REGRESSION USING M-ESTIMATORS AND POLYNOMIAL KERNEL SUPPORT VECTOR MACHINES AND PRINCIPAL COMPONENT REGRESSION

摘要

Embodiments of the invention relate to sketching for M-estimators for performing regression. One embodiment includes providing one or more sets of input data. A matrix A and a vector b are generated using the input data. A processor device is used for processing the matrix A and the vector b based on a randomized sketching matrix S. A vector x that minimizes a normalized measure function is determined based on the matrix A and the vector b. A relationship between the input data is determined based on the vector x.