Transcription of Ryan M. Rifkin - mit.edu
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Ryan M. Rifkin - mit.edu
Regularized Least Squares Ryan M. Rifkin Honda Research Institute USA, Inc. Human Intention Understanding Group 2007. R. Rifkin Regularized Least Squares Basics: Data Data points S = {(X1 , Y1 ), .. , (Xn , Yn )}. We let X simultaneously refer to the set {X1 , .. , Xn } and to the n by d matrix whose ith row is Xit . R. Rifkin Regularized Least Squares Basics: RKHS, Kernel RKHS H with a positive semidefinite kernel function k : linear: k (Xi , Xj ) = Xit Xj polynomial: k (Xi , Xj ) = (Xit Xj + 1)d ! ||Xi Xj ||2.
Summary So Far If we can (directly) solve one RLS problem on our data, we can find a good value of λ using LOO optimization at essentially the same cost.
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