Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
434757 | Theoretical Computer Science | 2013 | 22 Pages |
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.
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Physical Sciences and Engineering
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Computational Theory and Mathematics