An identity for kernel ridge regression

Fedor Zhdanov; Yuri Kalnishkan

doi:10.1016/j.tcs.2012.10.016

An identity for kernel ridge regression

Fedor Zhdanov, Yuri Kalnishkan

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Abstract

This paper derives an identity connecting the square loss of ridge regression in on-line mode with the loss of the retrospectively best regressor. Some corollaries about the properties of the cumulative loss of on-line ridge regression are also obtained.

Original language	English
Pages (from-to)	157-178
Journal	Theoretical Computer Science
Volume	473
DOIs	https://doi.org/10.1016/j.tcs.2012.10.016
Publication status	Published - 18 Feb 2013

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10.1016/j.tcs.2012.10.016

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Cite this

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abstract = "This paper derives an identity connecting the square loss of ridge regression in on-line mode with the loss of the retrospectively best regressor. Some corollaries about the properties of the cumulative loss of on-line ridge regression are also obtained.",

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