Fast cross-validation algorithms for least squares support vector machine and kernel ridge regression
Given n training examples, the training of a least squares support vector machine (LS-SVM) or kernel ridge regression (KRR) corresponds to solving a linear system of dimension n. In cross-validating LS-SVM or KRR, the training examples are split into two distinct subsets for a number of times (l) wh...
| Main Authors: | , , |
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| Format: | Journal Article |
| Published: |
Elsevier Science Inc
2007
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| Online Access: | http://hdl.handle.net/20.500.11937/43097 |