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Evidence Maximization Technique for Training of Elastic Nets

Igor Dubnov, Alexander Merkov, Vladimir Arlazarov and Ilia Nikolaev

Journal of Optimization, 2016, vol. 2016, 1-7

Abstract:

This paper presents a technique of evidence maximization for automatic tuning of regularization parameters of elastic nets, which allows tuning many parameters simultaneously. This technique was applied to handwritten digit recognition. Experiments showed its ability to train either models with high accuracy of recognition or highly sparse models with reasonable accuracy.

Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jjopti:2659012

DOI: 10.1155/2016/2659012

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