Year: 2011
Type: preprint
Abstract: 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.
Source: arXiv (Cornell University)
Authors: Zhdanov, Fedor, Kalnishkan, Yuri
Institutions: University of London, Royal Holloway University of London
Language: English
Topic: Machine Learning and ELM
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2952294877