Method and apparatus for improved regression modeling

The present invention is a method and an apparatus for improved regression modeling to address the curse of dimensionality, for example for use in data analysis tasks. In one embodiment, a method for analyzing data includes receiving a set of exemplars, where at least two of the exemplars include an...

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Bibliographische Detailangaben
Hauptverfasser: Tesauro, Gerald J, Weinberger, Kilian Q
Format: Patent
Sprache:eng
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Beschreibung
Zusammenfassung:The present invention is a method and an apparatus for improved regression modeling to address the curse of dimensionality, for example for use in data analysis tasks. In one embodiment, a method for analyzing data includes receiving a set of exemplars, where at least two of the exemplars include an input pattern (i.e., a point in an input space) and at least one of the exemplars includes a target value associated with the input pattern. A function approximator and a distance metric are then initialized, where the distance metric computes a distance between points in the input space, and the distance metric is adjusted such that an accuracy measure of the function approximator on the set of exemplars is improved.