Section outline

  • Lecture:  Penalized regression methods

    Motivation via multiple linear regression, ridge regression, lasso, elastic net, extensions/inference – discuss in context of continuous, binary, categorical, continuous, and survival endpoints -- illustrate training-validation-test

    Faculty:  Mark Segal

    Please watch 2019 recorded lectures

    • Session Slides:

    • MachineLearningInR lecture7 Lasso File

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

    • Watch 2019 Recording URL
      Not available unless: You belong to a group in Registered Students Only

    • Assignment Due Date:  Friday, May 29th.

    • Homework4 File
    • Homework4 File
    • Homework Assignment 4

    • Assignment Answer Key (Access restricted to registered students):

    • Homework4solutions File
    • Homework4solutions File
    • Homework4solutions File
    • Homework4solutions File