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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-08-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/23/8/1012 |