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Subsetting Kernel Regression Models Using Genetic Algorithm and the Information Measure of Complexity

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Classification, Clustering, and Data Mining Applications

Abstract

Recently in statistical data mining and knowledge discovery, kernel-based methods have attracted attention by many researchers. As a result, many kernel-based methods have been developed, particularly, a family of regularized least squares regression models in a Reproducing Kernel Hilbert Space (RKHS) have been developed (Aronszajn, 1950). The RKHS family includes kernel principal component regression K-PCR (Rosipal et al. 2000, 2001), kernel ridge regression K-RR (Saunders et al., 1998, Cristianini and Shawe-Taylor, 2000) and most recently kernel partial least squares K-PLSR (Rosipal and Trejo 2001, Bennett and Emrechts 2003). Rosipal et al. (2001) compared the K-PLSR, K-PCR and K-RR techniques using conventional statistical procedures and demonstrated that “K-PLSR achieves the same results as K-PCR, but uses significantly fewer and qualitatively different components” through computational experiments.

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Bao, X., Bozdogan, H. (2004). Subsetting Kernel Regression Models Using Genetic Algorithm and the Information Measure of Complexity. In: Banks, D., McMorris, F.R., Arabie, P., Gaul, W. (eds) Classification, Clustering, and Data Mining Applications. Studies in Classification, Data Analysis, and Knowledge Organisation. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-17103-1_19

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  • DOI: https://doi.org/10.1007/978-3-642-17103-1_19

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-22014-5

  • Online ISBN: 978-3-642-17103-1

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