Distributed Generalized Cross-Validation for Divide-and-Conquer Kernel Ridge Regression and Its Asymptotic Optimality
نویسندگان
چکیده
منابع مشابه
Divide and Conquer Kernel Ridge Regression
We study a decomposition-based scalable approach to performing kernel ridge regression. The method is simple to describe: it randomly partitions a dataset of size N into m subsets of equal size, computes an independent kernel ridge regression estimator for each subset, then averages the local solutions into a global predictor. This partitioning leads to a substantial reduction in computation ti...
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ژورنال
عنوان ژورنال: Journal of Computational and Graphical Statistics
سال: 2019
ISSN: 1061-8600,1537-2715
DOI: 10.1080/10618600.2019.1586714