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A generalization of linear regression allowing for nonlinear relationships via a "link function" and for the variance of the response to depend on the predicted value. (Not to be confused with "general linear model" which extends the ordinary linear model to general covariance structure and multivariate response.)
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Correcting log-bias in the output of an XGB
I have previously worked with GAMs, where I was trying to do regression on a log-transformed variable. The log-transformation introduced a negative bias in the average of the predicted variable, and I …