1 code implementation • 20 Aug 2020 • Yaroslav Averyanov, Alain Celisse
We treat the problem of choosing the hyperparameter as an iterative procedure (over $k$) and propose using an easily implemented in practice strategy based on the idea of early stopping and the minimum discrepancy principle.
no code implementations • 14 Jul 2020 • Yaroslav Averyanov, Alain Celisse
In this paper, we study the problem of early stopping for iterative learning algorithms in a reproducing kernel Hilbert space (RKHS) in the nonparametric regression framework.