Nonparametric regression: Difference between revisions

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Penalized least squares: removing this section: not specific to non-parametric regression, and the relation is not explicated at all
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[[Smoothing splines]] have an interpretation as the posterior mode of a Gaussian process regression.
 
==Penalized least squares==
 
===Quadratic penalties===
 
Here the penalty term is proportional to the [[RKHS]] norm of the vector of regression coefficients.
 
===Lasso===
{{Main|Lasso (statistics)}}
The lasso is a form of penalized least squares, where the penalty term is proportional to the L1 norm of the vector of regression coefficients.
 
==Kernel regression==