Controlling Travel Path of Original Cobra (2210.10655v1)

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.