Robust regularized Kernel regression

• Main Authors: ZHU, Jianke, HOI, Steven C. H., LYU, Michael R.
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2008
• Subjects: Kernel regression; regularized least squares (RLS); robust estimator; support vector machine (SVM); Databases and Information Systems
• Online Access: https://ink.library.smu.edu.sg/sis_research/2316; https://ink.library.smu.edu.sg/context/sis_research/article/3316/viewcontent/RobustRegularized_2008.pdf
• Institution: Singapore Management University

Robust regression techniques are critical to fitting data with noise in real-world applications. Most previous work of robust kernel regression is usually formulated into a dual form, which is then solved by some quadratic program solver consequently. In this correspondence, we propose a new formula...