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Results tagged with linear-model
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user 255106
Refers to any model where a random variable is related to one or more random variables by a function that is linear in a finite number of parameters.
2
votes
1
answer
85
views
Binary variable in regression model (interview question)
I got this question, it may be easy but for some reason for me is not:
you are given a binary variable $b\in [0,1]$, that has no predictive power on $y$, but has some on $X$. How would you use it to i …
- 225
2
votes
2
answers
1k
views
Interview question: overfitting, MSE over validation and test sets
Q: Consider two linear models, and a dataset split into a training set, a validation set, and a test set in a 70-15-15% proportion. The two models produce a comparable and low mean squared error (MSE) …
- 225
2
votes
1
answer
998
views
scikit-learn linear regressor digests perfectly collinear features?
I am currently running this little piece of code:
import numpy as np
import sklearn.linear_model as skl_lm
X = np.random.normal(size = 1000)**2
y = X + np.random.normal(size = 1000)
Y = np.array([ [ …
- 225