Exact Calibration and Sharp Risk Geometry for Volume-Sampled Ridge Regression
体积抽样岭回归的精确校准与尖锐风险几何
We study ridge regression from exactly $s$ distinct rows of a fixed design. Responses are fixed, and only the subset is random. The determinant law and selected ridge fit share one positive definite penalty. Established mean identities and exponential-family duality give the unique penalty that matches a prescribed full-data ridge fit in expectation. It exists exactly when $s$ exceeds the target's effective dimension. Our main result concerns centered covariance risk…