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ToolsJamil, W. and Bouchachia, A., 2022. Iterative ridge regression using the aggregating algorithm. Pattern Recognition Letters, 158, 34-41.
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DOI: 10.1016/j.patrec.2022.04.021
Abstract
In this paper, regularised regression for sequential data is investigated and a new ridge regression algorithm is proposed. It uses the Aggregating Algorithm (AA) to devise an iterative version of ridge regression (IRR). This algorithm is called AAIRR. A competitive analysis is conducted to show that the guarantee on the performance of AAIRR is better than that of the known online ridge regression algorithms. Moreover, an empirical study is carried out on real-world datasets to demonstrate the superior performance over those state-of-the-art algorithms.
| Item Type: | Article |
|---|---|
| ISSN: | 0167-8655 |
| Uncontrolled Keywords: | Online machine learning; Ridge regression; Aggregating algorithm; Online machine learning; Ridge regression; Aggregating algorithm |
| Group: | Faculty of Science & Technology |
| ID Code: | 40848 |
| Deposited By: | Symplectic RT2 |
| Deposited On: | 01 Apr 2025 10:14 |
| Last Modified: | 01 Apr 2025 10:14 |
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