Faster Kernel Ridge Regression Using Sketching and Preconditioning
نویسندگان
چکیده
منابع مشابه
Faster Kernel Ridge Regression Using Sketching and Preconditioning
Kernel Ridge Regression (KRR) is a simple yet powerful technique for non-parametric regression whose computation amounts to solving a linear system. This system is usually dense and highly illconditioned. In addition, the dimensions of the matrix are the same as the number of data points, so direct methods are unrealistic for large-scale datasets. In this paper, we propose a preconditioning tec...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 2017
ISSN: 0895-4798,1095-7162
DOI: 10.1137/16m1105396