Recursive ridge regression using second-order stochastic algorithms

DOI10.1016/j.csda.2023.107854OpenAlexW4367832610MaRDI QIDQ6071711

Wei Lu, Bruno Portier, Antoine Godichon-Baggioni

Publication date: 28 November 2023

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2023.107854

zbMATH Keywords

stochastic optimizationridge regressionmachine learningrecursive estimationstochastic Newton algorithm

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites Work

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• An Efficient Stochastic Newton Algorithm for Parameter Estimation in Logistic Regressions
• Kernel Ridge Regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• A Stochastic Approximation Method

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