lars/FYS-STK4155
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

update week 37

Browse Source
This commit is contained in:
Morten Hjorth-Jensen
2021-09-12 21:49:00 +02:00
parent 6ac0100ef0
commit 1bbad25d49
7 changed files with 6804 additions and 4353 deletions
Download Patch File Download Diff File Expand all files Collapse all files
doc/pub/week37/html/week37-bs.html
+156 -69
View File
@@ -1,15 +1,15 @@
<!--
Automatically generated HTML file from DocOnce source
(https://github.com/hplgit/doconce/)
(https://github.com/doconce/doconce/)
-->
<html>
<head>
<meta http-equiv="Content-Type" content="text/html; charset=utf-8" />
<meta name="generator" content="DocOnce: https://github.com/hplgit/doconce/" />
<meta name="generator" content="DocOnce: https://github.com/doconce/doconce/" />
<meta name="viewport" content="width=device-width, initial-scale=1.0" />
<meta name="description" content="Week 37: Ridge and Lasso Regression">
<meta name="description" content="Week 37: Summary of Ridge and Lasso Regression and Resampling Methods">
<title>Week 37: Ridge and Lasso Regression</title>
<title>Week 37: Summary of Ridge and Lasso Regression and Resampling Methods</title>
<!-- Bootstrap style: bootstrap -->
<link href="https://netdna.bootstrapcdn.com/bootstrap/3.1.1/css/bootstrap.min.css" rel="stylesheet">
@@ -41,51 +41,125 @@ Automatically generated HTML file from DocOnce source
<!-- tocinfo
{'highest level': 2,
'sections': [('Plans for week 37', 2, None, '___sec0'),
('Thursday September 10', 2, None, '___sec1'),
('A Bayesian approach to develop intuition about skrinkage '
'methods',
'sections': [('Plans for week 37', 2, None, 'plans-for-week-37'),
('Thursday September 16, Summary of Ridge and Lasso Regression '
'and start Resampling methods',
2,
None,
'___sec2'),
('The singular value decomposition', 2, None, '___sec3'),
('Linear Regression Problems', 2, None, '___sec4'),
('Fixing the singularity', 2, None, '___sec5'),
('Basic math of the SVD', 2, None, '___sec6'),
('The SVD, a Fantastic Algorithm', 2, None, '___sec7'),
('Economy-size SVD', 2, None, '___sec8'),
('Codes for the SVD', 2, None, '___sec9'),
('Mathematical Properties', 2, None, '___sec10'),
('Friday September 12', 2, None, '___sec11'),
('Ridge and LASSO Regression', 2, None, '___sec12'),
('More on Ridge Regression', 2, None, '___sec13'),
('Interpreting the Ridge results', 2, None, '___sec14'),
('More interpretations', 2, None, '___sec15'),
('A better understanding of regularization', 2, None, '___sec16'),
('Decomposing the OLS and Ridge expressions',
'thursday-september-16-summary-of-ridge-and-lasso-regression-and-start-resampling-methods'),
('Deriving OLS from a probability distribution',
2,
None,
'___sec17'),
('Introducing the Covariance and Correlation functions',
'deriving-ols-from-a-probability-distribution'),
('Independent and Identically Distrubuted (iid)',
2,
None,
'___sec18'),
('Correlation Function and Design/Feature Matrix',
'independent-and-identically-distrubuted-iid'),
('Maximum Likelihood Estimation (MLE)',
2,
None,
'___sec19'),
('Covariance Matrix Examples', 2, None, '___sec20'),
('Correlation Matrix', 2, None, '___sec21'),
('Correlation Matrix with Pandas', 2, None, '___sec22'),
('Correlation Matrix with Pandas and the Franke function',
'maximum-likelihood-estimation-mle'),
('A new Cost Function', 2, None, 'a-new-cost-function'),
("Bayes' Theorem", 2, None, 'bayes-theorem'),
("Interpretations of Bayes' Theorem",
2,
None,
'___sec23'),
('Rewriting the Covariance and/or Correlation Matrix',
'interpretations-of-bayes-theorem'),
('Test Function for what happens with OLS, Ridge and Lasso',
2,
None,
'___sec24'),
('Linking with SVD', 2, None, '___sec25')]}
'test-function-for-what-happens-with-ols-ridge-and-lasso'),
("Invoking Bayes' theorem", 2, None, 'invoking-bayes-theorem'),
('Ridge and Bayes', 2, None, 'ridge-and-bayes'),
('Lasso and Bayes', 2, None, 'lasso-and-bayes'),
('Why resampling methods', 2, None, 'why-resampling-methods'),
('Resampling methods', 2, None, 'resampling-methods'),
('Resampling approaches can be computationally expensive',
2,
None,
'resampling-approaches-can-be-computationally-expensive'),
('Why resampling methods ?', 2, None, 'why-resampling-methods'),
('Statistical analysis', 2, None, 'statistical-analysis'),
('Resampling methods', 2, None, 'resampling-methods'),
('Resampling methods: Jackknife and Bootstrap',
2,
None,
'resampling-methods-jackknife-and-bootstrap'),
('Resampling methods: Jackknife',
2,
None,
'resampling-methods-jackknife'),
('Jackknife code example', 2, None, 'jackknife-code-example'),
('Resampling methods: Bootstrap',
2,
None,
'resampling-methods-bootstrap'),
('Resampling methods: Bootstrap background',
2,
None,
'resampling-methods-bootstrap-background'),
('Resampling methods: More Bootstrap background',
2,
None,
'resampling-methods-more-bootstrap-background'),
('Resampling methods: Bootstrap approach',
2,
None,
'resampling-methods-bootstrap-approach'),
('Resampling methods: Bootstrap steps',
2,
None,
'resampling-methods-bootstrap-steps'),
('Code example for the Bootstrap method',
2,
None,
'code-example-for-the-bootstrap-method'),
('Various steps in cross-validation',
2,
None,
'various-steps-in-cross-validation'),
('How to set up the cross-validation for Ridge and/or Lasso',
2,
None,
'how-to-set-up-the-cross-validation-for-ridge-and-or-lasso'),
('Cross-validation in brief',
2,
None,
'cross-validation-in-brief'),
('Code Example for Cross-validation and $k$-fold '
'Cross-validation',
2,
None,
'code-example-for-cross-validation-and-k-fold-cross-validation'),
('The bias-variance tradeoff',
2,
None,
'the-bias-variance-tradeoff'),
('Example code for Bias-Variance tradeoff',
2,
None,
'example-code-for-bias-variance-tradeoff'),
('Understanding what happens',
2,
None,
'understanding-what-happens'),
('Summing up', 2, None, 'summing-up'),
("Another Example from Scikit-Learn's Repository",
2,
None,
'another-example-from-scikit-learn-s-repository'),
('More examples on bootstrap and cross-validation and errors',
2,
None,
'more-examples-on-bootstrap-and-cross-validation-and-errors'),
('The same example but now with cross-validation',
2,
None,
'the-same-example-but-now-with-cross-validation'),
('Cross-validation with Ridge',
2,
None,
'cross-validation-with-ridge')]}
end of tocinfo -->
<body>
@@ -115,7 +189,7 @@ MathJax.Hub.Config({
<span class="icon-bar"></span>
<span class="icon-bar"></span>
</button>
<a class="navbar-brand" href="week37-bs.html">Week 37: Ridge and Lasso Regression</a>
<a class="navbar-brand" href="week37-bs.html">Week 37: Summary of Ridge and Lasso Regression and Resampling Methods</a>
</div>
<div class="navbar-collapse collapse navbar-responsive-collapse">
@@ -123,32 +197,45 @@ MathJax.Hub.Config({
<li class="dropdown">
<a href="#" class="dropdown-toggle" data-toggle="dropdown">Contents <b class="caret"></b></a>
<ul class="dropdown-menu">
<!-- navigation toc: --> <li><a href="._week37-bs001.html#___sec0" style="font-size: 80%;">Plans for week 37</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs002.html#___sec1" style="font-size: 80%;">Thursday September 10</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs003.html#___sec2" style="font-size: 80%;">A Bayesian approach to develop intuition about skrinkage methods</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs004.html#___sec3" style="font-size: 80%;">The singular value decomposition</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs005.html#___sec4" style="font-size: 80%;">Linear Regression Problems</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs006.html#___sec5" style="font-size: 80%;">Fixing the singularity</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs007.html#___sec6" style="font-size: 80%;">Basic math of the SVD</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs008.html#___sec7" style="font-size: 80%;">The SVD, a Fantastic Algorithm</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs009.html#___sec8" style="font-size: 80%;">Economy-size SVD</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs010.html#___sec9" style="font-size: 80%;">Codes for the SVD</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs011.html#___sec10" style="font-size: 80%;">Mathematical Properties</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs012.html#___sec11" style="font-size: 80%;">Friday September 12</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs013.html#___sec12" style="font-size: 80%;">Ridge and LASSO Regression</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs014.html#___sec13" style="font-size: 80%;">More on Ridge Regression</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs015.html#___sec14" style="font-size: 80%;">Interpreting the Ridge results</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs016.html#___sec15" style="font-size: 80%;">More interpretations</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs017.html#___sec16" style="font-size: 80%;">A better understanding of regularization</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs018.html#___sec17" style="font-size: 80%;">Decomposing the OLS and Ridge expressions</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs019.html#___sec18" style="font-size: 80%;">Introducing the Covariance and Correlation functions</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs020.html#___sec19" style="font-size: 80%;">Correlation Function and Design/Feature Matrix</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs021.html#___sec20" style="font-size: 80%;">Covariance Matrix Examples</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs022.html#___sec21" style="font-size: 80%;">Correlation Matrix</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs023.html#___sec22" style="font-size: 80%;">Correlation Matrix with Pandas</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs024.html#___sec23" style="font-size: 80%;">Correlation Matrix with Pandas and the Franke function</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs025.html#___sec24" style="font-size: 80%;">Rewriting the Covariance and/or Correlation Matrix</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs026.html#___sec25" style="font-size: 80%;">Linking with SVD</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs001.html#plans-for-week-37" style="font-size: 80%;">Plans for week 37</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs002.html#thursday-september-16-summary-of-ridge-and-lasso-regression-and-start-resampling-methods" style="font-size: 80%;">Thursday September 16, Summary of Ridge and Lasso Regression and start Resampling methods</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs003.html#deriving-ols-from-a-probability-distribution" style="font-size: 80%;">Deriving OLS from a probability distribution</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs004.html#independent-and-identically-distrubuted-iid" style="font-size: 80%;">Independent and Identically Distrubuted (iid)</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs005.html#maximum-likelihood-estimation-mle" style="font-size: 80%;">Maximum Likelihood Estimation (MLE)</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs006.html#a-new-cost-function" style="font-size: 80%;">A new Cost Function</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs007.html#bayes-theorem" style="font-size: 80%;">Bayes' Theorem</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs008.html#interpretations-of-bayes-theorem" style="font-size: 80%;">Interpretations of Bayes' Theorem</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs009.html#test-function-for-what-happens-with-ols-ridge-and-lasso" style="font-size: 80%;">Test Function for what happens with OLS, Ridge and Lasso</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs010.html#invoking-bayes-theorem" style="font-size: 80%;">Invoking Bayes' theorem</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs011.html#ridge-and-bayes" style="font-size: 80%;">Ridge and Bayes</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs012.html#lasso-and-bayes" style="font-size: 80%;">Lasso and Bayes</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs016.html#why-resampling-methods" style="font-size: 80%;">Why resampling methods</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs018.html#resampling-methods" style="font-size: 80%;">Resampling methods</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs015.html#resampling-approaches-can-be-computationally-expensive" style="font-size: 80%;">Resampling approaches can be computationally expensive</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs016.html#why-resampling-methods" style="font-size: 80%;">Why resampling methods ?</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs017.html#statistical-analysis" style="font-size: 80%;">Statistical analysis</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs018.html#resampling-methods" style="font-size: 80%;">Resampling methods</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs019.html#resampling-methods-jackknife-and-bootstrap" style="font-size: 80%;">Resampling methods: Jackknife and Bootstrap</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs020.html#resampling-methods-jackknife" style="font-size: 80%;">Resampling methods: Jackknife</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs021.html#jackknife-code-example" style="font-size: 80%;">Jackknife code example</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs022.html#resampling-methods-bootstrap" style="font-size: 80%;">Resampling methods: Bootstrap</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs023.html#resampling-methods-bootstrap-background" style="font-size: 80%;">Resampling methods: Bootstrap background</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs024.html#resampling-methods-more-bootstrap-background" style="font-size: 80%;">Resampling methods: More Bootstrap background</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs025.html#resampling-methods-bootstrap-approach" style="font-size: 80%;">Resampling methods: Bootstrap approach</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs026.html#resampling-methods-bootstrap-steps" style="font-size: 80%;">Resampling methods: Bootstrap steps</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs027.html#code-example-for-the-bootstrap-method" style="font-size: 80%;">Code example for the Bootstrap method</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs028.html#various-steps-in-cross-validation" style="font-size: 80%;">Various steps in cross-validation</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs029.html#how-to-set-up-the-cross-validation-for-ridge-and-or-lasso" style="font-size: 80%;">How to set up the cross-validation for Ridge and/or Lasso</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs030.html#cross-validation-in-brief" style="font-size: 80%;">Cross-validation in brief</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs031.html#code-example-for-cross-validation-and-k-fold-cross-validation" style="font-size: 80%;">Code Example for Cross-validation and \( k \)-fold Cross-validation</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs032.html#the-bias-variance-tradeoff" style="font-size: 80%;">The bias-variance tradeoff</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs033.html#example-code-for-bias-variance-tradeoff" style="font-size: 80%;">Example code for Bias-Variance tradeoff</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs034.html#understanding-what-happens" style="font-size: 80%;">Understanding what happens</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs035.html#summing-up" style="font-size: 80%;">Summing up</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs036.html#another-example-from-scikit-learn-s-repository" style="font-size: 80%;">Another Example from Scikit-Learn's Repository</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs037.html#more-examples-on-bootstrap-and-cross-validation-and-errors" style="font-size: 80%;">More examples on bootstrap and cross-validation and errors</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs038.html#the-same-example-but-now-with-cross-validation" style="font-size: 80%;">The same example but now with cross-validation</a></li>
<!-- navigation toc: --> <li><a href="._week37-bs039.html#cross-validation-with-ridge" style="font-size: 80%;">Cross-validation with Ridge</a></li>
</ul>
</li>
@@ -167,7 +254,7 @@ MathJax.Hub.Config({
<div class="jumbotron">
<center><h1>Week 37: Ridge and Lasso Regression</h1></center> <!-- document title -->
<center><h1>Week 37: Summary of Ridge and Lasso Regression and Resampling Methods</h1></center> <!-- document title -->
<p>
<!-- author(s): Morten Hjorth-Jensen -->
@@ -183,7 +270,7 @@ MathJax.Hub.Config({
<center>[2] <b>Department of Physics and Astronomy and National Superconducting Cyclotron Laboratory, Michigan State University</b></center>
<br>
<p>
<center><h4>Sep 16, 2020</h4></center> <!-- date -->
<center><h4>Sep 12, 2021</h4></center> <!-- date -->
<br>
<p>
@@ -207,7 +294,7 @@ MathJax.Hub.Config({
<li><a href="._week37-bs008.html">9</a></li>
<li><a href="._week37-bs009.html">10</a></li>
<li><a href="">...</a></li>
<li><a href="._week37-bs026.html">27</a></li>
<li><a href="._week37-bs039.html">40</a></li>
<li><a href="._week37-bs001.html">&raquo;</a></li>
</ul>
<!-- ------------------- end of main content --------------- -->
@@ -219,13 +306,13 @@ MathJax.Hub.Config({
<!-- Bootstrap footer
<footer>
<a href="http://..."><img width="250" align=right src="http://..."></a>
<a href="https://..."><img width="250" align=right src="https://..."></a>
</footer>
-->
<center style="font-size:80%">
<!-- copyright --> &copy; 1999-2020, Morten Hjorth-Jensen. Released under CC Attribution-NonCommercial 4.0 license
<!-- copyright --> &copy; 1999-2021, Morten Hjorth-Jensen. Released under CC Attribution-NonCommercial 4.0 license
</center>
doc/pub/week37/html/week37-reveal.html
+1350 -914
View File
File diff suppressed because it is too large Load Diff
doc/pub/week37/html/week37-solarized.html
+1393 -827
View File
File diff suppressed because it is too large Load Diff
doc/pub/week37/html/week37.html
+1391 -825
View File
File diff suppressed because it is too large Load Diff
doc/pub/week37/ipynb/ipynb-week37-src.tar.gz
BIN
View File
Binary file not shown.
doc/pub/week37/ipynb/week37.ipynb
+1294 -953
View File
File diff suppressed because it is too large Load Diff
doc/src/week37/week37.do.txt
+1220 -765
View File
File diff suppressed because it is too large Load Diff