Competing with Gaussian linear experts
Machine Learning
2010-05-12 v2
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.
Cite
@article{arxiv.0910.4683,
title = {Competing with Gaussian linear experts},
author = {Fedor Zhdanov and Vladimir Vovk},
journal= {arXiv preprint arXiv:0910.4683},
year = {2010}
}