Orthogonal Least Square with Boosting for Regression


Chen, S., Wang, X.X. and Brown, D.J. (2004) Orthogonal Least Square with Boosting for Regression. In, 5th International Conference on Data Engineering and Automated Learning, Exeter, UK, 25 - 27 Aug 2004. Springer, 593-599.

Description/Abstract

A novel technique is presented to construct sparse regression models based on the orthogonal least square method with boosting. This technique tunes the mean vector and diagonal covariance matrix of individual regressor by incrementally minimizing the training mean square error. A weighted optimization method is developed based on boosting to append regressors one by one in an orthogonal forward selection procedure. Experimental results obtained using this technique demonstrate that it offers a viable alternative to the existing state-of-art kernel modeling methods for constructing parsimonious regression models.

Item Type: Conference or Workshop Item (Paper)
Additional Information: Springer LNCS 3177 The paper received the best paper award. Event Dates: August 25-27, 2004
ISBNs: 3540228810
ISSNs: 0302-9743
Divisions: Faculty of Physical and Applied Science > Electronics and Computer Science > Comms, Signal Processing & Control
Item ID: 259859
Date Deposited: 30 Aug 2004
Last Modified: 18 Aug 2012 03:38
Contributors: Chen, S. (Author)
Wang, X.X. (Author)
Brown, D.J. (Author)
Yang, Z.R. (Editor)
Everson, R. (Editor)
Yin, H.J. (Editor)
Date: 2004
Additional Information: Springer LNCS 3177 The paper received the best paper award. Event Dates: August 25-27, 2004
Status: Published
Publisher: Springer
Further Information:Google Scholar
ISI Citation Count:0
URI: http://eprints.soton.ac.uk/id/eprint/259859

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