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Paper Abstract and Keywords
Presentation 2011-03-03 13:30
Model Selection with Low Computational Costs in Kernel Ridge Regression
Toru Takei, Akira Tanaka, Masaaki Miyakoshi (Hokkaido Univ.) CAS2010-133 SIP2010-149 CS2010-103
Abstract (in Japanese) (See Japanese page) 
(in English) In kernel ridge regression with a given class of parameterized kernels, it is necessary to select a kernel parameter and the ridge parameter. Cross-varidation is often used as a method for selecting them. However, this method requires large computational costs since it needs full search for the two parameters.
In this paper, we propose a new method for selecting the two parameters successively. Our method selects a kernel parameter based on an evaluation of the error between an unknown true function and a model space, and selects the ridge parameter by using the subspace information criterion (SIC).
Numerical experiments shows that computational costs in the proposed method are reduced compared with leave-one-out cross-varidation.
Keyword (in Japanese) (See Japanese page) 
(in English) kernel ridge regression / kernel parameter / ridge parameter / subspace information criterion / cross-varidation / / /  
Reference Info. IEICE Tech. Rep., vol. 110, no. 440, SIP2010-149, pp. 185-190, March 2011.
Paper # SIP2010-149 
Date of Issue 2011-02-24 (CAS, SIP, CS) 
ISSN Print edition: ISSN 0913-5685    Online edition: ISSN 2432-6380
Copyright
and
reproduction		 All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034)
Download PDF CAS2010-133 SIP2010-149 CS2010-103

Conference Information
Committee CS SIP CAS  
Conference Date 2011-03-03 - 2011-03-04 
Place (in Japanese) (See Japanese page) 
Place (in English) Ohhamanobumoto memorial hall (Ishigaki)( 
Topics (in Japanese) (See Japanese page) 
Topics (in English) Network Processor, Signal Processing for Communications, Wireless LAN/PAN, etc. 
Paper Information
Registration To SIP 
Conference Code 2011-03-CS-SIP-CAS 
Language Japanese 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) Model Selection with Low Computational Costs in Kernel Ridge Regression 
Sub Title (in English)  
Keyword(1) kernel ridge regression  
Keyword(2) kernel parameter  
Keyword(3) ridge parameter  
Keyword(4) subspace information criterion  
Keyword(5) cross-varidation  
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1st Author's Name Toru Takei  
1st Author's Affiliation Hokkaido University (Hokkaido Univ.)
2nd Author's Name Akira Tanaka  
2nd Author's Affiliation Hokkaido University (Hokkaido Univ.)
3rd Author's Name Masaaki Miyakoshi  
3rd Author's Affiliation Hokkaido University (Hokkaido Univ.)
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Speaker Author-1 
Date Time 2011-03-03 13:30:00 
Presentation Time 20 minutes 
Registration for SIP 
Paper # CAS2010-133, SIP2010-149, CS2010-103 
Volume (vol) vol.110 
Number (no) no.439(CAS), no.440(SIP), no.441(CS) 
Page pp.185-190 
#Pages 6 
Date of Issue 2011-02-24 (CAS, SIP, CS) 

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