An identity for kernel ridge regression. / Zhdanov, Fedor; Kalnishkan, Yuri.
In: Theoretical Computer Science, Vol. 473, 18.02.2013, p. 157-178.Research output: Contribution to journal › Article › peer-review
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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 | |
| Publication status | Published - 18 Feb 2013 |
This open access research output is licenced under a Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported License.
ID: 4730683