梯度权重帮助非参数回归系数Gradient Weights help Nonparametric Regressors |
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课程网址: | http://videolectures.net/nips2012_kpotufe_regressors/ |
主讲教师: | Samory Kpotufe |
开课单位: | 普林斯顿大学 |
开课时间: | 2013-01-16 |
课程语种: | 英语 |
中文简介: | 在实D上的回归问题中,未知函数f在某些坐标中的变化比在其他坐标中的变化更大。我们表明,用f的第i个导数的估计范数对每个坐标i进行加权是显著提高基于距离的回归器(如核回归器和k-nn回归器)性能的有效方法。我们提出了这些导数规范的一个简单估计,并证明了其一致性。此外,所提出的估计量在网上得到了有效的学习。 |
课程简介: | In regression problems over real d, the unknown function f often varies more in some coordinates than in others. We show that weighting each coordinate i with the estimated norm of the ith derivative of f is an efficient way to significantly improve the performance of distance-based regressors, e.g. kernel and k-NN regressors. We propose a simple estimator of these derivative norms and prove its consistency. Moreover, the proposed estimator is efficiently learned online. |
关 键 词: | 回归问题; 解释变量; 估计量; 导数规范 |
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: | 37 |