Abstract

In this paper we study a dual version of the Ridge Regression procedure. It allows us to perform non-linear regression by construct-ing a linear regression function in a high di-mensional feature space. The feature space representation can result in a large increase in the number of parameters used by the al-gorithm. In order to combat this “curse of dimensionality”, the algorithm allows the use of kernel functions, as used in Support Vector methods. We also discuss a powerful family of kernel functions which is constructed using the ANOVA decomposition method from the kernel corresponding to splines with an infi-nite number of nodes. This paper introduces a regression estimation algorithm which is a combination of these two elements: the dual version of Ridge Regression is applied to the ANOVA enhancement of the infinite-node splines. Experimental results are then presented (based on the Boston Housing data set) which indicate the performance of this algorithm relative to other algorithms. 1

Keywords

Curse of dimensionalityKernel (algebra)AlgorithmPrincipal component regressionSupport vector machineMathematicsKernel methodFeature vectorRegressionRegression analysisComputer scienceArtificial intelligenceStatistics

Related Publications

Publication Info

Year
1998
Type
article
Pages
515-521
Citations
802
Access
Closed

External Links

Citation Metrics

802
OpenAlex

Cite This

Craig Saunders, Alex Gammerman, Vladimir Vovk (1998). Ridge Regression Learning Algorithm in Dual Variables. ePrints Soton (University of Southampton) , 515-521.