A Locally Adaptive Interpretable Regression

1 code implementation • 7 May 2020 • Lkhagvadorj Munkhdalai, Tsendsuren Munkhdalai, Keun Ho Ryu

Therefore, LoAIR is a step towards bridging the gap between econometrics, statistics, and machine learning by improving the predictive ability of linear regression without depreciating its interpretability.

BIG-bench Machine Learning Econometrics +1