From defb1ac082a3572fd57c1b81d26f3636bc1740d3 Mon Sep 17 00:00:00 2001 From: Anunay013 <58124584+Anunay013@users.noreply.github.com> Date: Sun, 3 Jan 2021 14:32:03 -0500 Subject: [PATCH] Update predictive-modeling.md For Q3, only L1 should be used as a regularization technique because it is robust to outliers where as L2 is not --- predictive-modeling.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/predictive-modeling.md b/predictive-modeling.md index 73dc86f..b06094b 100644 --- a/predictive-modeling.md +++ b/predictive-modeling.md @@ -19,7 +19,7 @@ - Solution to covariate shift - importance weighted cv #### 3. What are some ways I can make my model more robust to outliers? -- We can have regularization such as L1 or L2 to reduce variance (increase bias). +- We can have regularization such as L1 to reduce variance (increase bias). - Changes to the algorithm: - Use tree-based methods instead of regression methods as they are more resistant to outliers. For statistical tests, use non parametric tests instead of parametric ones. - Use robust error metrics such as MAE or Huber Loss instead of MSE.