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arxiv:2404.07849

Overparameterized Multiple Linear Regression as Hyper-Curve Fitting

Published on Apr 11, 2024
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Abstract

Fixed-effect multiple linear regression in overparameterized datasets can be equivalently represented as fitting with a hyper-curve parameterized by a single scalar, enabling exact predictions despite nonlinear dependencies and effective regularization of noisy predictors.

AI-generated summary

The paper shows that the application of the fixed-effect multiple linear regression model to an overparameterized dataset is equivalent to fitting the data with a hyper-curve parameterized by a single scalar parameter. This equivalence allows for a predictor-focused approach, where each predictor is described by a function of the chosen parameter. It is proven that a linear model will produce exact predictions even in the presence of nonlinear dependencies that violate the model assumptions. Parameterization in terms of the dependent variable and the monomial basis in the predictor function space are applied here to both synthetic and experimental data. The hyper-curve approach is especially suited for the regularization of problems with noise in predictor variables and can be used to remove noisy and "improper" predictors from the model.

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