Optimal rate for support vector machine regression with Markov chain samples.
Jie XuPublished in: Int. J. Wavelets Multiresolution Inf. Process. (2014)
Keyphrases
- markov chain
- support vector machine
- transition probabilities
- steady state
- finite state
- stationary distribution
- markov process
- monte carlo
- transition matrix
- random walk
- monte carlo simulation
- markov model
- monte carlo method
- support vector
- feature selection
- training set
- state space
- regression model
- model selection
- markov chain monte carlo
- kernel methods
- single server
- gibbs sampler
- closed form
- average cost
- dynamic programming
- optimal solution