Group Additive Structure Identification for Kernel Nonparametric Regression

Authors: Chao Pan, Michael Zhu

NeurIPS 2017 | Conference PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Experimental Simulation study and real data applications demonstrate the effectiveness of the proposed method as a general tool for high dimensional nonparametric regression.
Researcher Affiliation Academia Pan Chao Department of Statistics Purdue University West Lafayette, IN 47906 panchao25@gmail.com Michael Zhu Department of Statistics, Purdue University West Lafayette, IN 47906 Center for Statistical Science Department of Industrial Engineering Tsinghua University, Beijing, China yuzhu@purdue.edu
Pseudocode Yes The two-step estimation is summarized in Algorithm 1. When a model contains a large number of predictor variables, such exhaustive search suffers high computational cost. In order to apply GASI on a large model, we propose a backward stepwise algorithm which is illustrated in Algorithm 2.
Open Source Code No The paper does not provide any explicit statements about releasing source code or links to a code repository for the described methodology.
Open Datasets Yes In this section, we report the results of applying GASI on the Boston Housing data (another real data application is reported in the supplementary material).
Dataset Splits Yes Split data into training (T ) and validation (V) sets. the tuning parameters µ and α are selected via 10-fold CV.
Hardware Specification No The paper does not provide any specific details about the hardware (e.g., GPU/CPU models, memory) used for running the experiments.
Software Dependencies No The paper does not list specific software dependencies with version numbers.
Experiment Setup Yes The grid values of µ are equally spaced in [1e 10, 1/64] on a log-scale and each α is an integer in [1, 10]. The noise ϵ is i.i.d. N(0, 0.012).