Subset Selection for Kernel-Based Signal Reconstruction

In this work, we introduce subset selection strategies for signal reconstruction based on kernel methods, particularly for the case of kernel-ridge regression. Typically, these methods are employed for exploiting known prior information about the structure of the signal of interest. We use the mean squared error and a scalar function of the covariance matrix of the kernel regressors to establish metrics for the subset selection problem. Despite the NP-hard nature of the problem, we introduce efficient algorithms for finding approximate solutions for the proposed metrics. Finally, numerical experiments demonstrate the applicability of the proposed strategies.Green Open Access added to TU Delft Institutional Repository ‘You share, we take care!’ – Taverne project https://www.openaccess.nl/en/you-share-we-take-care Otherwise as indicated in the copyright section: the publisher is the copyright holder of this work and the author uses the Dutch legislation to make this work public.Circuits and System

Subset Selection for Kernel-Based Signal Reconstruction

In this work, we introduce subset selection strategies for signal reconstruction based on kernel methods, particularly for the case of kernel-ridge regression. Typically, these methods are employed for exploiting known prior information about the structure of the signal of interest. We use the mean squared error and a scalar function of the covariance matrix of the kernel regressors to establish metrics for the subset selection problem. Despite the NP-hard nature of the problem, we introduce efficient algorithms for finding approximate solutions for the proposed metrics. Finally, numerical experiments demonstrate the applicability of the proposed strategies.</p