Competing with Gaussian linear experts

Zhdanov, Fedor and Vovk, Vladimir

(2009)

Zhdanov, Fedor and Vovk, Vladimir (2009) Competing with Gaussian linear experts.

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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.

Information about this Version

This is a Submitted version
This version's date is: 24/10/2009
This item is not peer reviewed

Link to this Version

https://repository.royalholloway.ac.uk/items/8f175e39-dea7-10a8-bfbd-b5b5e11b80f9/7/

Item TypeMonograph (Working Paper)
TitleCompeting with Gaussian linear experts
AuthorsZhdanov, Fedor
Vovk, Vladimir
Uncontrolled Keywordscs.LG
DepartmentsFaculty of Science\Computer Science

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Deposited by Research Information System (atira) on 22-Jul-2014 in Royal Holloway Research Online.Last modified on 22-Jul-2014

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