Quadratically Constrained Quadratic Programming for Subspace Selection in Kernel Regression Estimation.
Marco SignorettoKristiaan PelckmansJohan A. K. SuykensPublished in: ICANN (1) (2008)
Keyphrases
- kernel regression
- quadratically constrained quadratic
- semidefinite programming
- interior point methods
- convex optimization
- regression model
- semi infinite
- kernel learning
- linear regression
- regression methods
- semidefinite program
- parameter optimization
- semi definite programming
- learning algorithm
- support vector regression
- parameter estimation
- linear programming