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Optimal Kernel Shapes for Local Linear Regression

 Dirk Ormoneit and Trevor Hastie
  
 

Abstract:
In high-dimensional spaces, its performance typically decays due to the well-known "curse-of-dimensionality". A possible way to approach this problem is by varying the "shape"of the weighting kernel. In this work we suggest a new, data-driven method to estimating the optimal kernel shape. Experiments using an artificially generated data set and data from the UC Irvine repository show the benefits of kernel shaping.

 
 


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