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  2019, Vol. 32 Issue (7): 589-599    DOI: 10.16451/j.cnki.issn1003-6059.201907002
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Distributed Regularized Regression Learning Algorithm Based on Multi-scale Gaussian Kernels
DONG Xuemei1, WANG Jiewei1
1.School of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou 310018

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Abstract  

The existing algorithms cannot produce satisfactory results with both low calculation cost and good fitting effect, due to the regression problems based on the complex data with large scale and non-stationary variation in industry, information and other fields. Therefore, a distributed regularized regression learning algorithm based on multi-scale Gaussian kernels is proposed. The hypothesis space of the proposed algorithm is a sum space composed of reproducing kernel Hilbert spaces generated by multiple Gaussian kernels with different scales. Since each disjoint subset partitioned from the whole data set with different degree of fluctuation, kernel function approximation models with different combination coefficients are established. According to the least square regularized method, a local estimator is learned from each subset independently in the meantime. Finally, a global approximation model is obtained by weighting all the local estimators. The experimental results on two simulation datasets and four real datasets show that the proposed algorithm reduces the running time successfully with a strong fitting ability compared with the existing algorithms.

Key wordsMulti-scale Kernels      Kernel Method      Distributed Learning      Least Square Regularized Regression     
Received: 14 December 2018     
ZTFLH: TP 181  
Fund:

Supported by National Natural Science Foundation of China(No.11571031,11701509), First Class Discipline of Zhejiang-A (Zhejiang Gongshang University-Statistics)

About author:: DONG Xuemei(Corresponding author), Ph.D., associate researcher. Her research interests include machine learning and data mining.WANG Jiewei, master, engineer. Her research interests includes machine learning.
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DONG Xuemei,WANG Jiewei. Distributed Regularized Regression Learning Algorithm Based on Multi-scale Gaussian Kernels[J]. , 2019, 32(7): 589-599.
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http://manu46.magtech.com.cn/Jweb_prai/EN/10.16451/j.cnki.issn1003-6059.201907002      OR     http://manu46.magtech.com.cn/Jweb_prai/EN/Y2019/V32/I7/589
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