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Kernel Ridge Regression

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Kernel Ridge Regression

by Ambarish Jash

 

14 Apr 2010

This is ridge regression implemented using the Gaussian Kernel.

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Description

The Gaussian Kernel can be changed to any desired kernel. However such a change will not dramatically improve results. This is a variant of ridge regression using the kernel trick (Mercers Theorem).

MATLAB release MATLAB 7.9 (2009b)
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signal processing Ambarish Jash 15 Apr 2010 12:00:23
statistics Ambarish Jash 15 Apr 2010 12:00:23
nonlinear Ambarish Jash 15 Apr 2010 12:00:23
regression Ambarish Jash 15 Apr 2010 12:00:23

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