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  • I am a statistician. My research interests include causal inference, reinforcement learning and functional/longitudinal data analysis...

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post/bandwidthsvm/

Fast Bandwidth selection for SVM classifier with sample weight - Rui Miao's Tech Blog

( \newcommand{\bx}{{\bf x}} \newcommand{\bw}{{\bf w}} \newcommand{\bK}{{\bf K}} \newcommand{\bL}{{\bf L}} \newcommand{\bH}{{\bf H}} \newcommand{\bI}{{\bf I}} \newcommand{\bone}{{\mathbf{1}}} \newcommand{\bzero}{{\mathbf{0}}} \newcommand{\R}{{\mathbb{R}}} \newcommand{\mR}{{\mathcal{R}}} \def\norm#1{| #1 |} \def\tr{\mbox{tr}} \def\diag{\mbox{diag}} \def\sign{\mbox{sign}} \def\HSIC{\mbox{HSIC}} \def\ind{\mathbb{I}} \def\E{\mathbb{E}} \def\argmin{\arg\min} \def\argmax{\arg\max} \renewcommand{\t}{\intercal} ) Support Vector Machines (SVMs) are supervised learning methods for classification, regression, etc.

http://localhost:1313/post/bandwidthsvm/

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