Non-Linear models (2) 썸네일형 리스트형 [R] Non-Linear Models : Local Regression, GAM 1. What is Local Regression Local regression or Local polynomial regression, also known as moving regression, is a generalization of the moving average and polynomial regression. Local regression computes the fit at target upoint \(x_0\) using only the regression nearby training obervation. With a sliding weight function, we fit separate linear fits over the range of \(x\) by weighted least squa.. [R] Non-Linear Models : Polynomials 1. What is Non-Linear Models Kinds of non-linear models : Polynomials Step functions Splines Local regression Generalized Additive Models(GAM) Population : \(y_i = \sum_{j=1}^p f_j(x_j) + \epsilon_i\) Inference : \(\hat{y}_i = \sum_{j=1}^p \hat{f}_j(x_j)\) 2. Polynomial Regression Not really intersted in the coefficients. More interested in fitted function values. \(\hat{f}(x_0) = \hat{\beta_0} .. 이전 1 다음
