Distributed Generalized Cross-Validation for Divide-and-Conquer Kernel Ridge Regression and its Asymptotic Optimality

ICML 2018 Ganggang XuZuofeng ShangGuang Cheng

Tuning parameter selection is of critical importance for kernel ridge regression. To this date, data driven tuning method for divide-and-conquer kernel ridge regression (d-KRR) has been lacking in the literature, which limits the applicability of d-KRR for large data sets... (read more)

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