Classical Machine Learning
Which coefficient can disappear?
A journey through ridge & lasso with Botie.
Classical Machine Learning · A journey with Botie
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Why Can a Small Change in the Data Produce Huge Coefficients?
Part 1 of 3
When two inputs carry nearly the same information, a regression can give one a large positive coefficient and the other a large negative coefficient. Their contributions largely cancel. Predictions on the observed data may look reasonable, even though small changes to those data produce very different coefficients.