An Identity for Kernel Ridge Regression
Machine Learning
2011-12-07 v1
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.
Cite
@article{arxiv.1112.1390,
title = {An Identity for Kernel Ridge Regression},
author = {Fedor Zhdanov and Yuri Kalnishkan},
journal= {arXiv preprint arXiv:1112.1390},
year = {2011}
}
Comments
35 pages; extended version of ALT 2010 paper (Proceedings of ALT 2010, LNCS 6331, Springer, 2010)