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S5E09 Regularized Variable Selection Methods

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Manage episode 386231926 series 2563686
Content provided by Greg Hancock & Patrick Curran, Greg Hancock, and Patrick Curran. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Greg Hancock & Patrick Curran, Greg Hancock, and Patrick Curran or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.

In today’s episode Greg and Patrick talk about regularization, which includes ridge, LASSO, and elastic net procedures for variable selection within the general linear model and beyond. Along the way they also mention Bowdlerizing, The Family Shakespeare, disturbance in the force, McNeish on his bike, Spandex, C’mon guys wait up, the altar of unbiasedness, Curranizing, shooting arrows, stepwise goat rodeo, volume knobs, Hancockizing, always angry, getting slapped, betting a chicken, mission from God, hypothetico-deductive porpoising, and letting go of truth (which you can’t handle anyway).

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151 episodes

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S5E09 Regularized Variable Selection Methods

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Manage episode 386231926 series 2563686
Content provided by Greg Hancock & Patrick Curran, Greg Hancock, and Patrick Curran. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Greg Hancock & Patrick Curran, Greg Hancock, and Patrick Curran or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.

In today’s episode Greg and Patrick talk about regularization, which includes ridge, LASSO, and elastic net procedures for variable selection within the general linear model and beyond. Along the way they also mention Bowdlerizing, The Family Shakespeare, disturbance in the force, McNeish on his bike, Spandex, C’mon guys wait up, the altar of unbiasedness, Curranizing, shooting arrows, stepwise goat rodeo, volume knobs, Hancockizing, always angry, getting slapped, betting a chicken, mission from God, hypothetico-deductive porpoising, and letting go of truth (which you can’t handle anyway).

Stay in contact with Quantitude!

  continue reading

151 episodes

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