In this paper we study a dual version of the Ridge Regression procedure. It allows us to perform non-linear regression by constructing a linear regression function in a high dimensional feature space. The feature space representation can result in a large increase in the number of parameters used by the algorithm. In order to combat this \curse of dimensionality", the algorithm allows the use o...

Technological advances facilitating the acquisition of large arrays of biomarker data have led to new opportunities to understand and characterize disease progression over time. This creates an analytical challenge, however, due to the large numbers of potentially informative markers, the high degrees of correlation among them, and the time-dependent trajectories of association. We propose a mi...

This paper discusses the effect of hubness in zero-shot learning, when ridge regression is used to find a mapping between the example space to the label space. Contrary to the existing approach, which attempts to find a mapping from the example space to the label space, we show that mapping labels into the example space is desirable to suppress the emergence of hubs in the subsequent nearest ne...

Ridge regression is often favored in the analysis of ill-conditioned systems. A canonical form identifies regions in the parameter space where Ordinary Least Squares (OLS) is problematic. The objectives are two-fold: To reexamine the view that ill-conditioning necessarily degrades essentials of OLS; and to reassess ranges of the ridge parameter k where ridge is efficient in mean squared error (...

This work gives a simultaneous analysis of both the ordinary least squares estimator and the ridge regression estimator in the random design setting under mild assumptions on the covariate/response distributions. In particular, the analysis provides sharp results on the “out-of-sample” prediction error, as opposed to the “in-sample” (fixed design) error. The analysis also reveals the effect of ...

The estimation of ridge parameter is an important problem in the ridge regression method, which is widely used to solve multicollinearity problem. A comprehensive study on 28 different available estimators and five proposed ridge estimators, KB1, KB2, KB3, KB4, and KB5, is provided. A simulation study was conducted and selected estimators were compared. Some of selected ridge estimators perform...

Ridge regression, perturbing the design moment matrix via a parameter k, persists in the study of ill-conditioned systems. Ridge traces, exhibiting solutions as functions of k, are intended to reflect stability as k evolves, in contrast to transient instabilities in ordinary least squares. This study examines derivative traces as analytic tools regarding stability, and develops rational represe...

In many regression tasks, in addition to an accurate estimate of the conditional mean of the target distribution, an indication of the predictive uncertainty is also required. There are two principal sources of this uncertainty: the noise process contaminating the data and the uncertainty in estimating the model parameters based on a limited sample of training data. Both of them can be summaris...

Ridge regression is an algorithm that takes as input a large number of data points and finds the best-fit linear curve through these points. It is a building block for many machine-learning operations. This report presents a system for privacy-preserving ridge regression. The system outputs the best-fit curve in the clear, but exposes no other information about the input data. This problem was ...

The present study was conducted to predict survival time in patients with diffuse large B-cell lymphoma, DLBCL, based on microarray data using Cox regression model combined with seven dimension reduction methods. This historical cohort included 2042 gene expression measurements from 40 patients with DLBCL. In order to predict survival, a combination of Cox regression model was used with seven m...