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/}
}