Simsek
Simsek
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"kernel-methods"
Kernel Alignment Risk Estimator: Risk Prediction from Training Data
We study the risk (i.e. generalization error) of Kernel Ridge Regression (KRR) for a kernel K with ridge λ textgreater 0 and i.i.d. observations. For this, we introduce two objects: the Signal Capture Threshold (SCT) and the Kernel Alignment Risk …
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