Kernel-Trick Regression and Classification
Myung-Hoe Huh · Communications for Statistical Applications and Methods · 2015
Support vector machine (SVM) is a well known kernel-trick supervised learning tool.This study proposes a working scheme for kernel-trick regression and classification (KtRC) as a SVM alternative.KtRC fits the model on a number of random subsamples and selects the best model.Empirical examples and a simulation study indicate that KtRC's performance is comparable to SVM.