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Sparse Bayesian Modeling With Adaptive Kernel Learning | IEEE Journals & Magazine | IEEE Xplore

Sparse Bayesian Modeling With Adaptive Kernel Learning


Abstract:

Sparse kernel methods are very efficient in solving regression and classification problems. The sparsity and performance of these methods depend on selecting an appropria...Show More

Abstract:

Sparse kernel methods are very efficient in solving regression and classification problems. The sparsity and performance of these methods depend on selecting an appropriate kernel function, which is typically achieved using a cross-validation procedure. In this paper, we propose an incremental method for supervised learning, which is similar to the relevance vector machine (RVM) but also learns the parameters of the kernels during model training. Specifically, we learn different parameter values for each kernel, resulting in a very flexible model. In order to avoid overfitting, we use a sparsity enforcing prior that controls the effective number of parameters of the model. We present experimental results on artificial data to demonstrate the advantages of the proposed method and we provide a comparison with the typical RVM on several commonly used regression and classification data sets.
Published in: IEEE Transactions on Neural Networks ( Volume: 20, Issue: 6, June 2009)
Page(s): 926 - 937
Date of Publication: 05 May 2009

ISSN Information:

PubMed ID: 19423438

References

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