Multi armed bandit - Samenvattingen, Aantekeningen en Examens

Factor Based Models classification, clustering, regression. Implicitly assumed that we have a lot of factors in the final model Why limit number of factors in a model? 2 reasons overfitting: when # of factors is close to or larger than # of data points. Model may fit too closely to random effects simplicity: simple models are usually better Classical variable selection approaches 1. Forward selection 2. Backwards elimination 3. Stepwise regression greedy algorithms...

Collegeaantekeningen van lecture 7-9 voor het vak MAS, hiermee hoef je geen college meer te kijken maar vooraloefenen