Kernel Linear Regression

Learn to implement kernel linear regression for a single target.

Single target example

It’s possible to reformulate generalized linear regression to incorporate the kernel trick. For example, the loss function L(w)L(\bold w) for generalised linear regression with a single target is as follows:

L(w)=ϕ(X)wy22+λw22L(\bold w)= \|\phi(X) \bold w-\bold y\|_2^2 + \lambda \|\bold w\|_2^2

Note:

wTw=w22\bold w^T\bold w = \|\bold w\|_2^2 ...