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Paper detail

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.

preprint2011arXivOpen access
Fedor ZhdanovYuri Kalnishkan
Machine Learning
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Fedor ZhdanovYuri Kalnishkan

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