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Regression Analysis

2/34. Structure. Regression analysis: definition and examples Classical Linear RegressionLASSO and Ridge Regression (linear and nonlinear)Nonparametric (local) regression estimation: kNN for regression, Decision trees, SmoothersSupport Vector Regression (linear and nonlinear) Variable/featu

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Regression Analysis

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    1. Regression Analysis

    2. 2/34 Structure Regression analysis: definition and examples Classical Linear Regression LASSO and Ridge Regression (linear and nonlinear) Nonparametric (local) regression estimation: kNN for regression, Decision trees, Smoothers Support Vector Regression (linear and nonlinear) Variable/feature selection (AIC, BIC, R^2-adjusted)

    3. 3/34 Feature Selection, Dimensionality Reduction, and Clustering in the KDD Process

    4. 4/34 Common Data Mining tasks k-th Nearest Neighbour Parzen Window Unfolding, Conjoint Analysis, Cat-PCA

    5. 5/34 Linear regression analysis: examples

    6. 6/34 Linear regression analysis: examples

    7. 7/34 The Regression task

    8. 8/54 Classical Linear Regression (OLS)

    9. 9/54 Classical Linear Regression (OLS)

    10. 10/54 Classical Linear Regression (OLS)

    11. 11/54 Classical Linear Regression (OLS)

    12. 12/54 Classical Linear Regression (OLS)

    13. 13/54 Classical Linear Regression (OLS)

    14. 14/54 Classical Linear Regression (OLS): Multiple regression

    15. 15/54 Classical Linear Regression (OLS): Ordinary Least Squares estimation

    16. 16/54 Classical Linear Regression (OLS): Ordinary Least Squares estimation

    17. 17/59

    18. 18/59

    19. 19/59

    20. 20/59

    21. 21/59 How to Choose k or h?

    22. 22/59

    23. 23/59

    24. 24/59

    25. 25/59

    26. 26/59

    27. SVR Study : Model Training, Selection and Prediction 27/59

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    34. 34/34 Conclusion / Summary / References

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