# Tag Info

1

In a comment you say I just need an average so that in the example Company B will rank above Company A when creating a Top 10 or Something like that. So, if that is the goal, you can use the number of reviews to calculate a standard error of the mean (arithmetic mean) of the ratings. Using a normal distribution as an approximation, you can choose the top ...

1

I know it's an oldie, but I put an example here of how to do this in Python either by using ElasticNet (approximation), or via nnls(). Basically, for ElasticNet, you can use: from sklearn import linear_model as lm eln = lm.ElasticNet(l1_ratio=0, fit_intercept=False) act_alphas, coefs, dual_gaps = eln.path(X, y, alphas=alphas, positive=True) but be ...

21

No difference. It's just a symbol. Sometimes mathematics uses symbols by convention, but there's no rule or requirement that you must use a certain symbol for a concept. In this particular case, the word lambda is reserved by the Python language, so alpha avoids overlapping with that word. As an aside, one sharp corner in sklearn is that sklearn.linear_model....

0

It is a decent question, asked a decade ago. The chat is long gone. Question Given a random forest: That has bias in the outputs That is decently trained with decent parameters and is otherwise non-pathological has some similarity to this (link) Find: Elastic net regression, or other regularized regression, to calibrate the output Logistic regression ...

0

$N(\lambda, a)$ in general is not a good function for tuning the regularization parameter $\lambda$ without more constraint. In general, $L(y,f_L(x))=0$ for $f_L(x)=y$ and $J(f)=0$ for some $f=f_J$. Then $\ln(L(y,f_L))=\ln(J(f_J))=-\infty$. Obviously $f_{\lambda=0}=f_L\,\bigvee\, f_{\lambda=1}=f_J\implies N(\lambda,a)=-\infty$. Thus there is no ...

0

Your evaluation should always be performed on a holdout set. In the simplest setups, this reduces to train & test sets. So, you should split. Ridge regression has regularisation mechanics but it may not save you from overfitting.

3

Writing the values for observation $i$ as $\mathbf{a}_i = (a_{i1},a_{i2},\ldots, a_{im}),$ $\mathbf{b}_i=(b_{i1},b_{i2},\ldots, b_{in})$, and $y_i$ ($i=1,2,\ldots, N$), this model can be expressed as $$E[y_i] = \sum_{j=1}^m\sum_{k=1}^n a_{ij}X_{jk}b_{ik} = \sum_l \alpha_{il} X_l$$ where $l$ indexes the $mn$ ordered pairs $(j,k)$ and \$\alpha_{il} = a_{ij}b_{...

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