Notation
- Before we go on, we need some definitions:
- Regression means approximating a real-valued
target function.
- Residual is the error $\hat{f}(x) - f(x)$ in
approximating the target function.
- Kernel function is the function of distance
that is used to determine the weight of each training
example. That is, $K$ where
\[ w_i = K(d(x_i, x_q))\]
José M. Vidal
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