Statistically and Computationally Efficient Variance Estimator for Kernel Ridge Regression.
Meimei LiuJean HonorioGuang ChengPublished in: CoRR (2018)
Keyphrases
- kernel ridge regression
- variance estimator
- computationally efficient
- gradient boosting
- steady state
- parameter selection
- kernel methods
- importance sampling
- kernel matrices
- loss function
- pairwise
- computational complexity
- kernel function
- machine learning
- low rank
- kernel matrix
- linear combination
- markov processes
- support vector