Fast cross-validation algorithms for least squares support vector machine and kernel ridge regression

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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...

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Bibliographic Details
Main Authors:	An, Senjian, Liu, Wan-Quan, Venkatesh, Svetha
Format:	Journal Article
Published:	Elsevier Science Inc 2007
Online Access:	http://hdl.handle.net/20.500.11937/43097

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