Kernel Sliced Inverse Regression: Regularization and Consistency
Author(s) -
Qiang Wu,
Feng Liang,
Sayan Mukherjee
Publication year - 2013
Publication title -
abstract and applied analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.228
H-Index - 56
eISSN - 1687-0409
pISSN - 1085-3375
DOI - 10.1155/2013/540725
Subject(s) - mathematics , sliced inverse regression , regularization (linguistics) , inverse , consistency (knowledge bases) , kernel (algebra) , regression , generalization , kernel method , algorithm , inverse problem , mathematical optimization , regularization perspectives on support vector machines , dimension (graph theory) , computer science , artificial intelligence , statistics , support vector machine , tikhonov regularization , discrete mathematics , mathematical analysis , combinatorics , geometry
Kernel sliced inverse regression (KSIR) is a natural framework for nonlinear dimension reduction using the mapping induced by kernels. However, there are numeric, algorithmic, and conceptual subtleties in making the method robust and consistent. We apply two types of regularization in this framework to address computational stability and generalization performance. We also provide an interpretation of the algorithm and prove consistency. The utility of this approach is illustrated on simulated and real data
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom