An Identity for Kernel Ridge Regression

Details An Identity for Kernel Ridge Regression An Identity for Kernel Ridge Regression

2011-12-06

arxiv.org/abs/1112.1390v1

Computer Science

Learning

35 pages; extended version of ALT 2010 paper (Proceedings of ALT 2010, LNCS 6331, Springer, 2010)

Scientific paper

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.

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