Timeline for Generalized linear models: What's the benefit of the underlying theory?
Current License: CC BY-SA 4.0
7 events
| when toggle format | what | by | license | comment | |
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| Nov 12, 2020 at 18:57 | history | edited | kjetil b halvorsen | CC BY-SA 4.0 |
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| Nov 12, 2020 at 16:18 | history | edited | kjetil b halvorsen | CC BY-SA 4.0 |
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| Sep 16, 2020 at 0:15 | comment | added | kjetil b halvorsen | IRLS is what is traditionally used, it amounts (in simple unmodified form) to a version of Newton's method. There is no reason today to not use other optimization methods ... but IRLS is very easy to implement if you have a function for weighted least squares, so was very well fitted for the early 1970's ... | |
| Sep 15, 2020 at 23:18 | comment | added | Manuel Huppertz | Nevermind, figured it our on my own. The advantage is the absence of the gradient. | |
| Sep 15, 2020 at 23:08 | comment | added | Manuel Huppertz | Thank you, that confirms my intution and will lead to me looking more into the practical applications of the subclasses. Is there any reason that you mention IRLS instead of Gradient Descent? Does it have preferable features w.r.t. GLMs? | |
| Sep 15, 2020 at 22:48 | vote | accept | Manuel Huppertz | ||
| Sep 15, 2020 at 16:11 | history | answered | kjetil b halvorsen | CC BY-SA 4.0 |