How to Make Linear Regression Survive Outliers

## How to Make Linear Regression Survive Outliers

## How to Make Linear Regression Survive Outliers Robust Estimation Series: comparing classical and modern robust estimators through theory, code, and experiments ## A simple model with a serious weakness A straight line can look surprisingly convincing—until a few bad measurements pull it somewhere it should never have gone. Linear regression is often one of the first predictive models practitioners learn—and one of the first they set aside when more sophisticated machine-learning methods become available. Yet linear models remain valuable when coefficients need a physical interpretation,…

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Источник: Towards Data Science

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