GLM vs. GAM - Generalized Additive Models
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- Опубліковано 6 чер 2024
- Additive and Generalized Additive models differ from LM/GLMs in the way they relate the mean to the x predictors. While G/LMs assume a linear model in x, G/AMs allow for any function approximation that captures the structure between mu (or g(mu)) and x. In this video we will also learn about the backfitting algorithm which is a general method for fitting G/AMs. In a future video we will talk about more efficient algorithms (P-IRLS) for specific function approximators called splines.
Original GAM paper - Hastie and Tibshirani 1986: projecteuclid.org/journals/st...
Beautiful presentation. So clear and informative!
Very clear and concise! Looking forward for the follow up video
So much information compiled together wonderfully in this video.Hope you come up with more such videos on individual methods with some examples.