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- W1501882007 abstract "We compare the risk of ridge regression to a simple variant of ordinary least squares, in which one simply projects the data onto a finite dimensional subspace (as specified by a principal component analysis) and then performs an ordinary (un-regularized) least squares regression in this subspace. This note shows that the risk of this ordinary least squares method (PCA-OLS) is within a constant factor (namely 4) of the risk of ridge regression (RR)." @default.
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- W1501882007 date "2013-01-01" @default.
- W1501882007 modified "2023-09-23" @default.
- W1501882007 title "A risk comparison of ordinary least squares vs ridge regression" @default.
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- W1501882007 doi "https://doi.org/10.5555/2567709.2567711" @default.
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