ftp-papers:learn,tune
Grace Wahba
wahba at stat.wisc.edu
Wed Jun 8 13:20:12 EDT 1994
The following technical reports are available by anonymous ftp.
nonlin-learn.ps.Z
G. Wahba, Generalization and Regularization in Nonlinear
Learning Systems, UW-Madison Statistics Dept TR 921,
May, 1994. To appear in the Handbook of Brain Theory,
Michael Arbib, Ed.
Relates feedforward neural nets, radial basis
functions and smoothing spline anova within the length
limitations of the Handbook.
tuning-nwp.ps.Z
G. Wahba, D. R. Johnson, F. Gao and J. Gong, Adaptive tuning
of numerical weather prediction models: Part I: randomized
GCV and related methods in three and four dimensional
data assimilation. UW-Madison Statistics Dept TR 920,
April, 1994, submitted.
Shows how to tune the bias-variance tradeoff and
other tradeoffs via generalized cross validation
(gcv), unbiased risk (ubr), and generalized maximum
likelihood (gml) with very large data sets in the
context of regularized function estimation.
Shows how to use randomized trace estimation to
compute gcv and ubr, and in particular to use
these randomized estimates to estimate when to
stop the iteration when large variational problems
are solved iteratively. Written in the language
of data assimilation in numerical weather prediction
but the methods may be of interest in machine learning.
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ftp instructions: fn = nonlin-learn or tuning-nwp
% ftp ftp.stat.wisc.edu
Name: anonymous
password: your email address
ftp> cd pub/wahba
ftp> binary
ftp> get fn.ps.Z
ftp> bye
% uncompress fn.ps.Z
% lpr fn.ps
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Grace Wahba
Statistics Dept
University of Wisconsin-Madison
wahba at stat.wisc.edu
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