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Backfitting algorithm

 Home Mathematics Fields of mathematics Algebra Linear algebra Numerical linear algebra
 0 By others on same topic  0 Discussions  1970-01-01  See my version
Backfitting is an iterative algorithm used primarily in the context of fitting additive models, particularly generalized additive models (GAMs). An additive model assumes that the response variable can be expressed as a sum of smooth functions of predictor variables. The backfitting algorithm helps to estimate the smooth functions in such models.

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