Regression -- is there a way to use logit as a regulariser? For example, if the dependent variable i...

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Regression -- is there a way to use logit as a regulariser? For example, if the dependent variable is numeric, the regularisation is based on whether the predicted values are positive or negative.

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Just to clarify some more, let's say we're trying to predict height/depth from sea level over different days/seasons (so time series). The value is negative if depth, positive if height.

Let's say we apply some regression model to predict it, but one of the priorities is to correctly predict the positive or negative sign before optimising for the distance of the height/depth.

What are some approaches to this problem? What would it be called?

Edit: I should mention that I'm considering the the time series data to be one data point per point of time.

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jinnyjuice

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Posted: 3 years ago
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