Comprehensive Lecture Notes ISYE 6501 Midterm 2.
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Comprehensive Lecture Notes ISYE 6501 Midterm 2| # Week 5 Notes Variable Selection what do we do with a lot of factors in our models? variable selection helps us choose the best factors for our models variable selection can work for any factor based model - regression / classification why do we not want a lot of factors in our models? - overfitting: when the number of factors is close or larger than number of data points our model will overfit - overfitting: model captures the random effe...
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Comprehensive Lecture Notes ISYE 6501 Midterm 2.•Comprehensive Lecture Notes ISYE 6501 Midterm 2.
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Georgia Institute of Technology ISYE 6501 | Introduction to Analytics Bundle• ByQuizMerchant
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Comprehensive Lecture Notes ISYE 6501 Midterm 2| # Week 5 Notes Variable Selection what do we do with a lot of factors in our models? variable selection helps us choose the best factors for our models variable selection can work for any factor based model - regression / classification why do we not want a lot of factors in our models? - overfitting: when the number of factors is close or larger than number of data points our model will overfit - overfitting: model captures the random effe...