8. Using high order polynomial helps improve TPR
and FPR!
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Y ~ [V2, V3, …, V10, V2*V3, V2*V4, …]
Training Test
True Positive Rate 0.6820833 0.55
False Positive Rate 0.008368031 0.0804762
Error rate 0.03953965 0.1270588
Y ~ [V2, V3 … , V10]
Training Test
True Positive Rate 0 0
False Positive Rate 0.00685288 0.007142857
Error rate 0.1104277 0.1102941
9. Notes on ridge regression
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1. The ridge solutions are not invariant under scaling of the inputs --- usually
standardize the input --- so that the solution is invariant to scaling of inputs
2. Intercept β0 should be left out of the penalty term! --- so that the solution is
invariant to the choice of origin of inputs and outputs
10. Outline
Classification of glass data
Clustering of glass data