From Math to Code: Building GAM with Penalty Functions From Scratch

Enjoyed learning penalized GAM math. Built penalty matrices, optimized λ using GCV, and implement our own GAM function. Confusing? Yes! Rewarding? Oh yes!

Taylor Series Approximation To Newton Raphson Algorithm - A note for myself of the proof

We learnt to derive the Newton-Raphson algorithm from Taylor series approximation and implements it for logistic regression in R. We’ll show how the second-order Taylor expansion leads to the Newton-Raphson update formula, then compare individual parameter updates versus using the full Fisher Information matrix for faster convergence