Recently, I am working on coding in SAS for a set of regularized regressions and need to compute trace of the projection matrix:
S=X(X’X + \lambda I)^{-1}X’.
Trace of the project matrix S is a key concept in modern regression analysis. For example, …
Recently, I am working on coding in SAS for a set of regularized regressions and need to compute trace of the projection matrix:
S=X(X’X + \lambda I)^{-1}X’.
Wikipedia has a well written introduction to Trace @ here.
Trace of the project matrix S i…
Recently, I am working on coding in SAS for a set of regularized regressions and need to compute trace of the projection matrix:
$$ S=X(X’X + \lambda I)^{-1}X’ $$.
Wikipedia has a well written introduction to Trace @ here.
To obtain the inverse of …
Using SAS to implement Regularized Discriminant Analysis [Chapter 4, ESL].
[Coming soon]
Kernel method is a very useful technique in data mining that is applicable to any algorithms relying on inner product [1]. The key is applying appropriate kernel function to the inner product of original data space.
I show here SAS/STAT+BASE ex…