Timeline for Regularization in Linear Regression
Current License: CC BY-SA 4.0
10 events
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Sep 13, 2019 at 14:44 | history | edited | Augustine Samuel | CC BY-SA 4.0 |
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Sep 13, 2019 at 14:44 | comment | added | Augustine Samuel | @LakshmiSrinivasan As Martin Modrák pointed out the regularization would make the regression slope slightly smaller than what is in the data | |
Sep 13, 2019 at 14:43 | comment | added | Augustine Samuel | @whuber You are right. will edit! | |
Sep 10, 2019 at 20:02 | comment | added | whuber♦ | Implicitly equating "no outliers" with "all collinear" is extremely confusing--how is collinearity related to being an outlier?--and doesn't seem to make any sense. Are you sure this is what you intended to write? | |
Sep 10, 2019 at 16:57 | comment | added | Lakshmi Srinivasan | Based on the answer you provided above, I have a question. Only when you choose a non-linear hypothesis function (such as quadratic, cubic, ..) to fit the given data points, regularization helps by filtering the noise (outliers) in the data. But if the selected hypothesis function is linear, the regression problem is going to identify a straight line that best fits the data points. So how does regularization help in this scenario? | |
Sep 10, 2019 at 16:48 | comment | added | Lakshmi Srinivasan | I didn't mean that the given data points are collinear. I have updated the question to make it more clear. | |
Sep 10, 2019 at 11:05 | comment | added | Augustine Samuel | @MartinModrák Thank you for pointing out. What I actually meant to say was 'there will be no positive effect'. please correct me if I'm wrong | |
Sep 10, 2019 at 11:03 | history | edited | Augustine Samuel | CC BY-SA 4.0 |
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Sep 10, 2019 at 9:44 | comment | added | Martin Modrák | I believe your answer might be incorrect, are you sure there will be "no effect"? I think that in the case the points are collinear, regularization would make the regression slope slightly smaller than what is in the data. | |
Sep 9, 2019 at 4:54 | history | answered | Augustine Samuel | CC BY-SA 4.0 |