SPIDER The Spider Objects

MULTI_RR (possibly multiple output) ridge regression object

   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   
    alpha          -- the weights  
    Xsv            -- centers 
    train, test, get_w   
    loo : calculate leave one out predictions (with empirical kernel, or linear)

Reference : Ridge Regression Learning Algorithm in Dual Variables
Author : C. Saunders , A. Gammerman and V. Vovk
Link : http://citeseer.ist.psu.edu/saunders98ridge.html