Zhdanov, Fedor and Vovk, Vladimir (2009) Competing with Gaussian linear experts.
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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.
This is a Submitted version This version's date is: 24/10/2009 This item is not peer reviewed
https://repository.royalholloway.ac.uk/items/8f175e39-dea7-10a8-bfbd-b5b5e11b80f9/8/
Deposited by Research Information System (atira) on 22-Jul-2014 in Royal Holloway Research Online.Last modified on 22-Jul-2014