Publication IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer SciencesVol.E102-ANo.9pp.1317-1320 Publication Date: 2019/09/01 Online ISSN: 1745-1337 DOI: 10.1587/transfun.E102.A.1317 Type of Manuscript: LETTER Category: Numerical Analysis and Optimization Keyword: kernel ridge regression, model selection, hyperparameter, cross-validation,
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Summary: A fast cross-validation algorithm for model selection in kernel ridge regression problems is proposed, which is aiming to further reduce the computational cost of the algorithm proposed by An et al. by eigenvalue decomposition of a Gram matrix.