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...
Kernel Ridge Regression (KRR) and the recently developed Kernel Aggregating Algorithm for Regression (KAAR) are regression methods based on Least Squares. KAAR has theoretical adv...
Steven Busuttil, Yuri Kalnishkan, Alexander Gammer...