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I have been hearing that the Ridge regression is the dual to the GP (Gaussian process regression). What does this mean? Can someone please give an intuition on what 'dual' is.

My impression of the 'dual' is something along the lines of being 'analogous'. That there would be correspondences in the properties, meanings and uses between the two concepts. Would this be a correct intuition?

How does this apply to the ridge regression being a dual to the GP regression?

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    $\begingroup$ Do you have a reference for that claim? $\endgroup$
    – kjetil b halvorsen ♦
    Commented Oct 14, 2020 at 12:45
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    $\begingroup$ This was given in a lecture by Nando de Freitas back when he was in University of British Columbia (on Gaussian Processes). The video is easily accessible via youtube. $\endgroup$
    – cgo
    Commented Oct 15, 2020 at 2:21

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