Online Multiple Kernel Regression

• Main Authors: SAHOO, Doyen, HOI, Steven C. H., LI, Bin
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2014
• Subjects: kernel regression; multiple kernel learning; online learning; time series prediction; Databases and Information Systems; Numerical Analysis and Scientific Computing
• Online Access: https://ink.library.smu.edu.sg/sis_research/2319; https://ink.library.smu.edu.sg/context/sis_research/article/3319/viewcontent/KDD14_OMKR_CR.pdf
• Institution: Singapore Management University

Kernel-based regression represents an important family of learning techniques for solving challenging regression tasks with non-linear patterns. Despite being studied extensively, most of the existing work suffers from two major drawbacks: (i) they are often designed for solving regression tasks in...