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  2. Overfitting - Wikipedia

    en.wikipedia.org/wiki/Overfitting

    Underfitting occurs when a mathematical model cannot adequately capture the underlying structure of the data. An under-fitted model is a model where some parameters or terms that would appear in a correctly specified model are missing. [2] Underfitting would occur, for example, when fitting a linear model to nonlinear data.

  3. Bias–variance tradeoff - Wikipedia

    en.wikipedia.org/wiki/Bias–variance_tradeoff

    linear and Generalized linear models can be regularized to decrease their variance at the cost of increasing their bias. [ 11 ] In artificial neural networks , the variance increases and the bias decreases as the number of hidden units increase, [ 12 ] although this classical assumption has been the subject of recent debate. [ 4 ]

  4. Regression analysis - Wikipedia

    en.wikipedia.org/wiki/Regression_analysis

    In linear regression, the model specification is that the dependent variable, is a linear combination of the parameters (but need not be linear in the independent variables). For example, in simple linear regression for modeling n {\displaystyle n} data points there is one independent variable: x i {\displaystyle x_{i}} , and two parameters, β ...

  5. Linear regression - Wikipedia

    en.wikipedia.org/wiki/Linear_regression

    The capital asset pricing model uses linear regression as well as the concept of beta for analyzing and quantifying the systematic risk of an investment. This comes directly from the beta coefficient of the linear regression model that relates the return on the investment to the return on all risky assets.

  6. Proofs involving ordinary least squares - Wikipedia

    en.wikipedia.org/wiki/Proofs_involving_ordinary...

    Now, random variables (Pε, Mε) are jointly normal as a linear transformation of ε, and they are also uncorrelated because PM = 0. By properties of multivariate normal distribution, this means that Pε and Mε are independent, and therefore estimators β ^ {\displaystyle {\widehat {\beta }}} and σ ^ 2 {\displaystyle {\widehat {\sigma }}^{\,2 ...

  7. Early stopping - Wikipedia

    en.wikipedia.org/wiki/Early_stopping

    Early-stopping can be used to regularize non-parametric regression problems encountered in machine learning. For a given input space, X {\displaystyle X} , output space, Y {\displaystyle Y} , and samples drawn from an unknown probability measure, ρ {\displaystyle \rho } , on Z = X × Y {\displaystyle Z=X\times Y} , the goal of such problems is ...

  8. Errors-in-variables model - Wikipedia

    en.wikipedia.org/wiki/Errors-in-variables_model

    Linear errors-in-variables models were studied first, probably because linear models were so widely used and they are easier than non-linear ones. Unlike standard least squares regression (OLS), extending errors in variables regression (EiV) from the simple to the multivariable case is not straightforward, unless one treats all variables in the same way i.e. assume equal reliability.

  9. Polynomial regression - Wikipedia

    en.wikipedia.org/wiki/Polynomial_regression

    Although polynomial regression fits a nonlinear model to the data, as a statistical estimation problem it is linear, in the sense that the regression function E(y | x) is linear in the unknown parameters that are estimated from the data. Thus, polynomial regression is a special case of linear regression. [1]