Section outline

  • Lecture: Penalized Regression and Classification

    Model selection by cross-validation; Low versus high-dimensional data; Regularization methods: Ridge, variable subset selection, Lasso


    ISLR: Sections 6.1-6.2, 6.4

    ESL: Sections 3.3-3.4

    • Session Slides:

    • Lecture 3 File

    • Session Audio/Video Recording (access restricted to registered students):

    • Lecture 3 Media Resource
      Not available unless: You belong to Registered Students Only

    • Homework

    • Homework 2 File
    • Dementia dataset File
    • Homework 2 turn in Assignment
      Not available unless: You belong to Registered Students Only
    • HW2 soln File
    • HW2 soln File