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Model selection methods for machine learning routines

Posted 9 years ago

Machine learning theme discussed previously is further updated with model / variable selection methods when linear regression is the tool to be used. This is due to the importance of regression routines in exploratory data analysis in econometrics and finance. Although the selection algorithms are presented in the linear model setting, they are equally applicable to other regression methods, not necessarily linear.

Selection image

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POSTED BY: Igor Hlivka
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