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SUBSET SELECTION FOR KERNEL-BASED SIGNAL RECONSTRUCTION
- Citation Author(s):
- Submitted by:
- Mario Coutino
- Last updated:
- 19 April 2018 - 10:49pm
- Document Type:
- Presentation Slides
- Document Year:
- 2018
- Event:
- Presenters:
- Mario Coutino
- Paper Code:
- 2515
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In this work, we introduce subset selection strategies for signal reconstruction based on kernel methods, particularly for the case of kernel-ridge regression. Typically, these methods are employed for exploiting known prior information about the structure of the signal of interest. We use the mean squared error and a scalar function of the covariance matrix of the kernel regressors to establish metrics for the subset selection problem. Despite the NP-hard nature of the problem, we introduce efficient algorithms for finding approximate solutions for the proposed metrics. Finally, numerical experiments demonstrate the applicability of the proposed strategies.