nonlinear multi-output regression problem is to construct a predictive function which estimates an unknown smooth mapping from q-dimensional inputs to m-dimensional outputs based on a training data set consisting of g...
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ISBN:
(纸本)9783319999784;9783319999777
nonlinear multi-output regression problem is to construct a predictive function which estimates an unknown smooth mapping from q-dimensional inputs to m-dimensional outputs based on a training data set consisting of given "input-output" pairs. In order to solve this problem, regression models based on stationary kernels are often used. However, such approaches are not efficient for functions with strongly varying gradients. There exist some attempts to introduce non-stationary kernels to account for possible non-regularities, although even the most efficient one called Manifold Learning regression (MLR), which estimates the unknown function as well its Jacobian matrix, is too computationally expensive. The main problem is that the MLR is based on a computationally intensive manifold learning technique. In this paper we propose a modified version of the MLR with significantly less computational complexity while preserving its accuracy.
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