Regression on LETOR

Introduction

Introduction 

The aim of this entry is to provide a competitive baseline in the pointwise approach category. Compared to plain regression, this entry includes two rather standard enhancements:


Learning Parameters 

The details of the implementation can be found by looking at the Matlab source code. In particular, the ridge is chosen to be a constant times the mean value of the diagonal elements of the covariance matrix; and this constant is selected on the validation set in the set


Notes 

This document was written by Olivier Chapelle, and the experiments were
conducted by Olivier Chapelle. If any problem, please contact letor@microsoft.com or chap@yahooinc.com
