1. Efficient Multiple Incremental Computation for Kernel Ridge Regression with Bayesian Uncertainty Modeling
- Author
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Chen, Bo-Wei, Abdullah, Nik Nailah Binti, and Park, Sangoh
- Subjects
Computer Science - Learning ,Statistics - Machine Learning - Abstract
This study presents an efficient incremental/decremental approach for big streams based on Kernel Ridge Regression (KRR), a frequently used data analysis in cloud centers. To avoid reanalyzing the whole dataset whenever sensors receive new training data, typical incremental KRR used a single-instance mechanism for updating an existing system. However, this inevitably increased redundant computational time, not to mention applicability to big streams. To this end, the proposed mechanism supports incremental/decremental processing for both single and multiple samples (i.e., batch processing). A large scale of data can be divided into batches, processed by a machine, without sacrificing the accuracy. Moreover, incremental/decremental analyses in empirical and intrinsic space are also proposed in this study to handle different types of data either with a large number of samples or high feature dimensions, whereas typical methods focused only on one type. At the end of this study, we further the proposed mechanism to statistical Kernelized Bayesian Regression, so that uncertainty modeling with incremental/decremental computation becomes applicable. Experimental results showed that computational time was significantly reduced, better than the original nonincremental design and the typical single incremental method. Furthermore, the accuracy of the proposed method remained the same as the baselines. This implied that the system enhanced efficiency without sacrificing the accuracy. These findings proved that the proposed method was appropriate for variable streaming data analysis, thereby demonstrating the effectiveness of the proposed method., Comment: Multiple incremental analysis, multiple decremental analysis, incremental learning, kernel ridge regression (KRR), recursive KRR, uncertainty analysis, kernelized Bayesian regression, Gaussian process, batch learning, online learning, edge computing, fog computing, regression, classification
- Published
- 2016
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