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Lecture 3 and 4

Page history last edited by mike@mbowles.com 11 years, 12 months ago

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

 

 

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