arXiv · 1412.6286
Regression with Linear Factored Functions
Abstract
Many applications that use empirically estimated functions face a curse of dimensionality, because the integrals over most function classes must be approximated by sampling. This paper introduces a novel regression-algorithm that learns linear factored functions (LFF). This class of functions has structural properties that allow to analytically solve certain integrals and to calculate point-wise products. Applications like belief propagation and reinforcement learning can exploit these properties to break the curse and speed up computation. We derive a regularized greedy optimization scheme, that learns factored basis functions during training. The novel regression algorithm performs competitively to Gaussian processes on benchmark tasks, and the learned LFF functions are with 4-9 factored basis functions on average very compact.
Explore related subjects
Keep this discovery
Wendelin Böhmer, Klaus Obermayer. 2014-12-19. Regression with Linear Factored Functions. https://arxiv.org/abs/1412.6286
Cite the original work for its findings. Save a collection to share your selection of sources.