Kernel-Based Regularized Least Squares
Compute first differences with KRLS
Gaussian Kernel Distance Computation
Kernel-based Regularized Least Squares (KRLS)
Leave-one-out optimization to find
Loss Function for Leave One Out Error
Plot method for Kernel-based Regularized Least Squares (KRLS) Model Fi...
Predict method for Kernel-based Regularized Least Squares (KRLS) Model...
Solve for Choice Coefficients in KRLS
Summary method for Kernel-based Regularized Least Squares (KRLS) Model...
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).