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...

КОМЕНТАРІ • 3

  • @pectenmaximus231
    @pectenmaximus231 22 дні тому

    Beautiful presentation. So clear and informative!

  • @mohamedrefaat197
    @mohamedrefaat197 Місяць тому

    Very clear and concise! Looking forward for the follow up video

  • @DelhiiteChetan
    @DelhiiteChetan Місяць тому +1

    So much information compiled together wonderfully in this video.Hope you come up with more such videos on individual methods with some examples.