c08 · E3

Open: Projection and the Best Fit

c08.E3.1E3 · open

Section 8.6 fits four rows exactly with a cubic and calls the zero residual memorisation; section 8.5 shows that dependent columns leave a family of equally good fits and that the shortest member is a convention. Every column you add lowers the training residual and gives the coefficients one more way to trade against one another. The field has no procedure that guarantees the right number of columns for every data source: holding rows back, penalising large coefficients, and stopping when the residual stops falling each rest on assumptions that can fail on another table.

Take a position on this question: what procedure should choose the number of columns, and what should a reported residual be allowed to promise?

In your answer: state how you divide the rows and what each part is used for; say how you would detect that an added column is memorising rather than explaining; say what the reported number can and cannot promise about rows nobody has recorded; and name one way your own procedure could mislead you even when every step is followed.

Rubric. Tick each criterion your answer meets, then save the self-assessment. The platform does not grade it.

Other tiers

E1 Practise · E2 Derive

Every hint opened, solution viewed and answer checked is recorded in this browser only. See Progress to export or delete it.