Fast Parameter Estimation Using Green's Functions
Abstract
We propose a method for the fast estimation of hyperparameters in large networks, based on the linear response relation in the cav(cid:173) ity method, and an empirical measurement of the Green's func(cid:173) tion. Simulation results show that it is efficient and precise, when compared with cross-validation and other techniques which require matrix inversion.
Cite
Text
Wong and Li. "Fast Parameter Estimation Using Green's Functions." Neural Information Processing Systems, 2001.Markdown
[Wong and Li. "Fast Parameter Estimation Using Green's Functions." Neural Information Processing Systems, 2001.](https://mlanthology.org/neurips/2001/wong2001neurips-fast/)BibTeX
@inproceedings{wong2001neurips-fast,
title = {{Fast Parameter Estimation Using Green's Functions}},
author = {Wong, K. and Li, F.},
booktitle = {Neural Information Processing Systems},
year = {2001},
pages = {535-542},
url = {https://mlanthology.org/neurips/2001/wong2001neurips-fast/}
}