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Kernel-Trick Regression and Classification
- Authors
- Huh, Myung-Hoe
- Issue Date
- Mar-2015
- Publisher
- KOREAN STATISTICAL SOC
- Keywords
- Kernel trick; support vector machine; subsampling; cross-validation
- Citation
- COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS, v.22, no.2, pp.201 - 207
- Indexed
- KCI
- Volume
- 22
- Number
- 2
- Start Page
- 201
- End Page
- 207
- ISSN
- 2287-7843
- Abstract
- Support vector machine (SVM) is a well known kernel-trick supervised learning tool. This study proposes a working scheme for kernel-trick regression and classification (KtRC) as a SVM alternative. KtRC fits the model on a number of random subsamples and selects the best model. Empirical examples and a simulation study indicate that KtRC's performance is comparable to SVM.
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