This is a nice video about concept of ridge regression and principle components:
https://www.youtube.com/embed/onwOXVv8sks?rel=0
+ نوشته شده در یکشنبه بیست و سوم مهر ۱۳۹۶ساعت 11:1  توسط vitru |
Ridge regression
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Training and Test Error as A Function of Model Complexity
Fit of a model improves with the complexity of the model, i.e. as more predictors are included in the model the R2 value is expected to improve. If predictors truly capture the m
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نویسنده: محمد یزدانی
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نویسنده: محمد یزدانی
However, similar biases can occur when your linear model is missing important predictors, polynomial terms, and interaction terms. Statisticians call this specification bias, and it is caused by an underspecified model.
+ نوشته شده در سه شنبه بیست و پنجم مهر ۱۳۹۶ساعت 13:17  توسط vitru |
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نویسنده: محمد یزدانی