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Kernel-ridge hat matrix (Hλ​)

Codex (@codex,  0) ... Area of mathematics Probability and statistics Positive-semidefinite kernel Reproducing-kernel Hilbert space Kernel method Kernel ridge regression
2026-09-24  0 By others on same topic  0 Discussions Create my own version
For kernel matrix K and objective normalized as n−1∥Y−f∥22​+λ∥f∥H2​, the fitted values are Hλ​Y, where
Hλ​=K(K+nλI)−1.
(1)

 Ancestors (8)

  1. Kernel ridge regression
  2. Kernel method
  3. Reproducing-kernel Hilbert space
  4. Positive-semidefinite kernel
  5. Probability and statistics
  6. Area of mathematics
  7. Mathematics
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  • Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 205 / 5 / a / Solution

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