Biomedical subjects

S S Keerthi

Publications and source records attributed to S S Keerthi.

3 recordsLinked to original sources

PubMed2003

A simple and efficient algorithm for gene selection using sparse logistic regression.

MOTIVATION: This paper gives a new and efficient algorithm for the sparse logistic regression problem. The proposed algorithm is based on the Gauss-Seidel method and is asymptotically convergent. It is simple and extremely easy to implement; it neither uses any sophisticated mathematical programming software nor needs any matrix operations. It can be applied to a variety of real-world problems like identifying marker genes and building a classifier in the context of cancer diagnosis using microarray data. RESULTS: The gene selection method suggested in this paper is demonstrated on two real-world data sets and the results were found to be consistent with the literature. AVAILABILITY: The implementation of this algorithm is available at the site http://guppy.mpe.nus.edu.sg/~mpessk/SparseLOGREG.shtml SUPPLEMENTARY INFORMATION: Supplementary material is available at the site http://guppy.mpe.nus.edu.sg/~mpessk/SparseLOGREG.shtml

Algorithms↗

PubMed2003

SMO algorithm for least-squares SVM formulations.

This article extends the well-known SMO algorithm of support vector machines (SVMs) to least-squares SVM formulations that include LS-SVM classification, kernel ridge regression, and a particular form of regularized kernel Fisher discriminant. The algorithm is shown to be asymptotically convergent. It is also extremely easy to implement. Computational experiments show that the algorithm is fast and scales efficiently (quadratically) as a function of the number of examples.

Algorithms↗

PubMed2001

Predictive approaches for choosing hyperparameters in gaussian processes.

Gaussian processes are powerful regression models specified by parameterized mean and covariance functions. Standard approaches to choose these parameters (known by the name hyperparameters) are maximum likelihood and maximum a posteriori. In this article, we propose and investigate predictive approaches based on Geisser's predictive sample reuse (PSR) methodology and the related Stone's cross-validation (CV) methodology. More specifically, we derive results for Geisser's surrogate predictive probability (GPP), Geisser's predictive mean square error (GPE), and the standard CV error and make a comparative study. Within an approximation we arrive at the generalized cross-validation (GCV) and establish its relationship with the GPP and GPE approaches. These approaches are tested on a number of problems. Experimental results show that these approaches are strongly competitive with the existing approaches.

Likelihood Functions↗