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Changes between Initial Version and Version 1 of Ticket #2699, comment 10


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Timestamp:
04/24/17 16:29:53 (8 years ago)
Author:
gkronber
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  • Ticket #2699, comment 10

    initial v1  
    11Review comments:
    2  * LINQ is used a lot in combination with matrix operations. This is often slow because of memory allocations required for enumerators.
    3  * There should be an option to scale the input variables (scaling should be active by default)
    4  * RBF regression does not support noise. If there are duplicate x vectors, model building fails. An option would be to add a diagonal matrix to the gram matrix (leading to kernel ridge regression?)
    5  * I have not found a source for the calculation of variance and LOO error
     2 * LINQ is used a lot in combination with matrix operations. This is often slow because of memory allocations required for enumerators. (DONE)
     3 * There should be an option to scale the input variables (scaling should be active by default) (DONE)
     4 * RBF regression does not support noise. If there are duplicate x vectors, model building fails. An option would be to add a diagonal matrix to the gram matrix (leading to kernel ridge regression?) (DONE)
     5 * I have not found a source for the calculation of variance and LOO error 
    66 * Don't know how to best unify covariance functions and kernel functions (there is some duplication).
     7 * The calculation of the covariance matrix takes a lot of time (10x longer than the equivalent calculation when using an equivalent covariance matrix). I suspect that the reason is the rather general implementation for distance calculation.
     8 * Beta should be a parameter of the algorithm instead of the kernel to make it easier to run a grid test.
     9
    710
    811Made a number of changes in r14872 mainly refactoring RBF model.