Timeline for Is Tikhonov regularization the same as Ridge Regression?
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
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| Aug 21, 2018 at 18:07 | comment | added | ABIM | Also, Tychonov regularization has a formulation in arbitrary dimensions for (separable?) Hilbert spaces | |
| Nov 22, 2016 at 16:05 | comment | added | Carl | @Sycorax I do not expect so. For example, a B-spline would set derivatives at zero at endpoints, and match derivatives and magnitudes of spline to data in between endpoints. Tikhonov regularization will minimize whatever parameter error you tell it to by changing slope of fit. So, different things. | |
| Nov 22, 2016 at 15:56 | comment | added | Sycorax♦ | Are smoothing splines and similar basis expansion methods a subset of Tikhonov regularization? | |
| Sep 14, 2016 at 16:08 | comment | added | Carl | Good point. I'll add it in later. | |
| Sep 14, 2016 at 6:28 | comment | added | GeoMatt22 | (+1) For completeness, it is worth mentioning that in practical application the regularized system would typically be written in the form $\begin{bmatrix}A\\ \alpha \Gamma\\ \end{bmatrix}x\approx\begin{bmatrix}b\\0\\ \end{bmatrix}\implies \hat{A}x\approx \hat{b}$, which can then be solved as a standard linear least squares problem (e.g. via QR/SVD on $\hat{A}$, without explicitly forming the normal equations). | |
| Sep 12, 2016 at 5:26 | vote | accept | Carl | ||
| Sep 10, 2016 at 5:09 | history | edited | Carl | CC BY-SA 3.0 |
added 253 characters in body
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| Sep 10, 2016 at 4:47 | history | answered | Carl | CC BY-SA 3.0 |