An Identity for Kernel Ridge Regression
نویسندگان
چکیده
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.
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ورودعنوان ژورنال:
- Theor. Comput. Sci.
دوره 473 شماره
صفحات -
تاریخ انتشار 2010