Abstract
In this paper we investigate cross validation and Geisser’s sample reuse approaches for designing linear regression models. These approaches generate sparse models by optimizing multiple smoothing parameters. Within certain approximation, we establish equivalence relationships that exist among these approaches. The computational complexity, sparseness and performance on some benchmark data sets are compared with those obtained using relevance vector machine.
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© 2004 Springer-Verlag Berlin Heidelberg
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Shevade, S.K., Sundararajan, S., Keerthi, S.S. (2004). Predictive Approaches for Sparse Model Learning. In: Pal, N.R., Kasabov, N., Mudi, R.K., Pal, S., Parui, S.K. (eds) Neural Information Processing. ICONIP 2004. Lecture Notes in Computer Science, vol 3316. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-30499-9_66
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DOI: https://doi.org/10.1007/978-3-540-30499-9_66
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-23931-4
Online ISBN: 978-3-540-30499-9
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