Competing with Gaussian linear experts

Fedor Zhdanov, Vladimir Vovk

Research output: Working paper

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Abstract

We study the problem of online regression. We prove a theoretical bound on the square loss of Ridge Regression. We do not make any assumptions about input vectors or outcomes. We also show that Bayesian Ridge Regression can be thought of as an online algorithm competing with all the Gaussian linear experts.
Original languageEnglish
Publication statusPublished - 24 Oct 2009

Keywords

  • cs.LG

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