图 书 馆
图的价值回归Graph-Valued Regression |
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| 课程网址: | http://videolectures.net/nips2010_chen_gvr/ |
| 主讲教师: | Xi Chen |
| 开课单位: | 卡内基梅隆大学 |
| 开课时间: | 2011-03-25 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | Undirected graphical models encode in a graph G the dependency structure of a random vector Y. In many applications, it is of interest to model Y given another random vector X as input. We refer to the problem of estimating the graph G(x) of Y conditioned on X=x as "graph-valued regression". In this paper, we propose a semiparametric method for estimating G(x) that builds a tree on the X space just as in CART (classification and regression trees), but at each leaf of the tree estimates a graph. We call the method "Graph-optimized CART", or Go-CART. We study the theoretical properties of Go-CART using dyadic partitioning trees, establishing oracle inequalities on risk minimization and tree partition consistency. We also demonstrate the application of Go-CART to a meteorological dataset, showing how graph-valued regression can provide a useful tool for analyzing complex data. |
| 关 键 词: | 随机向量; 图值回归; 风险最小化 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2020-06-02：毛岱琦(课程编辑志愿者) |
| 阅读次数: | 43 |