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先验知识与基于核函数的回归方法的融合

DOI: 10.3724/SP.J.1004.2008.01515, PP. 1515-1521

Keywords: Machinelearning,priorknowledge,kernelbasedregression,iterativegreedyalgorithm,weightedlossfunction

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Abstract:

?Insomesamplebasedregressiontasks,theobservedsamplesarequitefewornotinformativeenough.Asaresult,theconflictbetweenthenumberofsamplesandthemodelcomplexityemerges,andtheregressionmethodwillconfrontthedilemmawhethertochooseacomplexmodelornot.Incorporatingthepriorknowledgeisapotentialsolutionforthisdilemma.Inthispaper,asortofthepriorknowledgeisinvestigatedandanovelmethodtoincorporateitintothekernelbasedregressionschemeisproposed.Theproposedpriorknowledgebasedkernelregression(PKBKR)methodincludestwosubproblems:representingthepriorknowledgeinthefunctionspace,andcombiningthisrepresentationandthetrainingsamplestoobtaintheregressionfunction.Agreedyalgorithmfortherepresentingstepandaweightedlossfunctionfortheincorporationstepareproposed.Finally,experimentsareperformedtovalidatetheproposedPKBKRmethod,whereintheresultsshowthattheproposedmethodcanachieverelativelyhighregressionperformancewithappropriatemodelcomplexity,especiallywhenthenumberofsamplesissmallortheobservationnoiseislarge.

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