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1 vote
0 answers
171 views

Projection pursuit regression

Projection pursuit regression (PPR) is described in Hastie et al.'s The Elements of Statistical Learning in the chapter on neural networks. The algorithm was introduced by Friedman and Stuetzle (1981)....
Estacionario's user avatar
2 votes
0 answers
327 views

Is kernalized linear regression parametric or nonparametric?

We know that for linear regression, we can predict: $$\hat{y} = w^Tx +b$$ Where $w$ is the parameter that minimizes the square loss. It is easy to prove that for the final solution using gradient ...
Ibrahim's user avatar
  • 21
1 vote
1 answer
986 views

Estimating conditional probability with many samples

I am confused about the estimation of conditional probabilities. Suppose I want to predict a binary outcome variable $Y = 0,1$ given $n$ categorical features $X = (X_1, \ldots, X_n)$, i.e. to ...
user227451's user avatar
2 votes
0 answers
133 views

Smooth regression algorithms that produce zero training error

I am looking to fit three regression functions $f_1, f_2, f_3:\mathbb{R}^2 \to \mathbb{R}$. For example, let's say $X_1$ is time, $X_2$ is geographic latitude, $f_1$ is the temperature, $f_2$ is the ...
User191919's user avatar
0 votes
0 answers
402 views

Non-parametric non-linear regression with deep learning

I have a situation where I have an increasing list of real numbers $\vec a$ of variable length (generally about 50 numbers but sometimes more). It turns out that these numbers uniquely correspond to ...
rhombidodecahedron's user avatar
8 votes
1 answer
1k views

Nonparametric nonlinear regression with prediction uncertainty (besides Gaussian Processes)

What are state-of-the-art alternatives to Gaussian Processes (GP) for nonparametric nonlinear regression with prediction uncertainty, when the size of the training set starts becoming prohibitive for ...
lacerbi's user avatar
  • 5,226
1 vote
1 answer
236 views

Kernel nonparametric regression

One of the methods for nonparametric regression is using kernels. My question is what are the conditions on the kernels functions in this method? In other words how can I decide if a given function ...
toroto's user avatar
  • 109