Controlling Travel Path of Original Cobra

TL;DR

This paper introduces a kernel-based approximation of COBRA, improving accuracy and speed over traditional methods, with a novel tuning procedure validated on two datasets.

Contribution

It presents a new kernel-based COBRA approximation with a novel parameter tuning method, outperforming existing COBRA variants in accuracy and efficiency.

Findings

Better accuracy than other COBRAs

Faster than grid search COBRA

Validated on two datasets

Abstract

In this paper we propose a kernel based COBRA which is a direct approximation of the original COBRA. We propose a novel tuning procedure for original COBRA parameters based on this kernel approximation. We show that our proposed algorithm provides much better accuracy than other COBRAs and faster than usual Gridsearch COBRA. We use two datasets to illustrate our proposed methodology over existing COBRAs.