April 2015
Intermediate to advanced
1062 pages
40h 35m
English
The kernel ridge regression was introduced in Section 11.7. Here, it will be restated via its dual representation form. The ridge regression in its primal representation can be cast as
(11.51)
which leads to the following Lagrangian:
(11.52)
Differentiating with respect to θ and ξn, n = 1,2,…,N, and equating to zero, we obtain
(11.53)
and