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 languageEnglish
Pages (from-to)157-178
JournalTheoretical Computer Science
Volume473
DOIs
Publication statusPublished - 18 Feb 2013

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