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Changes between Version 1 and Version 2 of Ticket #2699, comment 10


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Timestamp:
04/24/17 18:34:57 (8 years ago)
Author:
gkronber
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  • Ticket #2699, comment 10

    v1 v2  
    44 * 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)
    55 * I have not found a source for the calculation of variance and LOO error
    6  * 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.
     6 * Don't know how to best unify covariance functions and kernel functions (there is some duplication) (DONE).
     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. (DONE)
     8 * Beta should be a parameter of the algorithm instead of the kernel to make it easier to run a grid test. (DONE)
     9 * Multiple of the implemented kernels are only conditionally positive definite. See http://num.math.uni-goettingen.de/schaback/teaching/sc.pdf for a definition of the kernels and valid beta-values. Additionally, it is necessary to extend the basis functions for these kernels depending on the value of beta.
    910
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