Pretty recently I found a paper with the title “Why Should I Trust You?”: Explaining the Predictions of Any Classifier. The topic of interpretability is very important in the times of complex machine learning models and it’s also related to my PhD topic (reliability of machine learning models). Therefore I wanted to play around with … Continue reading Exploring lime on the house prices dataset
Tag: regression
Deriving the Predicted Residual Sum of Squares Statistic
Recently I was looking into measures to evaluate a regularized least squares model. One thing I would have liked was cross-validation to be able to compare different models. When researching possibilities, I discovered PRESS (Predicted Residual Sum of Squares Statistic). The main resources I used to study the subject are: [1] Adrien Bartoli: Maximizing the … Continue reading Deriving the Predicted Residual Sum of Squares Statistic