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A cool thing about linear models is that they can be used to model non-linear correlations by using transformations. For example, an exponential function can be
by matteoraso 3y ago
A cool thing about linear models is that they can be used to model non-linear correlations by using transformations. For example, an exponential function can be made linear if you just take the logarithm.
- johnsutor 3y agoSee the topic of GLMs: https://en.wikipedia.org/wiki/Generalized_linear_model https://en.wikipedia.org/wiki/Generalized_linear_model
- Horffupolde 3y agoNot all functions have a trivial transformation.
- gwern 3y agoDoesn't have to be 'trivial'. It could be a trillion-parameter MoE LLM spitting out 10,000-large embeddings. But a lot of that will act linearly and can, in theory, be put into your linear model easily & profitably.