Extrapolation in variable RKHSs with application to the blood glucose reading

Abstract

In this paper we present a new scheme of a kernel adaptive regularization algorithm, where the kernel and the regularization parameter are adaptively chosen within the regularization procedure. The construction of such a fully adaptive regularization algorithm is motivated by the problem of reading the blood glucose concentration of diabetic patients. We describe how the proposed scheme can be used for this purpose and report the results of numerical experiments with real clinical data.