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Error Bound of Mode-Based Additive Models
Due to their flexibility and interpretability, additive models are powerful tools for high-dimensional mean regression and variable selection. However, the least-squares loss-based mean regression models suffer from sensitivity to non-Gaussian noises, and there is also a need to improve the model’s...
Autores principales: | , , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
MDPI
2021
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8224641/ https://www.ncbi.nlm.nih.gov/pubmed/34067420 http://dx.doi.org/10.3390/e23060651 |
Sumario: | Due to their flexibility and interpretability, additive models are powerful tools for high-dimensional mean regression and variable selection. However, the least-squares loss-based mean regression models suffer from sensitivity to non-Gaussian noises, and there is also a need to improve the model’s robustness. This paper considers the estimation and variable selection via modal regression in reproducing kernel Hilbert spaces (RKHSs). Based on the mode-induced metric and two-fold Lasso-type regularizer, we proposed a sparse modal regression algorithm and gave the excess generalization error. The experimental results demonstrated the effectiveness of the proposed model. |
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