Kernel Linear Regression
Learn to implement kernel linear regression for a single target.
We'll cover the following...
Single target example
It’s possible to reformulate generalized linear regression to incorporate the kernel trick. For example, the loss function for generalised linear regression with a single target is as follows:
Note:
Setting the derivative of the loss with respect to to results in the following:
Here, .
Reparameterization
We can now parametrize the loss function with parameter vector ...