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 |
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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 |