评价模型质量的指标:
https://scikit-learn.org/stable/modules/model_evaluation.html#regression-metrics
1
variance is the expectation of the squared deviation of a random variable from its mean. In other words, it measures how far a set of numbers is spread out from their average value
2
线性回归
3
多项式回归 & 广义可加模型(GAM):
gam 每一个变量都用一个非线性函数来代替,但是模型本身保持整体可加性
gam
生成多项式 纯项 交叉项 截距项的方法
https://scikit-learn.org/stable/modules/generated/sklearn.preprocessing.PolynomialFeatures.html?highlight=poly#sklearn.preprocessing.PolynomialFeatures
5
调用pyGAM
gam
6
多元回归的重要问题
https://zhuanlan.zhihu.com/p/109808497
f_stat