The case of continuous effect modifiers in varying-coefficient models has been well investigated. Categorial effect modifiers, however, have been largely neglected. In this paper a regularization ...

We introduce a fast stepwise regression method, called the orthogonal greedy algorithm (OGA), that selects input variables to enter a p-dimensional linear regression model (with p ≫ n, the sample size ...

Businesspeople need to demand more from machine learning so they can connect data scientists’ work to relevant action. This requires basic machine learning literacy — what kinds of problems can ...