Regularized Least Squares Classification Algorithm

A Regularized Least Squares Classification Algorithm is a Regularized Least Squares Algorithm that is a Supervised Classification Algorithm.

• AKA: RLSC.
  • …
• Counter-Example(s):
  • SVMs.
  • a Regularized Least Squares Estimation Algorithm.
• See: Multiclass Classification Algorithm.

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References

2009

• (Rifkin, 2009) ⇒ Ryan Rifkin. (2009). “Multiclass Classification.” In: MIT Course, 9.520: Statistical Learning Theory and Applications, Spring 2009.
  • QUOTE: ... there’s a whole cottage industry in fancy, sophisticated methods for multiclass classification. To the best of my knowledge, choosing properly tuned regularization classifiers (RLSC, SVM) as your underlying binary classifiers and using one-vs-all (OVA) or all-vs-all (AVA) works as well as anything else you can do.

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