Wk. 7 LASSO and Regularization

  1. Readings and homework assignment on LASSO. BDA18 HW Lasso May 14-18e  To be done in class on Wednesday May 16. The data file is here. Be ready with your set of reference books, old code, and cheat sheets. Note the new method called cross-validation. Most algorithms we use have cross-validation functions pre-written for them.
    • Hand in a memorandum version of this assignment on Friday. Also hand in some additional notes on R. Details are on TritonEd as usual.
  2. Lecture notes from Monday. RB Lasso lecture 2018
  3. Lecture notes for Wednesday. Most of Wednesday was devoted to coding the homework problem. These notes include: list of functions, some material from ISLR Chapter 6 (best description of LASSO), discussion of debugging strategies. Notes for wk 7 LASSO
  4. I will not be providing complete R code for the homework.
  5. NEW!  How to write a great final report. This includes a suggested table of contents, a checklist, the grading template I use for final reports, and other information. BDA18 Writing your final report

Author: Roger Bohn

Professor of Tech Management, UC San Diego. General blog https://Art2Science.org Rbohn@ucsd.edu

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