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Machine learning algorithms build a model of the training data. The term "machine learning" is vaguely defined; it includes what is also called statistical learning, reinforcement learning, unsupervised learning, etc. ALWAYS ADD A MORE SPECIFIC TAG.

1 vote
0 answers
73 views

Bias vs. variance

I have a question about bias/variance trade-off for different competing models. Say one has estimated model A and model B and calculated their respective train and test error. How does one yield an in …
alphaH's user avatar
  • 37
0 votes
1 answer
433 views

Transform target/label variable into classes but classes are data-dependent: How to approach...

I was redirected from StackOverflow because my question is more about theory. I have a usual set-up with a pandas dataframe with some features and a numeric target variable (financial returns for exam …
alphaH's user avatar
  • 37
1 vote
1 answer
1k views

Lasso vs Ridge Regression

My question relates on the Ridge vs Lasso Regression. I know the difference in the cost function (ridge penalizes sum of quadratic coefficients, lasso penalizes sum of absolute value of coefficients). …
alphaH's user avatar
  • 37
1 vote
1 answer
275 views

Sign change in LASSO and RIDGE of coefficients

I am estimating in total three models: Logistic regression without any penalization (as benchmark model), logistic regression with L1 penalization (LASSO) and with L2 penalization (RIDGE). Now i recog …
alphaH's user avatar
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