Regularisation
Overview
1. Introduction
2. Application
3. EDA
4. Learning Process
5. Bias-Variance Tradeoff
6. Regression (review)
7. Classification
8. Validation
9. Regularisation
10. Clustering
11. Evaluation
12. Deployment
13. Ethics
Lecture outline
Variable subset selection
Best subset selection
Stepwise selection methods - forward, backward, hybrid
Shrinkage methods
Ridge regression
Lasso
Elastic net
Dimension reduction
Principal components analysis and regression
Considerations in high dimensions
Best subset selection
Example data