Dear all,
I hope this week started the best possible way. Here coms the weekly digest for FYS-STK3155/4155.
Last week we discussed in depth the extensions of the standard linear regression called the Ridge and the Lasso methods. We discussed also the singular value decomposition algorithm and how can be used to analyse the results from the ridge and lasso methods.
Most of the material is covered by chapter 3.1-3.4 in the textbook by Hastie et al. My own lectures slides will be updated later today and should be ready by tomorrow (Wednesday). Homework 2 is an extension of exercise 2 from last week and deals now with an implementation and analysis of the Ridge and the Lasso methods. See
https://compphysics.github.io/MachineLearning/doc/web/course.html and scroll down to homework 2. Or just go to the files at...