Meta-Learning with Generalized Ridge Regression: High-dimensional Asymptotics, Optimality and Hyper-covariance Estimation.
Yanhao JinKrishnakumar BalasubramanianDebashis PaulPublished in: CoRR (2024)
Keyphrases
- meta learning
- ridge regression
- ordinary least squares
- high dimensional
- inductive learning
- learning tasks
- model selection
- linear regression
- decision trees
- ls svm
- regression methods
- machine learning algorithms
- machine learning
- feature selection
- base classifiers
- variable selection
- collaborative filtering
- cross validation
- multi label
- parameter estimation
- nearest neighbor
- support vector machine
- feature space
- data sets
- knowledge base
- active learning
- generalization ability
- metamodel
- data points
- covariance matrix