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arXiv 1608.01410cs.LGstat.ML
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贝叶斯核与互$k$ -最近邻回归

Bayesian Kernel and Mutual $k$-Nearest Neighbor Regression

R2 Research(R2 研究公司)

Hyun-Chul Kim

摘要:

我们提出了两种非参数回归方法的贝叶斯扩展,这两种方法是核回归方法和互$k$ -最近邻回归方法。基于高斯过程回归模型导出,扩展提供了目标值估计的分布和选择超参数的框架。结果表明,这两种方法分别渐近收敛于核回归方法和互$k$ -最近邻回归方法.仿真结果表明,所提出的方法可以选择合适的超参数,并优于或相当于人工数据集和真实世界数据集的前方法。

英文摘要:

We propose Bayesian extensions of two nonparametric regression methods which are kernel and mutual $k$-nearest neighbor regression methods. Derived based on Gaussian process models for regression, the extensions provide distributions for target value estimates and the framework to select the hyperparameters. It is shown that both the proposed methods asymptotically converge to kernel and mutual $k$-nearest neighbor regression methods, respectively. The simulation results show that the proposed methods can select proper hyperparameters and are better than or comparable to the former methods for an artificial data set and a real world data set.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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