KRLS1.0-0 package

Kernel-Based Regularized Least Squares

Package implements Kernel-based Regularized Least Squares (KRLS), a machine learning method to fit multidimensional functions y=f(x) for regression and classification problems without relying on linearity or additivity assumptions. KRLS finds the best fitting function by minimizing the squared loss of a Tikhonov regularization problem, using Gaussian kernels as radial basis functions. For further details see Hainmueller and Hazlett (2014).

  • Maintainer: Jens Hainmueller
  • License: GPL (>= 2)
  • Last published: 2017-07-10