We place ourselves in the setting of high-dimensional statistical inference where the number of variables p in a dataset of interest is of the same order of magnitude as the number of observations n.
Kernel ridge regression (KRR) is a regression technique for predicting a single numeric value and can deliver high accuracy for complex, non-linear data. KRR combines a kernel function (most commonly ...
KRR is especially useful when there is limited training data, says Dr. James McCaffrey of Microsoft Research in this full-code, step-by-step tutorial. The goal of a machine learning regression problem ...