DescriptionWe introduce Regularized Least Squares regression and classification. We then introduce SVMs for classification and regression. All the above are instances of Tikhonov regularization.
SlidesSlides for this lecture: PDF
- 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.
- V. N. Vapnik. The Nature of Statistical Learning Theory. Springer, 1995.