Linear Model Selection: Linear Regression Basics

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Questions and Answers

In Best Subset Selection, how many potential models are there when the number of features (p) is 10?

  • 10,000
  • 100,000
  • 100
  • 1,000 (correct)

What is a disadvantage of Best Subset Selection as compared to Forward Stepwise Selection?

  • Guarantees finding the best model
  • Inefficient in handling large feature sets (correct)
  • Less computationally intense
  • Limited to smaller feature sets

In Stepwise Selection, what is the total number of models considered when p = 20 and using the Backward selection method?

  • 211 (correct)
  • 210
  • 220
  • 20

What is a key advantage of Forward Stepwise Selection over Best Subset Selection?

<p>Efficiency even with a large number of features (D)</p> Signup and view all the answers

What is a drawback of the Hybrid Approach in subset selection methods?

<p>Final model may not always be the best possible (B)</p> Signup and view all the answers

What is the main objective of subset selection in linear model selection?

<p>To reduce the number of predictors by eliminating irrelevant features (B)</p> Signup and view all the answers

In the context of linear model selection, what is the primary purpose of shrinkage techniques?

<p>To decrease the magnitude of coefficient estimates towards zero (B)</p> Signup and view all the answers

Which approach in linear model selection involves projecting predictors into a lower-dimensional subspace?

<p>Dimension Reduction (D)</p> Signup and view all the answers

What is the key difference between best subset selection and stepwise selection in linear model selection?

<p>Best subset selection considers all possible subsets, while stepwise selection adds or removes one variable at a time. (D)</p> Signup and view all the answers

In linear model selection, what does the term 'regularization' refer to in the context of shrinkage techniques?

<p>Shrinking coefficient estimates towards zero to prevent overfitting (A)</p> Signup and view all the answers

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