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IEICE TRANSACTIONS on Fundamentals

A Fast Cross-Validation Algorithm for Kernel Ridge Regression by Eigenvalue Decomposition

Akira TANAKA, Hideyuki IMAI

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Summary :

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.

Publication
IEICE TRANSACTIONS on Fundamentals Vol.E102-A No.9 pp.1317-1320
Publication Date
2019/09/01
Publicized
Online ISSN
1745-1337
DOI
10.1587/transfun.E102.A.1317
Type of Manuscript
LETTER
Category
Numerical Analysis and Optimization

Authors

Akira TANAKA
  Hokkaido University
Hideyuki IMAI
  Hokkaido University

Keyword