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sklearn(十三):Kernel ridge regression

The form of the model learned by KernelRidge is identical to support vector regression (SVR). However, different loss functions are used: KRR uses squared error loss while support vector regression uses ϵ-insensitive loss, both combined with l2 regularization. In contrast to SVR, fitting KernelRidge can be done in closed-form and is typically faster for medium-sized datasets. On the other hand, the learned model is non-sparse and thus slower than SVR, which learns a sparse model for ϵ>0, at prediction-time.