COLT '90 Proceedings of the third annual workshop on Computational learning theory
Exponentiated gradient versus gradient descent for linear predictors
Information and Computation
A game of prediction with expert advice
Journal of Computer and System Sciences - Special issue on the eighth annual workshop on computational learning theory, July 5–8, 1995
Ridge Regression Learning Algorithm in Dual Variables
ICML '98 Proceedings of the Fifteenth International Conference on Machine Learning
A Generalized Representer Theorem
COLT '01/EuroCOLT '01 Proceedings of the 14th Annual Conference on Computational Learning Theory and and 5th European Conference on Computational Learning Theory
Tracking the best linear predictor
The Journal of Machine Learning Research
A Second-Order Perceptron Algorithm
SIAM Journal on Computing
Learning the Kernel Function via Regularization
The Journal of Machine Learning Research
Prediction, Learning, and Games
Prediction, Learning, and Games
Pattern Recognition and Machine Learning (Information Science and Statistics)
Pattern Recognition and Machine Learning (Information Science and Statistics)
Numerical Recipes 3rd Edition: The Art of Scientific Computing
Numerical Recipes 3rd Edition: The Art of Scientific Computing
Online Regression Competitive with Changing Predictors
ALT '07 Proceedings of the 18th international conference on Algorithmic Learning Theory
Information Consistency of Nonparametric Gaussian Process Methods
IEEE Transactions on Information Theory
Worst-case quadratic loss bounds for prediction using linear functions and gradient descent
IEEE Transactions on Neural Networks
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This paper derives an identity connecting the square loss of ridge regression in on-line mode with the loss of the retrospectively best regressor. Some corollaries about the properties of the cumulative loss of on-line ridge regression are also obtained.