Penalized angular regression for personalized predictions
Abstract
Personalization is becoming an important aspect of many predictive applications. We introduce a penalized regression method which inherently implements personalization. Personalized angle (PAN) regression constructs regression coefficients that are specific to the covariate vector for which one is producing a prediction, thus personalizing the regression model itself. This is achieved by penalizing the normalized prediction for a given covariate...
Paper Details
Title
Penalized angular regression for personalized predictions
Published Date
Feb 6, 2022
Volume
50
Issue
1
Pages
184 - 212
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