Multiparameter regularization and aggregation in the context of polynomial functional regression

• URL: http://arxiv.org/abs/2405.04147v1
• Date: Tue, 7 May 2024 09:26:20 GMT
• Title: Multiparameter regularization and aggregation in the context of polynomial functional regression
• Authors: Elke R. Gizewski, Markus Holzleitner, Lukas Mayer-Suess, Sergiy Pereverzyev Jr., Sergei V. Pereverzyev,
• Abstract summary: We introduce an algorithm for multiple parameter regularization and present a theoretically grounded method for dealing with the associated parameters. The efficacy of the proposed approach is assessed through evaluations on both synthetic and some real-world medical data, revealing promising results.
• Score: 2.1960518939650475
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Most of the recent results in polynomial functional regression have been focused on an in-depth exploration of single-parameter regularization schemes. In contrast, in this study we go beyond that framework by introducing an algorithm for multiple parameter regularization and presenting a theoretically grounded method for dealing with the associated parameters. This method facilitates the aggregation of models with varying regularization parameters. The efficacy of the proposed approach is assessed through evaluations on both synthetic and some real-world medical data, revealing promising results.

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