R-code:

     pathwise Lars: GB-Lars.R

     ridge regression on prostate data: ProstateRidge.R

     generate LAR coefficient trajectories - ESL figure 3.10:  larsESLCh3fig10.R

     elastic net cv curves for prostate data: ProstateElasticNet.R

Lecture Material:

     ESL chap 3 and 4 (plus algo 16.1)

     Tibshirani's slides for Chap 3 and 4

     Slide on multiclass using regression: multi-class_w_regression.ppt

     Forward Stagewise Linear Regression (from ESL book pg 608) algorithm

Reference Material:

     Elastic Net

Homework:

     Homework 02

     Data Set  elasticnet.pdf

Recorded Lecture 3 & 4:

Part 1: https://datamining.webex.com/datamining/ldr.php?AT=pb&SP=MC&rID=106574997&rKey=5fddf454f0e7fd8f

Part 2: https://datamining.webex.com/datamining/ldr.php?AT=pb&SP=MC&rID=106579207&rKey=eb754c96104d22f7