Fast multi-output relevance vector regression
Machine Learning
2017-04-18 v1 Machine Learning
Abstract
This paper aims to decrease the time complexity of multi-output relevance vector regression from O(VM^3) to O(V^3+M^3), where V is the number of output dimensions, M is the number of basis functions, and V<M. The experimental results demonstrate that the proposed method is more competitive than the existing method, with regard to computation time. MATLAB codes are available at http://www.mathworks.com/matlabcentral/fileexchange/49131.
Cite
@article{arxiv.1704.05041,
title = {Fast multi-output relevance vector regression},
author = {Youngmin Ha},
journal= {arXiv preprint arXiv:1704.05041},
year = {2017}
}