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.