Zhdanov, Fedor and Kalnishkan, Yuri (2013) An identity for kernel ridge regression. Theoretical Computer Science, 473
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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.
This is a Approved version This version's date is: 18/2/2013 This item is not peer reviewed
https://repository.royalholloway.ac.uk/items/5bb30738-1601-9c08-fbce-56542bdf59be/2/
Deposited by Research Information System (atira) on 03-Jun-2013 in Royal Holloway Research Online.Last modified on 03-Jun-2013