updated lecture notes with video of exercises

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Morten Hjorth-Jensen
2024-09-10 10:44:48 +02:00
parent 9f09bee631
commit 4a3985783f
10 changed files with 582 additions and 563 deletions
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@@ -990,6 +990,7 @@ doconce format html week37.do.txt --no_mako -->
<li><p>Discussion of resampling techniques</p></li>
<li><p>Exercise set for week 37</p></li>
<li><p>Work on project 1</p></li>
<li><p><a class="reference external" href="https://youtu.be/bK4AEcTu-oM">Video of exercise sessions week 37</a></p></li>
<li><p>For more discussions of Ridge regression and calculation of averages, <a class="reference external" href="https://arxiv.org/abs/1509.09169">Wessel van Wieringens</a> article is highly recommended.</p></li>
</ul>
</div>
@@ -1623,7 +1624,7 @@ theorem.</p>
<div class="cell_output docutils container">
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>Bootstrap Statistics :
original bias std. error
100.135 15.1329 100.136 0.151103
99.7217 14.8193 99.7194 0.147557
</pre></div>
</div>
</div>
@@ -1848,7 +1849,9 @@ Error: 0.10398646080125035
Bias^2: 0.1007711427354898
Var: 0.0032153180657605116
0.10398646080125035 &gt;= 0.1007711427354898 + 0.0032153180657605116 = 0.10398646080125032
Polynomial degree: 3
</pre></div>
</div>
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>Polynomial degree: 3
Error: 0.06547790180152355
Bias^2: 0.06208238634231949
Var: 0.0033955154592040936
@@ -1880,14 +1883,17 @@ Error: 0.017355848195593347
Bias^2: 0.010331721306655127
Var: 0.007024126888938232
0.017355848195593347 &gt;= 0.010331721306655127 + 0.007024126888938232 = 0.01735584819559336
</pre></div>
</div>
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>Polynomial degree: 9
Polynomial degree: 9
Error: 0.02660572763718093
Bias^2: 0.010018312644137363
Var: 0.016587414993043573
0.02660572763718093 &gt;= 0.010018312644137363 + 0.016587414993043573 = 0.026605727637180936
Polynomial degree: 10
</pre></div>
</div>
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>Polynomial degree:
</pre></div>
</div>
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span> 10
Error: 0.021592704588025025
Bias^2: 0.010516485576645508
Var: 0.011076219011379514
@@ -1897,9 +1903,7 @@ Error: 0.07160048164233104
Bias^2: 0.014436800088904942
Var: 0.05716368155342608
0.07160048164233104 &gt;= 0.014436800088904942 + 0.05716368155342608 = 0.07160048164233102
</pre></div>
</div>
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>Polynomial degree: 12
Polynomial degree: 12
Error: 0.11547777218872497
Bias^2: 0.01628578269596628
Var: 0.09919198949275869
@@ -1911,7 +1915,7 @@ Var: 0.20867052175034223
0.22842468702219465 &gt;= 0.01975416527185249 + 0.20867052175034223 = 0.2284246870221947
</pre></div>
</div>
<img alt="_images/week37_139_4.png" src="_images/week37_139_4.png" />
<img alt="_images/week37_139_5.png" src="_images/week37_139_5.png" />
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@@ -2342,9 +2346,9 @@ Mean squared error on training data: 0.00063866
Mean squared error on test data: 3099.60342978
</pre></div>
</div>
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>/var/folders/td/3yk470mj5p931p9dtkk0y6jw0000gn/T/ipykernel_96719/626635268.py:73: RuntimeWarning: divide by zero encountered in log10
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>/var/folders/td/3yk470mj5p931p9dtkk0y6jw0000gn/T/ipykernel_405/626635268.py:73: RuntimeWarning: divide by zero encountered in log10
plt.plot(polynomial, np.log10(trainingerror), label=&#39;Training Error&#39;)
/var/folders/td/3yk470mj5p931p9dtkk0y6jw0000gn/T/ipykernel_96719/626635268.py:74: RuntimeWarning: divide by zero encountered in log10
/var/folders/td/3yk470mj5p931p9dtkk0y6jw0000gn/T/ipykernel_405/626635268.py:74: RuntimeWarning: divide by zero encountered in log10
plt.plot(polynomial, np.log10(testerror), label=&#39;Test Error&#39;)
</pre></div>
</div>
@@ -2429,7 +2433,7 @@ Mean squared error on test data: 3099.60342978
</div>
</div>
<div class="cell_output docutils container">
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>/var/folders/td/3yk470mj5p931p9dtkk0y6jw0000gn/T/ipykernel_96719/3817475779.py:63: RuntimeWarning: divide by zero encountered in log10
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>/var/folders/td/3yk470mj5p931p9dtkk0y6jw0000gn/T/ipykernel_405/3817475779.py:63: RuntimeWarning: divide by zero encountered in log10
plt.plot(polynomial, np.log10(estimated_mse_sklearn), label=&#39;Test Error&#39;)
</pre></div>
</div>
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@@ -47,6 +47,8 @@
#
# * Work on project 1
#
# * [Video of exercise sessions week 37](https://youtu.be/bK4AEcTu-oM)
#
# * For more discussions of Ridge regression and calculation of averages, [Wessel van Wieringen's](https://arxiv.org/abs/1509.09169) article is highly recommended.
# ## Material for lecture Monday September 9
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