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New pESTO algorithm improves kernel regression with noisy data

Researchers have developed a novel kernel regression algorithm called pESTO, designed to handle noisy data more effectively. This iterative p-greedy approach separates approximation error from statistical noise, using Stein's unbiased risk estimator (SURE) as a proxy for mean squared error. The SURE criterion provides a principled method for determining the optimal number of approximation nodes, balancing accuracy and noise contributions, as demonstrated by numerical experiments. AI

RANK_REASON The cluster contains a research paper detailing a new algorithm. [lever_c_demoted from research: ic=1 ai=1.0]

Read on arXiv stat.ML →

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New pESTO algorithm improves kernel regression with noisy data

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The cluster contains a research paper detailing a new algorithm. [lever_c_demoted from research: ic=1 ai=1.0]
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COVERAGE [1]

  1. arXiv stat.ML TIER_1 English(EN) · L. Bruni Bruno, P. Massa, E. Perracchione, M. Trombini ·

    pESTO: Iterative p-greedy kernel regression with risk-driven Early STOpping

    arXiv:2611.08555v1 Announce Type: new Abstract: Kernel-based greedy algorithms select suitable approximation nodes by minimizing point-wise error indicators, such as the power function; in this context, they are usually referred to as p-greedy approaches. In the presence of noisy…