An identity for kernel ridge regression

作者：Zhdanov Fedor; Kalnishkan Yuri^*

来源：Theoretical Computer Science, 2013, 473: 157-178.

DOI：10.1016/j.tcs.2012.10.016

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.

• 出版日期2013-2-18