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- Title
A Comparison on Performances of Differential Evolution Algorithm and Genetic Algorithm in Determining the Biasing Parameter k of Ridge Regression.
- Authors
USLU, Vedide Rezan; DEMİRCİ, Mehmet Arif
- Abstract
Ridge Regression is a very common way of the remedies for dealing with the “multicollinearity problem” in multiple regression analysis. Although it can provide much more consistent estimates than the ordinary least squares does, there is still a problematic issue in the use of Ridge Regression, which is the choice of biasing parameter k. In this study we propose the use of some Artificial Intelligence Algorithms, such as genetic and differential evolution, for choosing the optimal k value by not allowing to increase too much the mean absolute prediction error while reducing the variation inflation factors and condition number.
- Subjects
GENETIC algorithms; DIFFERENTIAL evolution; RIDGE regression (Statistics); MULTIPLE regression analysis; ARTIFICIAL intelligence
- Publication
Journal of Statistical Research / İstatistik Araştırma Dergisi, 2022, Vol 12, Issue 2, p26
- ISSN
1303-6319
- Publication type
Article