typos and cleaning up week39

This commit is contained in:
Morten Hjorth-Jensen
2021-09-29 11:13:39 +02:00
parent 2d036c7351
commit 57c1fcee57
7 changed files with 221 additions and 148 deletions
+19 -4
View File
@@ -78,7 +78,7 @@ plt.show()
!ec
Here we have performed a rather data greedy calculation as function of the regularization parameter $\lambda$. There is no resampling here. The latter can easily be added by employing the function _RidgeCV_ instead of just calling the _Ridge_ function. For _RidgeCV_ we need to passe the array of $\lambda$ values.
Here we have performed a rather data greedy calculation as function of the regularization parameter $\lambda$. There is no resampling here. The latter can easily be added by employing the function _RidgeCV_ instead of just calling the _Ridge_ function. For _RidgeCV_ we need to pass the array of $\lambda$ values.
By inspecting the figure we can in turn determine which is the optimal regularization parameter.
This becomes however less functional in the long run.
@@ -137,7 +137,10 @@ print(f"R2 score: {R2(y_test,ypredictRidge)}")
!ec
By default the grid search function includes cross validation with five folds. The "Scikit-Learn documentation":"https://scikit-learn.org/stable/modules/generated/sklearn.model_selection.GridSearchCV.html#sklearn.model_selection.GridSearchCV" contains more information on how to set the different parameters.
By default the grid search function includes cross validation with
five folds. The "Scikit-Learn
documentation":"https://scikit-learn.org/stable/modules/generated/sklearn.model_selection.GridSearchCV.html#sklearn.model_selection.GridSearchCV"
contains more information on how to set the different parameters.
If we take out the random noise, running the above codes results in $\lambda=0$ yielding the best fit.
@@ -149,8 +152,10 @@ An alternative to the above manual grid set up, is to use a random
search where the parameters are tuned from a random distribution
(uniform below) for a fixed number of iterations. A model is
constructed and evaluated for each combination of chosen parameters.
We repeat the previous example but now with a random search.
We repeat the previous example but now with a random search. Note
that values of $\lambda$ are now limited to be within $x\in
[0,1]$. This domain may not be the most relevant one for the specific
case under study.
!bc pycod
@@ -258,6 +263,16 @@ $p(y_i\vert x_i,\bm{\beta})(1-p(y_i\vert x_i,\bm{\beta})$, we can obtain a compa
!et
This defines what is called the Hessian matrix.
!split
===== To be added =====
We will add here an example which computes the likelihood $p_i$, sets up the gradient and the Hessian matrix.
Make link with linear regression and the Hessian matrix from linear regression.
!split
===== Solving using Newton-Raphson's method =====