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Regression using M-estimators and polynomial kernel support vector machines and principal component regression
Regression using M-estimators and polynomial kernel support vector machines and principal component regression
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机译:使用M估计量和多项式核支持向量机的回归以及主成分回归
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摘要
Embodiments of the invention relate to sketching for M-estimators for performing regression. One embodiment includes providing one or more sets of input data. A matrix A and a vector b are generated using the input data. A processor device is used for processing the matrix A and the vector b based on a randomized sketching matrix S. A vector x that minimizes a normalized measure function is determined based on the matrix A and the vector b. A relationship between the input data is determined based on the vector x.
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