GAM - Penalized Least Squares

In this video we explore penalized least squares for Additive Models and penalized IRLS for Generalized Additive Models (GAMs). We'll see how using splines and basis expansions can lead to a simpler solution that replaces the backfitting algorithm.

Тэги:

#spline #splines #additive_models #generalized_additive_models #GAM #GAMs #AM #polynomial #piecewise #basis #functions #smooth #cubic #quadratic #linear #constant #piecewise_cubic #knot #knots #degree #continuity #discontinuity #lever #least_squares #regression_spline #smoothing_spline #equidistant #quantile #natural_cubic_spline #interpolator #smoothest #penalized #penalized_least_squares #PIRLS #P-IRLS #IRLS #Iterated_Reweighted_Least_Squares

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