计算机科学 ›› 2021, Vol. 48 ›› Issue (10): 185-190.doi: 10.11896/jsjkx.200800219
邵政毅1, 陈秀宏1,2
SHAO Zheng-yi1, CHEN Xiu-hong1,2
摘要: 在许多实际应用中出现了大量的冗余数据,这些数据可能是高维的,这时进行回归预测将会出现过拟合的现象,并且还会出现预测精度偏低等问题。另外,大多数回归方法都是基于向量的,忽略了矩阵数据原始位置之间的关系。为此,文中提出了一种基于样本特征核矩阵的稀疏双线性回归(Kernel Matrix-based Sparse Bilinear Regression,KMSBR)方法。该方法直接将数据矩阵作为输入,其是通过左右回归系数矩阵而建立的,利用样本的特征核矩阵和L2,1范数,能够同时实现对样本及样本特征的选择,且考虑了数据的原始位置,提高了算法的性能。在若干数据集上的实验结果表明,KMSBR能有效地选择相对重要的样本和特征,从而提高算法的运行效率,且其预测精度优于已有的几种回归模型。
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