Regular Section
A Fast Cross-Validation Algorithm for Kernel Ridge Regression by Eigenvalue Decomposition
2019 Volume E102.A Issue 9 Pages 1317-1320
Details
2019 Volume E102.A Issue 9 Pages 1317-1320
A fast cross-validation algorithm for model selection in kernel ridge regression problems is proposed, which is aiming to further reduce the computational cost of the algorithm proposed by An et al. by eigenvalue decomposition of a Gram matrix.
