The Bernstein Basis
The machine learning consultancy: https://truetheta.io
Join my email list to get educational and useful articles (and nothing else!): https://mailchi.mp/truetheta/true-the...
Want to work together? See here: https://truetheta.io/about/#want-to-w...
Fitting a function to data while obeying shape constraints is a useful modeling ability. The Bernstein Basis enables this by relying on a special property.
SOCIAL MEDIA
LinkedIn : / dj-rich-90b91753
Twitter : / duanejrich
Enjoy learning this way? Want me to make more videos? Consider supporting me on Patreon: / mutualinformation
Sources
I first learned of the idea from my managed at Lyft, Sean Taylor (twitter : @seanjtaylor). We used this technique for modeling demand- something we have data on, but also can make fairly strong/safe assumptions about (e.g. it's downward sloping).
[1] was useful for understanding the history and properties of the Bernstein Basis (which was not originally designed for regression problems). [2] was useful for understanding its use in regression problems. [3] was where I discovered the generalization to the multivariate case.
[1] Rida T. Farouki, (2012), The Bernstein polynomial basis: a centennial retrospective, Department of Mechanical and Aerospace Engineering,
University of California, Davis, CA
[2] S. M. Curtis, S. K. Ghosh, (2009), A Variable Selection Approach to Bayesian Monotonic Regression with Bernstein Polynomials, Journal of Applied Statistics
[3] https://www.iue.tuwien.ac.at/phd/heit...
Смотрите видео The Bernstein Basis онлайн без регистрации, длительностью часов минут секунд в хорошем качестве. Это видео добавил пользователь Mutual Information 15 Июнь 2021, не забудьте поделиться им ссылкой с друзьями и знакомыми, на нашем сайте его посмотрели 10,210 раз и оно понравилось 419 людям.