HybridRFM

Code accompanying the paper 'Avoiding The Double Descent Phenomenon of Random FeatureModels Using Hybrid Regularization'

Reference

For the full documentation of the code, see the preprint

@misc{kan2020hybrid,
      title={Avoiding The Double Descent Phenomenon of Random FeatureModels Using Hybrid Regularization}, 
      author={Kelvin Kan and James G Nagy and Lars Ruthotto},
      year={2020},
      eprint={2012.xxxx},
      archivePrefix={arXiv},
      primaryClass={cs.LG}
}

Requirements

To use the hybrid method, the package IRtools must be in the MATLAB path.

Acknowledgements

This material is in part based upon work supported by the National Science Foundation under Grant Numbers 1751636 and 1819042 and the Air Force Office of Scientific Research Grant 20RT0237. Any opinions, findings, and conclusions or recommendations expressed in this material are those of the author(s) and do not necessarily reflect the views of the sponsoring agencies.