Fast Ridge Regression with Randomized Principal Component Analysis and Gradient Descent.
Yichao LuDean P. FosterPublished in: UAI (2014)
Keyphrases
- ridge regression
- principal component analysis
- linear regression
- regression methods
- ordinary least squares
- support vector machine
- pseudo inverse
- independent component analysis
- principal components
- dimensionality reduction
- covariance matrix
- feature extraction
- linear discriminant analysis
- ls svm
- dimension reduction
- feature space
- objective function
- loss function
- kernel regression
- face recognition
- discriminant analysis
- regression model
- low dimensional
- data sets
- partial least squares
- regression method
- singular value decomposition
- high dimensional data
- conformal prediction