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CuriousJam t1_j0c9q1j wrote

Is there a reason why regression models tend to poorly capture local maxima and minima? My reasoning is that those points are typically underrepresented in training data, or is there another reason why it does so poorly at those points?

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AttentionNo6483 t1_j0cc1bi wrote

Take a look at the loss function. The regression line minimizes across the entire data set (which is why outliers can impact it). If you want to focus on local maxima you would want to do piecewise regression.

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