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We propose a new approximation method for Gaussian process (GP) learning for large data sets that combines inline active set selection with hyperparameter optimization. The predictive probability of the label is used for ranking the data points. We use the leave-one-out predictive probability available in GPs to make a common ranking for both active and inactive points, allowing points to be removed...
Minimum Classification Error (MCE) training, which can be used to achieve minimum error classification of various types of patterns, has attracted a great deal of attention. However, to increase classification robustness, a conventional MCE framework has no practical optimization procedures like geometric margin maximization in Support Vector Machine (SVM). To realize high robustness in a wide range...
We propose a nonsmooth bilevel programming method for training linear learning models with hyperparameters optimized via T-fold cross-validation (CV). This algorithm scales well in the sample size. The method handles loss functions with embedded maxima such as in support vector machines. Current practice constructs models over a predefined grid of hyperparameter combinations and selects the best one,...
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