Abstract：
:In resampling methods, such as bootstrapping or cross validation, a very similar computational problem (usually an optimization procedure) is solved over and over again for a set of very similar data sets. If it is computationally burdensome to solve this computational problem once, the whole resampling method can become unfeasible. However, because the computational problems and data sets are so similar, the speed of the resampling method may be increased by taking advantage of these similarities in method and data. As a generic solution, we propose to learn the relation between the resampled data sets and their corresponding optima. Using this learned knowledge, we are then able to predict the optima associated with new resampled data sets. First, these predicted optima are used as starting values for the optimization process. Once the predictions become accurate enough, the optimization process may even be omitted completely, thereby greatly decreasing the computational burden. The suggested method is validated using two simple problems (where the results can be verified analytically) and two real-life problems (i.e., the bootstrap of a mixed model and a generalized extreme value distribution). The proposed method led on average to a tenfold increase in speed of the resampling method.
journal_name
Sci Repjournal_title
Scientific reportsauthors
Mestdagh M,Verdonck S,Duisters K,Tuerlinckx Fdoi
10.1038/srep16970subject
Has Abstractpub_date
2015-11-24 00:00:00pages
16970issn
2045-2322pii
srep16970journal_volume
5pub_type
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