Multiple regression is the ubiquitous workhorse of most scientific fields. The solution form is interpretable. It is very efficient to solve due to the simple closed-form solution. For massive datasets, finding the solution can even be parallelized using map-reduce.

Continue reading# Monthly Archives: July 2021

# Handcrafted model baseline

My current model for dataset-1 is handcrafted, but calibrated on the data. I won’t say too much about this method, except that it is very opinionated. In the Bayesian spirit, I bring domain knowledge into the mix and let the data update my priors. Every part of the model can be visualized and explained.

Continue reading