Model Invariants and Functional Regularization

Model Invariants and Functional Regularization

Society for Industrial and Applied Mathematics via YouTube Direct link

Intro

1 of 23

1 of 23

Intro

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Model Invariants and Functional Regularization

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  1. 1 Intro
  2. 2 Important legal Information
  3. 3 Introduction
  4. 4 Quantitative finance
  5. 5 Observations
  6. 6 Machine learning
  7. 7 Critical difference
  8. 8 Intrinsic
  9. 9 Theorems
  10. 10 Ridge regression
  11. 11 Maximum likelihood estimation
  12. 12 Bayesian estimation
  13. 13 Model invariance summary
  14. 14 Partial solution
  15. 15 New solution
  16. 16 Function norms
  17. 17 Ridge with linear invariance
  18. 18 Lasso with linear invariance
  19. 19 Forests
  20. 20 Gradient boost with functional regularization
  21. 21 Gradient boost with pixie dust
  22. 22 Conclusions
  23. 23 Questions

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