广义加性模型(Generalized Additive Model,简称 GAM)是一种用于分析多元回归数据的统计模型,它基于加性模型(Additive Model)的理论,通过对数据中的非线性关系进行建模,来研究各个自变量对因变量的影响。GAM 具有较强的灵活性,可以处理各种复杂的非线性关系,因此在统计学、数据挖掘、机器学习等
GAM 模型不仅具有强大的预测能力,而且可以处理各种数据类型,如离散、连续和混合数据。 GAM 的优点主要体现在以下几个方面: 1.灵活性:GAM 可以拟合各种复杂的非线性关系,因此能够更好地捕捉到数据中的潜在模式。这使得 GAM 在处理实际问题时具有较高的准确性。 2.通用性:GAM 可以同时处理分类变量和连续变量,因此在...
广义加性模型的定义 前文提到加性模型可描述为多元回归的非参数化平滑回归形式,并举例介绍了一般加性模型(general additive model)。在一般加性模型中,假定响应变量Y服从正态分布,自变量X和响应变量Y的条件均值之间的关系可简单表示为: 式中fn(X)是未指明的函数,需要非参数式地予以估计,“非参数”一词反映了函数...
Generalized Additive Models (GAMs) are a class of interpretable models with a long history of use in these high-risk domains, but they lack desirable features of deep learning such as differentiability and scalability. In this work, we propose a neural GAM (NODE-G...
The software fits a generalized additive model (GAM) using a gradient boosting algorithm (Adaptive Logistic Regression). The software first builds sets of predictor trees (boosted trees for linear terms for predictors) and then builds sets of interaction trees (boosted trees for interaction terms for...
generalized additive model (gam)generalized additive model (gam)1. 引言 1.1 概述 在现实生活中,我们经常需要通过建立统计模型来对各种问题进行预测和解释。然而,传统的线性模型往往无法准确地拟合复杂的非线性关系。为了克服这个问题,广义可加模型(Generalized Additive Model, GAM)应运而生。GAM是一种灵活的...
GAMM是一种灵活而强大的统计建模方法,它结合了广义可加模型(Generalized Additive Model, GAM)和混合效应模型(Mixed Effects Model)。通过引入非线性平滑函数和随机效应,GAMM能够更准确地描述变量之间的复杂关系,并考虑到数据中可能存在的随机变异。 本文将详细介绍GAMM的理论基础、模型框架和参数估计方法。同时,我们还将...
Train GAM with Interaction Terms Copy Code Copy Command Train a generalized additive model that contains linear and interaction terms for predictors in three different ways: Specify the interaction terms using the formula input argument. Specify the 'Interactions' name-value argument. Build a model wi...
This MATLAB function returns the Classification Loss (L), a scalar representing how well the generalized additive model Mdl classifies the predictor data in Tbl compared to the true class labels in Tbl.ResponseVarName.
Generalized additive modelPrincipal components analysisLocation scale modelGeographical dataWe solve PCA for geographical data using a location-scale model.Variances and correlations are fitted using GAM.No optimal bandwidth depending on the components retained needs to be calculated.A simulation shows that...