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Redescending M-estimators in regression analysis, cluster analysis and image analysis

Christine H. Müller (2004)

Discussiones Mathematicae Probability and Statistics

We give a review on the properties and applications of M-estimators with redescending score function. For regression analysis, some of these redescending M-estimators can attain the maximum breakdown point which is possible in this setup. Moreover, some of them are the solutions of the problem of maximizing the efficiency under bounded influence function when the regression coefficient and the scale parameter are estimated simultaneously. Hence redescending M-estimators satisfy several outlier robustness...

Relative cost curves: An alternative to AUC and an extension to 3-class problems

Olga Montvida, Frank Klawonn (2014)

Kybernetika

Performance evaluation of classifiers is a crucial step for selecting the best classifier or the best set of parameters for a classifier. Receiver Operating Characteristic (ROC) curves and Area Under the ROC Curve (AUC) are widely used to analyse performance of a classifier. However, the approach does not take into account that misclassification for different classes might have more or less serious consequences. On the other hand, it is often difficult to specify exactly the consequences or costs...

Self-adaptation of parameters in a learning classifier system ensemble machine

Maciej Troć, Olgierd Unold (2010)

International Journal of Applied Mathematics and Computer Science

Self-adaptation is a key feature of evolutionary algorithms (EAs). Although EAs have been used successfully to solve a wide variety of problems, the performance of this technique depends heavily on the selection of the EA parameters. Moreover, the process of setting such parameters is considered a time-consuming task. Several research works have tried to deal with this problem; however, the construction of algorithms letting the parameters adapt themselves to the problem is a critical and open problem...

Shluková analysa

Adolf Filáček, Václav Koutník, Jiří Vondráček (1977)

Časopis pro pěstování matematiky

Some methods of constructing kernels in statistical learning

Tomasz Górecki, Maciej Łuczak (2010)

Discussiones Mathematicae Probability and Statistics

This paper is a collection of numerous methods and results concerning a design of kernel functions. It gives a short overview of methods of building kernels in metric spaces, especially R n and S n . However we also present a new theory. Introducing kernels was motivated by searching for non-linear patterns by using linear functions in a feature space created using a non-linear feature map.

Sparsity in penalized empirical risk minimization

Vladimir Koltchinskii (2009)

Annales de l'I.H.P. Probabilités et statistiques

Let (X, Y) be a random couple in S×T with unknown distribution P. Let (X1, Y1), …, (Xn, Yn) be i.i.d. copies of (X, Y), Pn being their empirical distribution. Let h1, …, hN:S↦[−1, 1] be a dictionary consisting of N functions. For λ∈ℝN, denote fλ:=∑j=1Nλjhj. Let ℓ:T×ℝ↦ℝ be a given loss function, which is convex with respect to the second variable. Denote (ℓ•f)(x, y):=ℓ(y; f(x)). We study the following penalized empirical risk minimization problem λ ^ ε : = argmin λ N P n ( f λ ) + ε λ p p , which is an empirical version of the problem λ ε : = argmin λ N P ( f λ ) + ε λ p p (hereɛ≥0...

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