Efficient cross-validation for kernelized least-squares regression with sparse basis expansions.
Tapio PahikkalaHanna SuominenJorma BobergPublished in: Mach. Learn. (2012)
Keyphrases
- cross validation
- model selection
- variable selection
- hyperparameters
- support vector
- cross validated
- regularization parameter
- regression problems
- error estimates
- generalization error
- machine learning
- information criterion
- nearest neighbor classifiers
- latent variables
- high dimensional
- training set
- face recognition
- ls svm
- unseen data
- data sets
- database