Multiparameter regularization and aggregation in the context of polynomial functional regression

Fuente: arXiv
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Hauptverfasser: Gizewski, Elke R., Holzleitner, Markus, Mayer-Suess, Lukas, Pereverzyev Jr., Sergiy, Pereverzyev, Sergei V.
Format: Preprint
Veröffentlicht: 2024
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author Gizewski, Elke R.
Holzleitner, Markus
Mayer-Suess, Lukas
Pereverzyev Jr., Sergiy
Pereverzyev, Sergei V.
author_facet Gizewski, Elke R.
Holzleitner, Markus
Mayer-Suess, Lukas
Pereverzyev Jr., Sergiy
Pereverzyev, Sergei V.
contents Most of the recent results in polynomial functional regression have been focused on an in-depth exploration of single-parameter regularization schemes. In contrast, in this study we go beyond that framework by introducing an algorithm for multiple parameter regularization and presenting a theoretically grounded method for dealing with the associated parameters. This method facilitates the aggregation of models with varying regularization parameters. The efficacy of the proposed approach is assessed through evaluations on both synthetic and some real-world medical data, revealing promising results.
format Preprint
id arxiv_https___arxiv_org_abs_2405_04147
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Multiparameter regularization and aggregation in the context of polynomial functional regression
Gizewski, Elke R.
Holzleitner, Markus
Mayer-Suess, Lukas
Pereverzyev Jr., Sergiy
Pereverzyev, Sergei V.
Machine Learning
Numerical Analysis
Statistics Theory
65K10, 62G20
Most of the recent results in polynomial functional regression have been focused on an in-depth exploration of single-parameter regularization schemes. In contrast, in this study we go beyond that framework by introducing an algorithm for multiple parameter regularization and presenting a theoretically grounded method for dealing with the associated parameters. This method facilitates the aggregation of models with varying regularization parameters. The efficacy of the proposed approach is assessed through evaluations on both synthetic and some real-world medical data, revealing promising results.
title Multiparameter regularization and aggregation in the context of polynomial functional regression
topic Machine Learning
Numerical Analysis
Statistics Theory
65K10, 62G20
url https://arxiv.org/abs/2405.04147