Retargeted Least Squares Regression Algorithm

@article{Zhang2015RetargetedLS,
  title={Retargeted Least Squares Regression Algorithm},
  author={Xu-Yao Zhang and Lingfeng Wang and Shiming Xiang and Cheng-Lin Liu},
  journal={IEEE Transactions on Neural Networks and Learning Systems},
  year={2015},
  volume={26},
  pages={2206-2213}
}
This brief presents a framework of retargeted least squares regression (ReLSR) for multicategory classification. The core idea is to directly learn the regression targets from data other than using the traditional zero-one matrix as regression targets. The learned target matrix can guarantee a large margin constraint for the requirement of correct classification for each data point. Compared with the traditional least squares regression (LSR) and a recently proposed discriminative LSR models… CONTINUE READING