arXiv · 2012.11734
Predicting the Critical Number of Layers for Hierarchical Support Vector Regression
Abstract
Hierarchical support vector regression (HSVR) models a function from data as a linear combination of SVR models at a range of scales, starting at a coarse scale and moving to finer scales as the hierarchy continues. In the original formulation of HSVR, there were no rules for choosing the depth of the model. In this paper, we observe in a number of models a phase transition in the training error -- the error remains relatively constant as layers are added, until a critical scale is passed, at which point the training error drops close to zero and remains nearly constant for added layers. We introduce a method to predict this critical scale a priori with the prediction based on the support of either a Fourier transform of the data or the Dynamic Mode Decomposition (DMD) spectrum. This allows us to determine the required number of layers prior to training any models.
Explore related subjects
Keep this discovery
Ryan Mohr, Maria Fonoberova, Zlatko Drmač, Iva Manojlović, Igor Mezić. 2020-12-21. Predicting the Critical Number of Layers for Hierarchical Support Vector Regression. https://doi.org/10.3390/e23010037
Cite the original work for its findings. Save a collection to share your selection of sources.