Optimal kernel in kernel regression problems with autocorrelation prior.
Yuuki SaitoAkira TanakaPublished in: APSIPA (2017)
Keyphrases
- regression problems
- optimal kernel
- kernel function
- input space
- feature space
- kernel learning
- linear regression
- linear combination
- genetic programming
- cross validation
- support vector machine
- multiple kernel
- convex sets
- kernel matrices
- multiple kernel learning
- support vector
- kernel methods
- multi task
- hyperparameters
- high dimensional data
- higher order
- objective function
- feature selection
- high dimensional
- maximum a posteriori
- prior knowledge
- prior information
- learning machines
- least squares
- kernel matrix
- model selection
- feature vectors
- feature extraction