Ridge regression is a classical statistical technique that attempts to address the bias-variance trade-off in the design of linear regression models. A reformulation of ridge regr...
This paper provides a probabilistic derivation of an identity connecting the square loss of ridge regression in on-line mode with the loss of a retrospectively best regressor. Some...
In many regression tasks, in addition to an accurate estimate of the conditional mean of the target distribution, an indication of the predictive uncertainty is also required. Ther...
Gavin C. Cawley, Nicola L. C. Talbot, Olivier Chap...
Ridge regression is a well established method to shrink regression parameters towards zero, thereby securing existence of estimates. The present paper investigates several approac...
In this paper, we present novel ridge regression (RR) and kernel ridge regression (KRR) techniques for multivariate labels and apply the methods to the problem of face recognition...