Multidimensional regression: How to make sure the error variances are the same along different dimensions?...
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I have data that has equal variance along each of the target dimensions, but if i analyze the results of training i notice that that my trained model does not have the same error variances along each of the dimensions, which means some dimensions are more erroneous than others.
Does this say anything about the model missing some sort of regularization, or is this not something I should be fretting over? Is there a way I can regularize to make sure the errors along different dimensions have the same variance?
regression
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journeymangojourneymango
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I have data that has equal variance along each of the target dimensions, but if i analyze the results of training i notice that that my trained model does not have the same error variances along each of the dimensions, which means some dimensions are more erroneous than others.
Does this say anything about the model missing some sort of regularization, or is this not something I should be fretting over? Is there a way I can regularize to make sure the errors along different dimensions have the same variance?
regression
asked 5 mins ago
journeymangojourneymango
11
New contributor
journeymango is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
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add a comment |
$begingroup$
I have data that has equal variance along each of the target dimensions, but if i analyze the results of training i notice that that my trained model does not have the same error variances along each of the dimensions, which means some dimensions are more erroneous than others.
Does this say anything about the model missing some sort of regularization, or is this not something I should be fretting over? Is there a way I can regularize to make sure the errors along different dimensions have the same variance?
regression
asked 5 mins ago
journeymangojourneymango
11
New contributor
journeymango is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
$endgroup$
I have data that has equal variance along each of the target dimensions, but if i analyze the results of training i notice that that my trained model does not have the same error variances along each of the dimensions, which means some dimensions are more erroneous than others.
Does this say anything about the model missing some sort of regularization, or is this not something I should be fretting over? Is there a way I can regularize to make sure the errors along different dimensions have the same variance?
regression
regression
asked 5 mins ago
journeymangojourneymango
11
New contributor
journeymango is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
asked 5 mins ago
journeymangojourneymango
11
New contributor
journeymango is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
asked 5 mins ago
journeymangojourneymango
11
New contributor
journeymango is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
asked 5 mins ago
journeymangojourneymango
11
asked 5 mins ago
journeymangojourneymango
11
11
New contributor
journeymango is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
New contributor
journeymango is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
journeymango is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
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