An Identity for Kernel Ridge Regression


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.

DOI: 10.1007/978-3-642-16108-7_32

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@article{Zhdanov2010AnIF, title={An Identity for Kernel Ridge Regression}, author={Fedor Zhdanov and Yuri Kalnishkan}, journal={Theor. Comput. Sci.}, year={2010}, volume={473}, pages={157-178} }