Things on this page are fragmentary and immature notes/thoughts of the author. Please read with your own judgement!
Ordinary Least Square
Weighted Least Sqaure
- Heterogeneous variance
close results to transformation
Matrix Decomposition
Things on this page are fragmentary and immature notes/thoughts of the author. Please read with your own judgement!
QR Decomposition
The QR decomposition uses the Gram-Schmidt process to express a set of vectors (columns of design matrix from statistical view) in a set of orthogonal unit vecotors (which means …
Cross Validation in Machine Learning
Things on this page are fragmentary and immature notes/thoughts of the author. Please read with your own judgement!
Training and Testing Data Set
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good when you have large amount of data
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usually use 1/5 to 1/3 of the data as testing data set.
K-fold CV
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suitable when …
Estimate FDR
Things on this page are fragmentary and immature notes/thoughts of the author. Please read with your own judgement!
The problem is actually to estimate the number of null hypotheses.
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Benjamini
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Nettleton
Regression Classification ANOVA
Things on this page are fragmentary and immature notes/thoughts of the author. Please read with your own judgement!
Regression refers to problems where the response (output) variable is continous while classfication refers to problems where the response (output) variable is discrete.
Generally speaking fitting gression to classification problems is …