Blog

Learn About Our Meetup

5000+ Members

MEETUPS

LEARN, CONNECT, SHARE

Join our meetup, learn, connect, share, and get to know your Toronto AI community. 

JOB POSTINGS

INDEED POSTINGS

Browse through the latest deep learning, ai, machine learning postings from Indeed for the GTA.

CONTACT

CONNECT WITH US

Are you looking to sponsor space, be a speaker, or volunteer, feel free to give us a shout.

[D] Using lasso regression for selecting polynomial terms

Let’s assume I have a polynomial regression but I’m not sure which polynomial degree d to use. In econometrics, one would probably try out the various regressions, each with different degrees and then check the significance of the individual terms, compare R^2 value and so on. Assuming I have enough data points, if I want to explore d = 1,..., 20, then I’ll need to do twenty individual regressions and compare them.

Would be wrong, if I start from the very largest model, say d=20, and then use lasso regression to select only the terms that have non-zero coefficients?

My question is absolutely related to the following old and unanswered question in stackexchange: https://stats.stackexchange.com/questions/224707/selecting-polynomial-terms-in-regression

submitted by /u/Megaslaking
[link] [comments]

Next Meetup

 

Days
:
Hours
:
Minutes
:
Seconds

 

Plug yourself into AI and don't miss a beat

 


Toronto AI is a social and collaborative hub to unite AI innovators of Toronto and surrounding areas. We explore AI technologies in digital art and music, healthcare, marketing, fintech, vr, robotics and more. Toronto AI was founded by Dave MacDonald and Patrick O'Mara.