A leave-k-out cross-validation scheme for unsupervised kernel regression

  • Authors:
  • Stefan Klanke;Helge Ritter

  • Affiliations:
  • Neuroinformatics Group, Faculty of Technology, University of Bielefeld, Bielefeld, Germany;Neuroinformatics Group, Faculty of Technology, University of Bielefeld, Bielefeld, Germany

  • Venue:
  • ICANN'06 Proceedings of the 16th international conference on Artificial Neural Networks - Volume Part II
  • Year:
  • 2006

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Abstract

We show how to employ leave-K-out cross-validation in Unsupervised Kernel Regression, a recent method for learning of nonlinear manifolds. We thereby generalize an already present regularization method, yielding more flexibility without additional computational cost. We demonstrate our method on both toy and real data.