Robustness of reweighted Least Squares Kernel Based Regression
نویسندگان
چکیده
منابع مشابه
Robustness of reweighted Least Squares Kernel Based Regression
Kernel Based Regression (KBR) minimizes a convex risk over a possibly infinite dimensional reproducing kernel Hilbert space. Recently it was shown that KBR with a least squares loss function may have some undesirable properties from a robustness point of view: even very small amounts of outliers can dramatically affect the estimates. KBR with other loss functions is more robust, but often gives...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2010
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2009.09.007