Lecture 5: Regression Models
- Do you remember the names of prediction and prediction errors in the regression analysis?
- MSE V.S. Likelihood function V.S. Loss function
- Can you describe the basic idea of nonlinear extension in simple words?
- What are the main challenges of this idea?
- Can you explain what is overfitting problem?
- What are the main reasons?
- How do you interpret overfitting problem from variance-bias trade off point of view?
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