Boosting Kernel Models for Regression

Abstract

This paper proposes a general boosting framework for combining multiple kernel models in the context of both classification and regression problems. Our main approach is built on the idea of gradient boosting together with a new regularization scheme and aims at reducing the cubic com- plexity of training kernel models. We focus mainly on using the proposed boosting framework to combine kernel ridge regression (KRR) models for regression tasks. Numerical experiments on four large-scale data sets have shown that boosting multiple small KRR models is superior to training a single large KRR model on both improving generalization performance and reducing computational requirements.