Now suppose that you have two versions of your model with different parameters(e.g., different regularization) or even different model families (e.g., logistic regression versus random forest). Which one is better?

The following is true about sensitivity: Group of answer choices a) The output of the model is said to be inversely sensitive if the output of the model changes a small amount for a large change in an input variable b) Sensitivity is not an important concept in modeling c) It can help the modeler tell, on a relative basis, what are the important variables d) A variable is considered NOT very sensitive if a small change in the variable results `in a large change in the output of the model.

You are given the true labels and the predicted probabilities from logistic regression model for N test examples. Approximately compute the AUC scores for ROC and PR curves.

In the simple linear regression equation ŷ = bo + b₁x, how is b₁ interpreted? it is the change in that occurs with a one-unit change in y O It is the estimated value of ŷ when x = 0 O It is the change in ŷ that occurs when bo increases O it is the change in ŷ that occurs with a one-unit change in

This is a binary classification problem, y has two values (0 or 1), and X (feature) has three dimensions. • Use a logistic regression model to project X to y (classify X into two categories: 0 or 1). • The initialization is: w1 = 0, w2 = 0, w3 = 0, b = 0, Learning rate is 2. • You must use Gradient Descent for logistic regression in this question. • The regression should stop after one iteration.       Calculation process and formulas must be included in your answer! You must answer this question by manual calculation, but not programming.

Assume the following simple regression model, Y = β0 + β1X + ϵ ϵ ∼ N(0, σ^2 )   Now run the following R-code to generate values of σ^2 = sig2, β1 = beta1 and β0 = beta0. Simulate the parameters using the following codes:   Code:   # Simulation ##  set.seed("12345")  beta0 <- rnorm(1, mean = 0, sd = 1) ## The true beta0  beta1 <- runif(n = 1, min = 1, max = 3) ## The true beta1  sig2 <- rchisq(n = 1, df = 25) ## The true value of the error variance sigmaˆ2    ## Multiple simulation will require loops ##  nsample <- 10 ## Sample size n.sim <- 100 ## The number of simulations  sigX <- 0.2 ## The variances of X #   # Simulate the predictor variable ##  X <- rnorm(nsample, mean = 0, sd = sqrt(sigX))   Q1  Fix the sample size nsample = 10 . Here, the values of X are fixed. You just need to generate ϵ and Y . Execute 100 simulations (i.e., n.sim = 100). For each simulation, estimate the regression coefficients (β0, β1) and the error variance (σ 2 ). Calculate the mean of…

You are developing a simulation model of a service system and are trying to create aninput model of the customer arrival Process, You have the following four observations of the process of interest [86, 24,9, 50] and you are considering either an exponential distributionOf a uniform distribution for the model. Using the data to estimate any necessary distributionParameters, write the steps to plot Q-Q plots for both cases.

You are developing a simulation model of a service system and are trying to create an input model of the customer arrival Process, You have the following four observations of the process of interest [86, 24,9, 50] and you are considering either an exponential distributionor a uniform distribution for the model. Using the data to estimate any necessary distribution Parameters, write the steps to plot Q-Q plots for both uniform and exponential distribution.  Write the steps clearly. Thanks.