Scalable kernel logistic regression with Nyström approximation: Theoretical analysis and application to discrete choice modelling

The application of kernel-based Machine Learning (ML) techniques to discrete choice modelling using large datasets often faces challenges due to memory requirements and the considerable number of parameters involved in these models. This complexity hampers the efficient training of large-scale model...

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Detalles Bibliográficos
Autores: Bierlaire , Michel, Martín Baos, José Ángel, García Ródenas, Ricardo, Rodríguez Benítez, Luis
Tipo de recurso: artículo
Fecha de publicación:2025
País:España
Institución:Universidad de Castilla-La Mancha
Repositorio:RUIdeRA. Repositorio Institucional de la UCLM
OAI Identifier:oai:ruidera.uclm.es:10578/40068
Acceso en línea:https://doi.org/10.1016/j.neucom.2024.128975
https://hdl.handle.net/10578/40068
Access Level:acceso abierto
Palabra clave:Discrete choice models
Random utility models
Descripción
Sumario:The application of kernel-based Machine Learning (ML) techniques to discrete choice modelling using large datasets often faces challenges due to memory requirements and the considerable number of parameters involved in these models. This complexity hampers the efficient training of large-scale models. This paper addresses these problems of scalability by introducing the Nyström approximation for Kernel Logistic Regression (KLR) on large datasets.