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heisenzombie | 10 months ago

He seems reasonably explicit about this:

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This means that when using polynomial features, the data must be normalized to lie in an interval. It can be done using min-max scaling, computing empirical quantiles, or passing the feature through a sigmoid. But we should avoid the use of polynomials on raw un-normalized features.

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constantcrying|10 months ago

No.

This paragraph has nothing to do with numerics. It is about the fact that continuous functions can not be approximated globally by polynomials. So you need to restrict to intervals for reasons of mathematical theory. This is totally unrelated to the numerical issues, which are nowhere even acknowledged.

vient|10 months ago

But what's the point in acknowledging numerical issues outside of [-1,1] if polynomials do not even work there, as author explicitly notes?

sheepscreek|10 months ago

Is there a mathematical proof or basis to back what you’re saying?