> Frank Harrell's Regression Modeling Strategies which uses a slightly different approach (still spline-based though), but I haven't read it.
Very very good indeed, with the exception that he basically ignores compute time and efficiency. I learned a bunch, but applying his approach to the kinds of datasets I deal with (much larger and with pretty strict compute budgets) was very difficult.
Very very good indeed, with the exception that he basically ignores compute time and efficiency. I learned a bunch, but applying his approach to the kinds of datasets I deal with (much larger and with pretty strict compute budgets) was very difficult.