A Factor Analysis Perspective on Linear Regression in the ‘More Predictors than Samples’ Case

A Factor Analysis Perspective on Linear Regression in the ‘More Predictors than Samples’ Case

Linear regression (LR) is a core model in supervised machine learning performing a regression task. One can fit this model using either an analytic/closed-form formula or an iterative algorithm. Fitting it via the analytic formula becomes a problem when the number of predictors is greater than the n...

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Bibliographic Details
Main Authors: Sebastian Ciobanu, Liviu Ciortuz
Format: Article
Language:English
Published: MDPI AG 2021-08-01
Series:Entropy
Subjects:
more predictors than samples
linear regression
factor analysis
semisupervised regression
missing data
Online Access:https://www.mdpi.com/1099-4300/23/8/1012

Internet

https://www.mdpi.com/1099-4300/23/8/1012

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