An identity for kernel ridge regression

Zhdanov, Fedor and Kalnishkan, Yuri

(2013)

Zhdanov, Fedor and Kalnishkan, Yuri (2013) An identity for kernel ridge regression. Theoretical Computer Science, 473

Our Full Text Deposits

Full text access: Open

Full text file - 321.04 KB

Links to Copies of this Item Held Elsewhere

Link to publisher copy

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.

Information about this Version

This is a Approved version
This version's date is: 18/2/2013
This item is not peer reviewed

Link to this Version

https://repository.royalholloway.ac.uk/items/5bb30738-1601-9c08-fbce-56542bdf59be/2/

Item TypeJournal Article
TitleAn identity for kernel ridge regression
AuthorsZhdanov, Fedor
Kalnishkan, Yuri
DepartmentsFaculty of Science\Computer Science

Identifiers
doihttp://dx.doi.org/10.1016/j.tcs.2012.10.016

Deposited by Research Information System (atira) on 03-Jun-2013 in Royal Holloway Research Online.Last modified on 03-Jun-2013

Details