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