Lecture

Model Selection: Least Squares

Description

This lecture covers model selection techniques in the context of least squares regression. It discusses methods like backward elimination and bidirectional elimination, as well as prediction error-based criteria and information criteria. The lecture also delves into the challenges posed by multicollinearity and explores remedies such as ridge regression. Various strategies for diagnosing and addressing multicollinearity are presented, along with the concept of shrinkage in regression models.

About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.