Reference for glmnet: http://www.stanford.edu/~hastie/Papers/glmnet.pdf

Here's R-code for in-class examples:

    A new version of the IRLS algo for logistic regression.  This version adds calculation of covariance matrix for betas.

          LogisticRegression(2).R

     A new version of glmnet applied to zipcode data.  this version does training on all 10 digits and runs against the test set

          to calculate error rate on out of sample test-set.

          glmnet.R

     Some simple examples using spline functions as part of linear least squares fits. 

          BS.R

     Using glmnet to classify iris data

          iris.R

     Several different basis expansions in conjunction with glmnet to classify sonar data.

          Sonar.R

     SA heart study with 4 df spline basis expansion.

          SAHeartStudy.R

     Concrete strength predicting using various combinations of basis expansions

          concrete.R

     Bone density smoother

          ESLr.R

Data Sets:

     Concrete Data;

          Concrete_Data.csv

Cross-validation plot for 10-digit handwritten zip code character recognition

Generalized Linear Models approximate the data with a curve similar to

     Linear Models which approximate the data with a straight line.

In this plot points are approximated with a line (using lm in r)

In this plot points are approximated with a curve (using glm in r)

      (the r code used to produce these plots)

Recorded Lectures:

Part 1: https://datamining.webex.com/datamining/ldr.php?AT=pb&SP=MC&rID=107734827&rKey=2ffe310143519e90

Part 2: https://datamining.webex.com/datamining/ldr.php?AT=pb&SP=MC&rID=107734837&rKey=8cbadda8ad08416f

Part 3: https://datamining.webex.com/datamining/ldr.php?AT=pb&SP=MC&rID=107734847&rKey=01ce38478bb66b06