Invariance properties for the error function used for multilinear regression.
The connections between the error function used in multilinear regression and the expected, or assumed, properties of the data are investigated. It is shown that two of the most basic properties often required in data analysis, scale and rotational invariance, are incompatible. With this, it is esta...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Public Library of Science (PLoS)
2018-01-01
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| Series: | PLoS ONE |
| Online Access: | https://doi.org/10.1371/journal.pone.0208793 |