Math Moments with Spark: #2 Theil-Sen Regression
This video covers the basics of how Theil-Sen regression works and the benefits of it over ordinary least squares regression (covered in video #1). The video also shows how to calculate this type of regression yourself if you should want to.
Пікірлер: 5
Thank you so much! Great explanation.
Thanks!! Very good explanation for Theil-sen
Muy Bueno! THANKYOU
Thank you for a very clear video. How does Theil-Sen compare with PLS? Can one use Theil-Sen for more than 2 variables? Thank you
@BrandonJoeReich
3 жыл бұрын
Thanks for the comment. PLS (Partial Least Squares) requires multiple explanatory variables whereas Theil-Sen is based on just one. I saw a paper from Yale and the University of Mississippi proposing a method of converting Theil-Sen but I'm not sure exactly how it works other than knowing they say they use multivariate (multidimensional) medians.