Regularized Least-Squares
Charlie Frogner

Description

We introduce Regularized Least Squares (RLS) regression. RLS is a very widely applicable instance 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.