How can we make linear regression better? Regularization.

If you haven’t read my post on linear regression I invite you to do so here, but basically it is a method for modelling the relationship between variables \(X_i\) and a target feature \(y\) in a linear model. This modelling is done through learning weights \(\theta_i\) for each \(X_i\) supposing that our model looks something like this: ...

February 10, 2020 · 8 min