1. Learning With Selected Features.
- Author
-
Lin SB, Fang J, and Chang X
- Subjects
- Least-Squares Analysis, Algorithms, Machine Learning
- Abstract
The coming big data era brings data of unprecedented size and launches an innovation of learning algorithms in statistical and machine-learning communities. The classical kernel-based regularized least-squares (RLS) algorithm is excluded in the innovation, due to its computational and storage bottlenecks. This article presents a scalable algorithm based on subsampling, called learning with selected features (LSF), to reduce the computational burden of RLS. Almost the optimal learning rate together with a sufficient condition on selecting kernels and centers to guarantee the optimality is derived. Our theoretical assertions are verified by numerical experiments, including toy simulations, UCI standard data experiments, and a real-world massive data application. The studies in this article show that LSF can reduce the computational burden of RLS without sacrificing its generalization ability very much.
- Published
- 2022
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