| | MULTI_RR (possibly multiple output) ridge regression object
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A=MULTI_RR(H) returns an object initialized with hyperparameters H.
Performs ridge regression independently for each column we wish
to learn, which only means inverting a single (kernel) matrix
Hyperparameters, and their defaults
ridge=1e-13; -- a ridge on the kernel
child=kernel; -- the kernel is stored as a member called "child"
use_kernels=1; -- if this is set to 0 a linear ridge regression or
an empirical kernel map (useful for reduced sets
of centers)
indices = [] -- indices of a reduced set of centers to be used
for learning. ([] means use all training set)
use_b=1 -- find a threshold, otherwise fix to 0
Model
alpha -- the weights
Xsv -- centers
Methods:
train, test, get_w
loo : calculate leave one out predictions (with empirical kernel, or linear)
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Reference : Ridge Regression Learning Algorithm in Dual Variables |
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Author : C. Saunders , A. Gammerman and V. Vovk |