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ref: -0 tags: kernel regression structure discovery fitting gaussian process date: 09-24-2018 22:09 gmt revision:1 [0] [head]

Structure discovery in Nonparametric Regression through Compositional Kernel Search

  • Use Gaussian process kernels (squared exponential, periodic, linear, and ratio-quadratic)
  • to model a kernel function, k(x,x) which specifies how similar or correlated outputs y and y are expected to be at two points $$x$ and x .
    • By defining the measure of similarity between inputs, the kernel determines the pattern of inductive generalization.
    • This is different than modeling the mapping y=f(x) .
    • It's something more like y=N(m(x)+k(x,x)) -- check the appendix.
    • See also: http://rsta.royalsocietypublishing.org/content/371/1984/20110550
  • Gaussian process models use a kernel to define the covariance between any two function values: Cov(y,y)=k(x,x) .
  • This kernel family is closed under addition and multiplication, and provides an interpretable structure.
  • Search for kernel structure greedily & compositionally,
    • then optimize parameters with conjugate gradients with restarts.
    • This seems straightforwardly intuitive...
  • Kernels are scored with the BIC.
  • C.f. {842} -- "Because we learn expressions describing the covariance structure rather than the functions themselves, we are able to capture structure which does not have a simple parametric form."
  • All their figure examples are 1-D time-series, which is kinda boring, but makes sense for creating figures.
    • Tested on multidimensional (d=4) synthetic data too.
    • Not sure how they back out modeling the covariance into actual predictions -- just draw (integrate) from the distribution?

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ref: math-0 tags: partial least squares PLS regression thesis italy date: 03-26-2007 16:48 gmt revision:2 [1] [0] [head]

http://www.fedoa.unina.it/593/

  • pdf does not seem to open in linux? no, doesn't open on windows either - the Pdf is screwed up!
  • here is a published version of his work.

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ref: bookmark-0 tags: statistics logistic regression binomial logit BIC AIC SPSS date: 0-0-2006 0:0 revision:0 [head]

http://www2.chass.ncsu.edu/garson/PA765/logistic.htm

  • transform probabilities into logarithmic variables = logits