Linear regressionIn statistics, linear regression is a linear approach for modelling the relationship between a scalar response and one or more explanatory variables (also known as dependent and independent variables). The case of one explanatory variable is called simple linear regression; for more than one, the process is called multiple linear regression. This term is distinct from multivariate linear regression, where multiple correlated dependent variables are predicted, rather than a single scalar variable.
Lasso (statistics)In statistics and machine learning, lasso (least absolute shrinkage and selection operator; also Lasso or LASSO) is a regression analysis method that performs both variable selection and regularization in order to enhance the prediction accuracy and interpretability of the resulting statistical model. It was originally introduced in geophysics, and later by Robert Tibshirani, who coined the term. Lasso was originally formulated for linear regression models. This simple case reveals a substantial amount about the estimator.
4-polytopeIn geometry, a 4-polytope (sometimes also called a polychoron, polycell, or polyhedroid) is a four-dimensional polytope. It is a connected and closed figure, composed of lower-dimensional polytopal elements: vertices, edges, faces (polygons), and cells (polyhedra). Each face is shared by exactly two cells. The 4-polytopes were discovered by the Swiss mathematician Ludwig Schläfli before 1853. The two-dimensional analogue of a 4-polytope is a polygon, and the three-dimensional analogue is a polyhedron.
Regularized least squaresRegularized least squares (RLS) is a family of methods for solving the least-squares problem while using regularization to further constrain the resulting solution. RLS is used for two main reasons. The first comes up when the number of variables in the linear system exceeds the number of observations. In such settings, the ordinary least-squares problem is ill-posed and is therefore impossible to fit because the associated optimization problem has infinitely many solutions.
Regularization (mathematics)In mathematics, statistics, finance, computer science, particularly in machine learning and inverse problems, regularization is a process that changes the result answer to be "simpler". It is often used to obtain results for ill-posed problems or to prevent overfitting. Although regularization procedures can be divided in many ways, the following delineation is particularly helpful: Explicit regularization is regularization whenever one explicitly adds a term to the optimization problem.
PolytopeIn elementary geometry, a polytope is a geometric object with flat sides (faces). Polytopes are the generalization of three-dimensional polyhedra to any number of dimensions. Polytopes may exist in any general number of dimensions n as an n-dimensional polytope or n-polytope. For example, a two-dimensional polygon is a 2-polytope and a three-dimensional polyhedron is a 3-polytope. In this context, "flat sides" means that the sides of a (k + 1)-polytope consist of k-polytopes that may have (k – 1)-polytopes in common.
Nonlinear regressionIn statistics, nonlinear regression is a form of regression analysis in which observational data are modeled by a function which is a nonlinear combination of the model parameters and depends on one or more independent variables. The data are fitted by a method of successive approximations. In nonlinear regression, a statistical model of the form, relates a vector of independent variables, , and its associated observed dependent variables, . The function is nonlinear in the components of the vector of parameters , but otherwise arbitrary.
Regular polytopeIn mathematics, a regular polytope is a polytope whose symmetry group acts transitively on its flags, thus giving it the highest degree of symmetry. All its elements or j-faces (for all 0 ≤ j ≤ n, where n is the dimension of the polytope) — cells, faces and so on — are also transitive on the symmetries of the polytope, and are regular polytopes of dimension ≤ n. Regular polytopes are the generalized analog in any number of dimensions of regular polygons (for example, the square or the regular pentagon) and regular polyhedra (for example, the cube).
Bayesian linear regressionBayesian linear regression is a type of conditional modeling in which the mean of one variable is described by a linear combination of other variables, with the goal of obtaining the posterior probability of the regression coefficients (as well as other parameters describing the distribution of the regressand) and ultimately allowing the out-of-sample prediction of the regressand (often labelled ) conditional on observed values of the regressors (usually ).
Regular 4-polytopeIn mathematics, a regular 4-polytope is a regular four-dimensional polytope. They are the four-dimensional analogues of the regular polyhedra in three dimensions and the regular polygons in two dimensions. There are six convex and ten star regular 4-polytopes, giving a total of sixteen. The convex regular 4-polytopes were first described by the Swiss mathematician Ludwig Schläfli in the mid-19th century. He discovered that there are precisely six such figures.
Stepwise regressionIn statistics, stepwise regression is a method of fitting regression models in which the choice of predictive variables is carried out by an automatic procedure. In each step, a variable is considered for addition to or subtraction from the set of explanatory variables based on some prespecified criterion. Usually, this takes the form of a forward, backward, or combined sequence of F-tests or t-tests.
Segmented regressionSegmented regression, also known as piecewise regression or broken-stick regression, is a method in regression analysis in which the independent variable is partitioned into intervals and a separate line segment is fit to each interval. Segmented regression analysis can also be performed on multivariate data by partitioning the various independent variables. Segmented regression is useful when the independent variables, clustered into different groups, exhibit different relationships between the variables in these regions.
Semiregular polytopeIn geometry, by Thorold Gosset's definition a semiregular polytope is usually taken to be a polytope that is vertex-transitive and has all its facets being regular polytopes. E.L. Elte compiled a longer list in 1912 as The Semiregular Polytopes of the Hyperspaces which included a wider definition. In three-dimensional space and below, the terms semiregular polytope and uniform polytope have identical meanings, because all uniform polygons must be regular.
5-polytopeIn geometry, a five-dimensional polytope (or 5-polytope) is a polytope in five-dimensional space, bounded by (4-polytope) facets, pairs of which share a polyhedral cell. A 5-polytope is a closed five-dimensional figure with vertices, edges, faces, and cells, and 4-faces. A vertex is a point where five or more edges meet. An edge is a line segment where four or more faces meet, and a face is a polygon where three or more cells meet. A cell is a polyhedron, and a 4-face is a 4-polytope.
Least-angle regressionIn statistics, least-angle regression (LARS) is an algorithm for fitting linear regression models to high-dimensional data, developed by Bradley Efron, Trevor Hastie, Iain Johnstone and Robert Tibshirani. Suppose we expect a response variable to be determined by a linear combination of a subset of potential covariates. Then the LARS algorithm provides a means of producing an estimate of which variables to include, as well as their coefficients.
Regression analysisIn statistical modeling, regression analysis is a set of statistical processes for estimating the relationships between a dependent variable (often called the 'outcome' or 'response' variable, or a 'label' in machine learning parlance) and one or more independent variables (often called 'predictors', 'covariates', 'explanatory variables' or 'features'). The most common form of regression analysis is linear regression, in which one finds the line (or a more complex linear combination) that most closely fits the data according to a specific mathematical criterion.
6-polytopeIn six-dimensional geometry, a six-dimensional polytope or 6-polytope is a polytope, bounded by 5-polytope facets. A 6-polytope is a closed six-dimensional figure with vertices, edges, faces, cells (3-faces), 4-faces, and 5-faces. A vertex is a point where six or more edges meet. An edge is a line segment where four or more faces meet, and a face is a polygon where three or more cells meet. A cell is a polyhedron. A 4-face is a polychoron, and a 5-face is a 5-polytope.
Elastic net regularizationIn statistics and, in particular, in the fitting of linear or logistic regression models, the elastic net is a regularized regression method that linearly combines the L1 and L2 penalties of the lasso and ridge methods. The elastic net method overcomes the limitations of the LASSO (least absolute shrinkage and selection operator) method which uses a penalty function based on Use of this penalty function has several limitations. For example, in the "large p, small n" case (high-dimensional data with few examples), the LASSO selects at most n variables before it saturates.
Simple linear regressionIn statistics, simple linear regression is a linear regression model with a single explanatory variable. That is, it concerns two-dimensional sample points with one independent variable and one dependent variable (conventionally, the x and y coordinates in a Cartesian coordinate system) and finds a linear function (a non-vertical straight line) that, as accurately as possible, predicts the dependent variable values as a function of the independent variable. The adjective simple refers to the fact that the outcome variable is related to a single predictor.
Bayesian multivariate linear regressionIn statistics, Bayesian multivariate linear regression is a Bayesian approach to multivariate linear regression, i.e. linear regression where the predicted outcome is a vector of correlated random variables rather than a single scalar random variable. A more general treatment of this approach can be found in the article MMSE estimator. Consider a regression problem where the dependent variable to be predicted is not a single real-valued scalar but an m-length vector of correlated real numbers.
