0


梯度权重帮助非参数回归系数

Gradient Weights help Nonparametric Regressors
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