- Title
- An L-2-Boosting Algorithm for Estimation of a Regression Function
- Creator
- Bagirov, Adil; Clausen, Conny; Kohler, Michael
- Date
- 2010
- Type
- Text; Journal article
- Identifier
- http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/64179
- Identifier
- vital:2900
- Identifier
-
https://doi.org/10.1109/TIT.2009.2039161
- Identifier
- ISSN:0018-9448
- Abstract
- An L-2-boosting algorithm for estimation of a regression function from random design is presented, which consists of fitting repeatedly a function from a fixed nonlinear function space to the residuals of the data by least squares and by defining the estimate as a linear combination of the resulting least squares estimates. Splitting of the sample is used to decide after how many iterations of smoothing of the residuals the algorithm terminates. The rate of convergence of the algorithm is analyzed in case of an unbounded response variable. The method is used to fit a sum of maxima of minima of linear functions to a given data set, and is compared with other nonparametric regression estimates using simulated data.
- Publisher
- IEEE
- Relation
- IEEE Transactions on Information Theory Vol. 56, no. 3 (2010), p. 1417-1429
- Rights
- Copyright IEEE
- Rights
- Open Access
- Rights
- This metadata is freely available under a CCO license
- Subject
- 0801 Artificial Intelligence and Image Processing; 1702 Cognitive Science; 0906 Electrical and Electronic Engineering; L-2-boosting; Greedy algorithm; Rate of convergence; Regression; Statistical learning
- Full Text
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