Regularized Least-Squares
Ryan Rifkin
Description
We introduce Regularized Least Squares regression and classification.
We then introduce SVMs for classification and regression. All the above are
instances of Tikhonov regularization.
Slides
Slides for this lecture: PDF
Suggested Reading
- Rifkin. Everything Old Is New Again: A Fresh Look at Historical Approaches in Machine Learning. MIT Ph.D. Thesis, 2002.
- Evgeniou, Pontil and Poggio. Regularization Networks and Support Vector Machines Advances in Computational Mathematics, 2000.
- Rifkin, R.,. and R.A. Lippert.Notes on Regularized Least-Squares, CBCL Paper #268/AI Technical Report #2007-019, Massachusetts Institute of Technology, Cambridge, MA, May, 2007.