Large scale online multiple kernel regression with application to time-series prediction

• Main Authors: SAHOO, Doyen, HOI, Steven C. H., LIN, Bin
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2019
• Subjects: large-scale kernel learning; multiple kernel regression; Online learning; time-series prediction; Databases and Information Systems; Theory and Algorithms
• Online Access: https://ink.library.smu.edu.sg/sis_research/4383; https://ink.library.smu.edu.sg/context/sis_research/article/5386/viewcontent/Large_Scale_Online_Multiple_Kernel_2019_afv.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 as follows: (i) they are often designed for solving regressio...