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双管套索(稀疏正则相关分析)

The Double-Barrelled LASSO (Sparse Canonical Correlation Analysis)
课程网址: http://videolectures.net/lms08_hardoon_scca/  
主讲教师: David R. Hardoon
开课单位: 伦敦环球大学
开课时间: 2008-12-20
课程语种: 英语
中文简介:
我们提出了一种新的方法,以凸面最小二乘方法求解双裸露LASSO。在所提出的方法中,我们关注于一个人对第一视图感兴趣(或限于)原始(特征)表示同时具有第二视图的双(内核)表示的情景。 DB LASSO最小化原始和双重投影中使用的特征数量,二乘方法同时最小化两个视图之间的误差(最大化相关性)。
课程简介: We present a new method which solves a double-barelled LASSO in a convex least squares approach. In the presented method we focus on the scenario where one is interested in (or limited to) a primal (feature) representation for the first view while having a dual (kernel) representation for the second view. DB-LASSO minimises the number of features used in both the primal and dual projections while minimising the error (maximising the correlation) between the two views.
关 键 词: 二乘方法; 视图; 内核
课程来源: 视频讲座网
最后编审: 2019-05-14:lxf
阅读次数: 42