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14

ALT
2010
Springer

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An Identity for Kernel Ridge Regression

13 years 1 months ago

An Identity for Kernel Ridge Regression

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This paper provides a probabilistic derivation of an identity connecting the square loss of ridge regression in on-line mode with the loss of a retrospectively best regressor. Some corollaries of the identity providing upper bounds for the cumulative loss of on-line ridge regression are also discussed.

Fedor Zhdanov, Yuri Kalnishkan

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ALT 2010 | Machine Learning | On-line Ridge Regression | Ridge Regression | Square Loss |

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Added	28 Feb 2011
Updated	28 Feb 2011
Type	Journal
Year	2010
Where	ALT
Authors	Fedor Zhdanov, Yuri Kalnishkan

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