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Co-regularized kernel ensemble regression

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Abstract

In this paper, co-regularized kernel ensemble regression scheme is brought forward. In the scheme, multiple kernel regressors are absorbed into a unified ensemble regression framework simultaneously and co-regularized by minimizing total loss of ensembles in Reproducing Kernel Hilbert Space. In this way, one kernel regressor with more accurate fitting precession on data can automatically obtain bigger weight, which leads to a better overall ensemble performance. Compared with several single and ensemble regression methods such as Gradient Boosting, Tree Regression, Support Vector Regression, Ridge Regression and Random Forest, our proposed method can achieve best performances of regression and classification tasks on several UCI datasets.

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Acknowledgements

This work was funded in part by the National Natural Science Foundation of China (No.61572240,61601202), Natural Science Foundation of Jiangsu Province(No. BK20140571) and the Open Project Program of the National Laboratory of Pattern Recognition (NLPR) (No.201600005).

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Authors and Affiliations

  1. JiangSu University, Zhenjiang, China

    Dickson Keddy Wornyo, Xiang-Jun Shen, Yong Dong & Liangjun Wang

  2. Datalink Institute, Tema, Ghana

    Dickson Keddy Wornyo

  3. Jiangsu University of Science and Technology, Zhenjiang, China

    Shu-Cheng Huang

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  1. Dickson Keddy Wornyo
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  2. Xiang-Jun Shen
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Correspondence to Xiang-Jun Shen.

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This article belongs to the Topical Collection: Special Issue on Deep vs. Shallow: Learning for Emerging Web-scale Data Computing and Applications

Guest Editors: Jingkuan Song, Shuqiang Jiang, Elisa Ricci, and Zi Huang

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Wornyo, D.K., Shen, XJ., Dong, Y. et al. Co-regularized kernel ensemble regression. World Wide Web 22, 717–734 (2019). https://doi.org/10.1007/s11280-018-0576-z

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