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Iterative ridge regression using the aggregating algorithm *
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DOI：10.1016/j.patrec.2022.04.021.png)
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Abstract
En 中文
In this paper, regularised regression for sequential data is investigated and a new ridge regression algo-rithm is proposed. It uses the Aggregating Algorithm (AA) to devise an iterative version of ridge regression (IRR). This algorithm is called AAIRR. A competitive analysis is conducted to show that the guarantee on the performance of AAIRR is better than that of the known online ridge regression algorithms. Moreover, an empirical study is carried out on real-world datasets to demonstrate the superior performance over those state-of-the-art algorithms.(c) 2022 The Authors. Published by Elsevier B.V. This is an open access article under the CC BY license ( http://creativecommons.org/licenses/by/4.0/ )
Keywords:
Online machine learning
Ridge regression
Aggregating algorithm
Online machine learning
Ridge regression
Aggregating algorithm
Journal
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7.8K
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