Censored Kernel Ridge Regression

  • Shim, Joo-Yong (Department of Applied Statistics, Catholic University of Daegu)
  • Published : 2005.11.30

Abstract

This paper deals with the estimations of kernel ridge regression when the responses are subject to randomly right censoring. The weighted data are formed by redistributing the weights of the censored data to the uncensored data. Then kernel ridge regression can be taken up with the weighted data. The hyperparameters of model which affect the performance of the proposed procedure are selected by a generalized approximate cross validation(GACV) function. Experimental results are then presented which indicate the performance of the proposed procedure.

Keywords

References

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