Week 10

Date: Nov 2nd - Nov 4th

What we will cover

This week we will be talking about model selection and regularization. In particular, lasso and ridge regression.

  • James, G. et al. (2021). “An Introduction to Statistical Learning with Applications in R” (ISLR). Chapter 6.2 (pg. 237-242). Note: For ISLR readings, don’t get caught up in the math.

  • Josh Starmer. (2018). “Regularization Part 1: Ridge (L2) Regression”. Video materials from StatQuest. Note: I usually watch his videos at x1.5 speed.

  • Josh Starmer. (2018). “Regularization Part 2: Lasso (L1) Regression”. Video materials from StatQuest. Note: I usually watch his videos at x1.5 speed.

JITT

Complete before Sunday Oct 31st (11:59 pm) (if your section is on Tue) or Tuesday Nov 2nd (11:59 pm) (if your section is on Thu). You can find the assignment here.

Slides

New window Download

Code

Here is the R code we will review in class, with some additional data and questions Download






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