Expand description
Generalized Additive Model (ISL ch 7.7) — y = β₀ + Σⱼ fⱼ(xⱼ), each fⱼ a
regression spline, fit by backfitting: cycle through the features, fitting
each smooth term to the partial residual of all the others. Reuses
super::RegressionSpline (no duplicated basis/OLS). Kernel-class DenseLinear.
Structs§
- Gam
- A fitted additive model: an intercept plus one centered smooth term per feature.