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Linear regression with huge numbers of parameters

David W Hogg
October 29, 2020

Linear regression with huge numbers of parameters

A lunch-time talk given at Flatiron CCA. I describe under-parameterized and over-parameterized models, and how regularization can improve linear regression. Based on joint work with Soledad Villar (JHU) and Teresa Huang (JHU).

David W Hogg

October 29, 2020
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