Title
Kernel regression with sparse metric learning
Abstract
Kernel regression is a popular non-parametric fitting technique. It aims at learning a function which estimates the targets for test inputs as precise as possible. Generally, the function value for a test input is estimated by a weighted average of the surrounding training examples. The weights are typically computed by a distance-based kernel function and they strongly depend on the distances between examples. In this paper, we first review the latest developments of sparse metric learning and kernel regression. Then a novel kernel regression method involving sparse metric learning, which is called kernel regression with sparse metric learning KR_SML, is proposed. The sparse kernel regression model is established by enforcing a mixed 2,1-norm regularization over the metric matrix. It learns a Mahalanobis distance metric by a gradient descent procedure, which can simultaneously conduct dimensionality reduction and lead to good prediction results. Our work is the first to combine kernel regression with sparse metric learning. To verify the effectiveness of the proposed method, it is evaluated on 19 data sets for regression. Furthermore, the new method is also applied to solving practical problems of forecasting short-term traffic flows. In the end, we compare the proposed method with other three related kernel regression methods on all test data sets under two criterions. Experimental results show that the proposed method is much more competitive.
Year
DOI
Venue
2017
10.3233/IFS-2012-0597
Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology
Keywords
DocType
Volume
related kernel regression method,test input,novel kernel regression method,sparse kernel regression model,distance-based kernel function,sparse metric learning,metric matrix,new method,kernel regression,proposed method
Journal
abs/1712.09001
Issue
ISSN
Citations 
4
Journal of Intelligent and Fuzzy Systems, 2013, 24(4): 775-787
3
PageRank 
References 
Authors
0.41
22
2
Name
Order
Citations
PageRank
Rongqing Huang114110.27
Shiliang Sun21732115.55