LEAST SQUARE REGRESSION WITH COEFFICIENT REGULARIZATION BY GRADIENT DESCENT
Juan Huang, HONG CHEN, Luoqing Li · International Journal of Wavelets Multiresolution and Information Processing · 2011
We propose a stochastic gradient descent algorithm for the least square regression with coefficient regularization. An explicit expression of the solution via sampling operator and empirical integral operator is derived. Learning rates are given in terms of the suitable choices of the step sizes and regularization parameters.