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封闭形式的广义线性模型的监督降维

Closed-form Supervised Dimensionality Reduction with Generalized Linear Models
课程网址: http://videolectures.net/icml08_rish_cfsdr/  
主讲教师: Irina Rish
开课单位: 沃森研究中心
开课时间: 2008-08-29
课程语种: 英语
中文简介:
我们提出了一个受监督维度约简 (sdr) 算法系列, 该算法将特征提取 (降维) 与在统一的优化框架中学习预测模型结合起来, 使用适合数据和类的广义线性模型 (glm), 并处理分类和回归问题。我们的方法使用简单的闭式更新规则, 并且可以证明是一致的收敛性。在各种高维数据集上证明了有希望的经验结果。
课程简介: We propose a family of supervised dimensionality reduction (SDR) algorithms that combine feature extraction (dimensionality reduction) with learning a predictive model in a unified optimization framework, using data- and class-appropriate generalized linear models (GLMs), and handling both classification and regression problems. Our approach uses simple closed-form update rules and is provably convergent. Promising empirical results are demonstrated on a variety of high-dimensional datasets.
关 键 词: 线性模型; 监督降维; 广义线性模型; 处理分类和回归问题
课程来源: 视频讲座网
最后编审: 2020-06-23:liqy
阅读次数: 41