Asymptotics of Gaussian Regularized Least-Squares
We consider regularized least-squares (RLS) with a Gaussian kernel. Weprove that if we let the Gaussian bandwidth $\sigma \rightarrow\infty$ while letting the regularization parameter $\lambda\rightarrow 0$, the RLS solution tends to a polynomial whose order iscontrolled by the relative rates of dec...
| Main Authors: | , |
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| Language: | en_US |
| Published: |
2005
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| Subjects: | |
| Online Access: | http://hdl.handle.net/1721.1/30577 |