图 书 馆
点态跟踪最优回归函数Pointwise Tracking the Optimal Regression Function |
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| 课程网址: | http://videolectures.net/machine_wiener_pointwise_tracking/ |
| 主讲教师: | Yair Wiener |
| 开课单位: | 以色列理工学院 |
| 开课时间: | 2013-01-14 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | This paper examines the possibility of a "reject option" in the context of least squares regression. It is shown that using rejection it is theoretically possible to learn "selective" regressors that can ϵ-pointwise track the best regressor in hindsight from the same hypothesis class, while rejecting only a bounded portion of the domain. Moreover, the rejected volume vanishes with the training set size, under certain conditions. We then develop efficient and exact implementation of these selective regressors for the case of linear regression. Empirical evaluation over a suite of real-world datasets corroborates the theoretical analysis and indicates that our selective regressors can provide substantial advantage by reducing estimation error. |
| 关 键 词: | 最小二乘回归; 拒绝理论; 线性回归 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2019-05-15：lxf |
| 阅读次数: | 89 |