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Regression Analysis with Python by Alberto Boschetti, Luca Massaron

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Chapter 8. Advanced Regression Methods

In this chapter, we will introduce some advanced regression methods. Since many of them are very complex, we will skip most of the mathematical formulations, providing the readers instead with the ideas underneath the techniques and some practical advice, such as explaining when and when not to use the technique. We will illustrate:

  • Least Angle Regression (LARS)
  • Bayesian regression
  • SGD classification with hinge loss (note that this is not a regressor, it's a classifier)
  • Regression trees
  • Ensemble of regressors (bagging and boosting)
  • Gradient Boosting Regressor with Least Angle Deviation

Least Angle Regression

Although very similar to Lasso (seen in Chapter 6, Achieving Generalization), Least Angle Regression, or simply ...

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