Name
Title | ||
|---|---|---|
An efficient multiple kernel computation method for regression analysis of economic data |
Abstract | ||
|---|---|---|
In this paper, we address a regression problem for economic data forecasting by using multiple-kernel learning (MKL) and propose a novel two-step multiple-kernel regression (MKR) method. The proposed MKR method firstly reformulates learning from linear convex combination of the basis kernels as a maximum eigenvalue problem. The optimal weights of basis kernels in the combination can be conveniently derived from solving the maximum eigenvalue problem by eigenvalue decomposition instead of solving complicated optimization like most existing MKR algorithms. By means of SVR optimization routine, finally, we can learn from basis kernels which have different predictive ability so as to improve prediction performance. More significantly, the way to address MKR problem can make sense of the weights and the correspondingly optimal kernel in terms of interpretability. To evaluate performance, the proposed MKR method is compared with the state-of-the-art methods on three real sets of economics data. The experimental results prove that the proposed two-step MKR method outperforms the other methods in terms of prediction performance and model selection, and demonstrates satisfied efficiency. |
Year | DOI | Venue |
|---|---|---|
2013 | 10.1016/j.neucom.2013.02.013 | Neurocomputing |
Keywords | Field | DocType |
proposed mkr method,mkr algorithm,efficient multiple kernel computation,maximum eigenvalue problem,basis kernel,proposed mkr method firstly,mkr problem,economic data,regression problem,proposed two-step mkr method,prediction performance,regression analysis,state-of-the-art method,support vector regression,time series forecasting,convex optimization | Kernel (linear algebra),Interpretability,Mathematical optimization,Regression analysis,Convex combination,Support vector machine,Model selection,Artificial intelligence,Eigendecomposition of a matrix,Convex optimization,Machine learning,Mathematics | Journal |
Volume | ISSN | Citations |
118, | 0925-2312 | 4 |
PageRank | References | Authors |
0.41 | 18 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Xiangrong Zhang | 1 | 4 | 0.41 |
| Long-ying Hu | 2 | 13 | 1.90 |
| Lin Zhang | 3 | 91 | 24.95 |