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Eric Maugendre<a href="https://a.gup.pe/u/data" class="u-url mention" rel="nofollow noopener noreferrer" target="_blank">@data</a> <a href="https://a.gup.pe/u/datadon" class="u-url mention" rel="nofollow noopener noreferrer" target="_blank">@datadon</a> 🧵Accuracy! To counter regression dilution, a method is to add a constraint on the statistical modeling. Regression Redress restrains bias by segregating the residual values. My article: <a href="http://data.yt/kit/regression-redress.html" rel="nofollow noopener noreferrer" translate="no" target="_blank">http://data.yt/kit/regression-redress.html</a><a href="https://hachyderm.io/tags/bias" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#bias</a> <a href="https://hachyderm.io/tags/modeling" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#modeling</a> <a href="https://hachyderm.io/tags/dataDev" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#dataDev</a> <a href="https://hachyderm.io/tags/AIDev" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#AIDev</a> <a href="https://hachyderm.io/tags/modelEvaluation" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#modelEvaluation</a> <a href="https://hachyderm.io/tags/regression" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#regression</a> <a href="https://hachyderm.io/tags/modelling" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#modelling</a> <a href="https://hachyderm.io/tags/dataLearning" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#dataLearning</a> <a href="https://hachyderm.io/tags/linearRegression" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#linearRegression</a> <a href="https://hachyderm.io/tags/probability" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#probability</a> <a href="https://hachyderm.io/tags/probabilities" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#probabilities</a> <a href="https://hachyderm.io/tags/statistics" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#statistics</a> <a href="https://hachyderm.io/tags/stats" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#stats</a> <a href="https://hachyderm.io/tags/correctionRatio" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#correctionRatio</a> <a href="https://hachyderm.io/tags/ML" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#ML</a> <a href="https://hachyderm.io/tags/distributions" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#distributions</a> <a href="https://hachyderm.io/tags/accuracy" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#accuracy</a> <a href="https://hachyderm.io/tags/RegressionRedress" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#RegressionRedress</a> <a href="https://hachyderm.io/tags/Python" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#Python</a> <a href="https://hachyderm.io/tags/RStats" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#RStats</a>

Eric Maugendre<a href="https://a.gup.pe/u/data" class="u-url mention" rel="nofollow noopener noreferrer" target="_blank">@data</a> <a href="https://a.gup.pe/u/datadon" class="u-url mention" rel="nofollow noopener noreferrer" target="_blank">@datadon</a> 🧵Redressing <a href="https://hachyderm.io/tags/Bias" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#Bias</a>: "Correlation Constraints for Regression Models": Treder et al (2021) <a href="https://doi.org/10.3389/fpsyt.2021.615754" rel="nofollow noopener noreferrer" translate="no" target="_blank">https://doi.org/10.3389/fpsyt.2021.615754</a><a href="https://hachyderm.io/tags/dataDev" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#dataDev</a> <a href="https://hachyderm.io/tags/linearRegression" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#linearRegression</a> <a href="https://hachyderm.io/tags/modeling" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#modeling</a> <a href="https://hachyderm.io/tags/probability" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#probability</a> <a href="https://hachyderm.io/tags/probabilities" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#probabilities</a> <a href="https://hachyderm.io/tags/statistics" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#statistics</a> <a href="https://hachyderm.io/tags/stats" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#stats</a> <a href="https://hachyderm.io/tags/modelling" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#modelling</a> <a href="https://hachyderm.io/tags/regression" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#regression</a> <a href="https://hachyderm.io/tags/correctionRatio" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#correctionRatio</a> <a href="https://hachyderm.io/tags/skLearn" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#skLearn</a> <a href="https://hachyderm.io/tags/scikitLearn" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#scikitLearn</a> <a href="https://hachyderm.io/tags/python" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#python</a> <a href="https://hachyderm.io/tags/AIDev" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#AIDev</a>

Eric Maugendre"In real life, we weigh the anticipated consequences of the decisions that we are about to make. That approach is much more rational than limiting the percentage of making the error of one kind in an artificial (null hypothesis) setting or using a measure of evidence for each model as the weight." Longford (2005) <a href="http://www.stat.columbia.edu/~gelman/stuff_for_blog/longford.pdf" rel="nofollow noopener noreferrer" translate="no" target="_blank">http://www.stat.columbia.edu/~gelman/stuff_for_blog/longford.pdf</a><a href="https://hachyderm.io/tags/modeling" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#modeling</a> <a href="https://hachyderm.io/tags/nullHypothesis" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#nullHypothesis</a> <a href="https://hachyderm.io/tags/probability" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#probability</a> <a href="https://hachyderm.io/tags/probabilities" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#probabilities</a> <a href="https://hachyderm.io/tags/pValues" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#pValues</a> <a href="https://hachyderm.io/tags/statistics" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#statistics</a> <a href="https://hachyderm.io/tags/stats" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#stats</a> <a href="https://hachyderm.io/tags/statisticalLiteracy" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#statisticalLiteracy</a> <a href="https://hachyderm.io/tags/bias" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#bias</a> <a href="https://hachyderm.io/tags/inference" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#inference</a> <a href="https://hachyderm.io/tags/modelling" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#modelling</a> <a href="https://hachyderm.io/tags/regression" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#regression</a> <a href="https://hachyderm.io/tags/linearRegression" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#linearRegression</a>

Eric MaugendreFeature Selection in Python; a script ready to use: <a href="https://johfischer.com/2021/08/06/correlation-based-feature-selection-in-python-from-scratch/" rel="nofollow noopener noreferrer" translate="no" target="_blank">https://johfischer.com/2021/08/06/correlation-based-feature-selection-in-python-from-scratch/</a><a href="https://hachyderm.io/tags/interpretability" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#interpretability</a> <a href="https://hachyderm.io/tags/featureSelection" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#featureSelection</a> <a href="https://hachyderm.io/tags/python" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#python</a> <a href="https://hachyderm.io/tags/probability" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#probability</a> <a href="https://hachyderm.io/tags/probabilities" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#probabilities</a> <a href="https://hachyderm.io/tags/bigData" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#bigData</a> <a href="https://hachyderm.io/tags/classification" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#classification</a> <a href="https://hachyderm.io/tags/linearRegression" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#linearRegression</a> <a href="https://hachyderm.io/tags/regression" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#regression</a> <a href="https://hachyderm.io/tags/Schusterbauer" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#Schusterbauer</a> <a href="https://hachyderm.io/tags/inference" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#inference</a> <a href="https://hachyderm.io/tags/AIDev" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#AIDev</a>

Eric Maugendre<a href="https://a.gup.pe/u/datadon" class="u-url mention" rel="nofollow noopener noreferrer" target="_blank">@datadon</a><a href="https://hachyderm.io/tags/Lasso" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#Lasso</a> <a href="https://hachyderm.io/tags/LinearRegression" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#LinearRegression</a> "is useful in some contexts due to its tendency to prefer solutions with fewer non-zero coefficients, effectively reducing the number of features upon which the given solution is dependent"<a href="https://scikit-learn.org/stable/modules/linear_model.html#lasso" rel="nofollow noopener noreferrer" translate="no" target="_blank">https://scikit-learn.org/stable/modules/linear_model.html#lasso</a> 🧵<a href="https://hachyderm.io/tags/dataDev" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#dataDev</a> <a href="https://hachyderm.io/tags/AIDev" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#AIDev</a> <a href="https://hachyderm.io/tags/ML" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#ML</a> <a href="https://hachyderm.io/tags/sklearn" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#sklearn</a> <a href="https://hachyderm.io/tags/python" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#python</a> <a href="https://hachyderm.io/tags/interpretability" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#interpretability</a>

Eric MaugendreAn easy guide to predict possible future quantities, by Mercy Kibet: <a href="https://www.influxdata.com/blog/guide-regression-analysis-time-series-data/#heading0" rel="nofollow noopener noreferrer" translate="no" target="_blank">https://www.influxdata.com/blog/guide-regression-analysis-time-series-data/#heading0</a><a href="https://hachyderm.io/tags/timeSeries" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#timeSeries</a> <a href="https://hachyderm.io/tags/data" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#data</a> <a href="https://hachyderm.io/tags/inference" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#inference</a> <a href="https://hachyderm.io/tags/linearRegression" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#linearRegression</a> <a href="https://hachyderm.io/tags/dataScience" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#dataScience</a> <a href="https://hachyderm.io/tags/futures" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#futures</a> <a href="https://hachyderm.io/tags/money" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#money</a> <a href="https://hachyderm.io/tags/trends" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#trends</a> <a href="https://hachyderm.io/tags/Python" class="mention hashtag" rel="nofollow noopener noreferrer" target="_blank">#Python</a>

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