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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.
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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 …
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1
answer
433
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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 …
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answer
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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). …
1
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1
answer
275
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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 …