Selecting Ridge Parameters in Infinite Dimensional Hypothesis Spaces
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چکیده
Previously, an unbiased estimator of the generalization error called the subspace information criterion (SIC) was proposed for a finite dimensional reproducing kernel Hilbert space (RKHS). In this paper, we extend SIC so that it can be applied to any RKHSs including infinite dimensional ones. Computer simulations show that the extended SIC works well in ridge parameter selection.
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تاریخ انتشار 2002