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GAM with Local Polynomials and Predictor Importance Analysis using LOCO

This project was completed for the "Statistical Learning" course in the Data Science Master's program at Sapienza University of Rome. It involves implementing a Generalized Additive Model (GAM) using Local Polynomials and analyzing predictor importance through the Leave-One-Covariate-Out (LOCO) score.

Our approach scored 4th place out of 23 teams in the course's Kaggle competition, focused on a redshift prediction problem.

Leaderboard

Project Overview

  • Dataset: The training data consists of approximately 7,500 astronomical objects with redshift values and photometric color measurements (features: ug, gr, ri, iz, zy, and i). The goal is to predict the redshift of an additional 2,500 objects based on these photometric colors.
  • Objective: Develop a GAM using local polynomial smoothers to model the relationship between redshift and photometric colors and assess predictor importance with LOCO.
  • Competition: Redshift prediction problem on Kaggle, where the interpretability and predictive power of the model were key. This approach ranked 4th out of 23 teams.
Diagnostic Plot
LOCO scores