PREDICTIVE INFORMATION CRITERIA FOR ROBUST RELEVANCE VECTOR REGRESSION MODELS

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Understanding predictive information criteria for Bayesian models

We review the Akaike, deviance, and Watanabe-Akaike information criteria from a Bayesian perspective, where the goal is to estimate expected out-of-sample-prediction error using a biascorrected adjustment of within-sample error. We focus on the choices involved in setting up these measures, and we compare them in three simple examples, one theoretical and two applied. The contribution of this p...

متن کامل

Robust Complexity Criteria for Nonlinear Regression in Narx Models

Many different methods have been proposed to construct a smooth regression function, including local polynomial estimators, kernel estimators, smoothing splines and LS-SVM estimators. Each of these estimators use hyperparameters. In this paper a robust version for general cost functions based on the Akaike information criterion is proposed.

متن کامل

Relevance vector machine and multivariate adaptive regression spline for modelling ultimate capacity of pile foundation

This study examines the capability of the Relevance Vector Machine (RVM) and Multivariate Adaptive Regression Spline (MARS) for prediction of ultimate capacity of driven piles and drilled shafts. RVM is a sparse method for training generalized linear models, while MARS technique is basically an adaptive piece-wise regression approach. In this paper, pile capacity prediction models are developed...

متن کامل

Leveraging Latent Information In NMR For Robust Predictive Models

A significant challenge in metabolomics experiments is extracting biologically meaningful data from complex spectral information. In this paper we compare two techniques for representing 1D NMR spectra: “Spectral Binning” and “Targeted Profiling”. We use simulated 1D NMR spectra with specific characteristics to assess the quality of predictive multivariate statistical models built using both da...

متن کامل

A Robust and Diagnostic Information Criterion for Selecting Regression Models

We combine the selection of a statistical model with the robust parameter estimation and diagnostic properties of the Forward Search. As a result we obtain procedures that select the best model in the presence of outliers. We derive distributional properties of our method and illustrate it on data on ozone concentration. The effect of outliers on the choice of a model is revealed. Although our ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Bulletin of informatics and cybernetics

سال: 2018

ISSN: 0286-522X

DOI: 10.5109/2233862