diff --git a/doc/pub/Regression/html/._Regression-bs051.html b/doc/pub/Regression/html/._Regression-bs051.html
index 7542dbe4a..26b39e68a 100644
--- a/doc/pub/Regression/html/._Regression-bs051.html
+++ b/doc/pub/Regression/html/._Regression-bs051.html
@@ -262,11 +262,11 @@ MathJax.Hub.Config({
How to set up the cross-validation for Ridge and/or Lasso
-
+
- Define a range of interest for the penalty parameter.
- Divide the data set into training and test set comprising samples \( \{1, \ldots, n\} \setminus i \) and \( \{ i \} \), respectively.
- Fit the linear regression model by means of ridge estimation for each \( \lambda \) in the grid using the training set, and the corresponding estimate of the error variance \( \hat{\sigma}_{-i}^2(\lambda) \), as
-
+
$$
\begin{align*}
@@ -277,11 +277,11 @@ $$
$$
-
+
- Evaluate the prediction performance of these models on the test set by \( \log\{L[y_i, \hat{X}_{i, \ast}; \hat{\beta}_{-i}(\lambda), \hat{\sigma}_{-i}^2(\lambda)]\} \). Or, by the prediction error \( |y_i - \hat{X}_{i, \ast} \hat{\beta}_{-i}(\lambda)| \), the relative error, the error squared or the R2 score function.
-- Repeat steps 1) to 3) such that each sample plays the role of the test set once.
+- Repeat the first three steps such that each sample plays the role of the test set once.
- Average the prediction performances of the test sets at each grid point of the penalty bias/parameter by computing the cross-validated log-likelihood. It is an estimate of the prediction performance of the model corresponding to this value of the penalty parameter on novel data. It is defined as
-
+
$$
\begin{align*}
@@ -290,9 +290,9 @@ $$
$$
-
+
- The value of the penalty parameter that maximizes the cross-validated log-likelihood is the value of choice. Or we can use the MSE or the R2 score functions.
-
+
diff --git a/doc/pub/Regression/html/Regression-reveal.html b/doc/pub/Regression/html/Regression-reveal.html
index 63a356a89..df03e6c5f 100644
--- a/doc/pub/Regression/html/Regression-reveal.html
+++ b/doc/pub/Regression/html/Regression-reveal.html
@@ -1904,11 +1904,11 @@ cross-validation (LOOCV).
How to set up the cross-validation for Ridge and/or Lasso
-
+
- Define a range of interest for the penalty parameter.
- Divide the data set into training and test set comprising samples \( \{1, \ldots, n\} \setminus i \) and \( \{ i \} \), respectively.
- Fit the linear regression model by means of ridge estimation for each \( \lambda \) in the grid using the training set, and the corresponding estimate of the error variance \( \hat{\sigma}_{-i}^2(\lambda) \), as
-
+
$$
\begin{align*}
@@ -1920,11 +1920,11 @@ $$
-
+
- Evaluate the prediction performance of these models on the test set by \( \log\{L[y_i, \hat{X}_{i, \ast}; \hat{\beta}_{-i}(\lambda), \hat{\sigma}_{-i}^2(\lambda)]\} \). Or, by the prediction error \( |y_i - \hat{X}_{i, \ast} \hat{\beta}_{-i}(\lambda)| \), the relative error, the error squared or the R2 score function.
-- Repeat steps 1) to 3) such that each sample plays the role of the test set once.
+- Repeat the first three steps such that each sample plays the role of the test set once.
- Average the prediction performances of the test sets at each grid point of the penalty bias/parameter by computing the cross-validated log-likelihood. It is an estimate of the prediction performance of the model corresponding to this value of the penalty parameter on novel data. It is defined as
-
+
$$
\begin{align*}
@@ -1934,9 +1934,9 @@ $$
-
+
- The value of the penalty parameter that maximizes the cross-validated log-likelihood is the value of choice. Or we can use the MSE or the R2 score functions.
-
+
diff --git a/doc/pub/Regression/html/Regression-solarized.html b/doc/pub/Regression/html/Regression-solarized.html
index 88feb089c..575b33a94 100644
--- a/doc/pub/Regression/html/Regression-solarized.html
+++ b/doc/pub/Regression/html/Regression-solarized.html
@@ -1863,11 +1863,11 @@ cross-validation (LOOCV).
How to set up the cross-validation for Ridge and/or Lasso
-
+
- Define a range of interest for the penalty parameter.
- Divide the data set into training and test set comprising samples \( \{1, \ldots, n\} \setminus i \) and \( \{ i \} \), respectively.
- Fit the linear regression model by means of ridge estimation for each \( \lambda \) in the grid using the training set, and the corresponding estimate of the error variance \( \hat{\sigma}_{-i}^2(\lambda) \), as
-
+
$$
\begin{align*}
@@ -1878,11 +1878,11 @@ $$
$$
-
+
- Evaluate the prediction performance of these models on the test set by \( \log\{L[y_i, \hat{X}_{i, \ast}; \hat{\beta}_{-i}(\lambda), \hat{\sigma}_{-i}^2(\lambda)]\} \). Or, by the prediction error \( |y_i - \hat{X}_{i, \ast} \hat{\beta}_{-i}(\lambda)| \), the relative error, the error squared or the R2 score function.
-- Repeat steps 1) to 3) such that each sample plays the role of the test set once.
+- Repeat the first three steps such that each sample plays the role of the test set once.
- Average the prediction performances of the test sets at each grid point of the penalty bias/parameter by computing the cross-validated log-likelihood. It is an estimate of the prediction performance of the model corresponding to this value of the penalty parameter on novel data. It is defined as
-
+
$$
\begin{align*}
@@ -1891,9 +1891,9 @@ $$
$$
-
+
- The value of the penalty parameter that maximizes the cross-validated log-likelihood is the value of choice. Or we can use the MSE or the R2 score functions.
-
+
diff --git a/doc/pub/Regression/html/Regression.html b/doc/pub/Regression/html/Regression.html
index a53c0e587..a6ee19e22 100644
--- a/doc/pub/Regression/html/Regression.html
+++ b/doc/pub/Regression/html/Regression.html
@@ -1868,11 +1868,11 @@ cross-validation (LOOCV).
How to set up the cross-validation for Ridge and/or Lasso
-
+
- Define a range of interest for the penalty parameter.
- Divide the data set into training and test set comprising samples \( \{1, \ldots, n\} \setminus i \) and \( \{ i \} \), respectively.
- Fit the linear regression model by means of ridge estimation for each \( \lambda \) in the grid using the training set, and the corresponding estimate of the error variance \( \hat{\sigma}_{-i}^2(\lambda) \), as
-
+
$$
\begin{align*}
@@ -1883,11 +1883,11 @@ $$
$$
-
+
- Evaluate the prediction performance of these models on the test set by \( \log\{L[y_i, \hat{X}_{i, \ast}; \hat{\beta}_{-i}(\lambda), \hat{\sigma}_{-i}^2(\lambda)]\} \). Or, by the prediction error \( |y_i - \hat{X}_{i, \ast} \hat{\beta}_{-i}(\lambda)| \), the relative error, the error squared or the R2 score function.
-- Repeat steps 1) to 3) such that each sample plays the role of the test set once.
+- Repeat the first three steps such that each sample plays the role of the test set once.
- Average the prediction performances of the test sets at each grid point of the penalty bias/parameter by computing the cross-validated log-likelihood. It is an estimate of the prediction performance of the model corresponding to this value of the penalty parameter on novel data. It is defined as
-
+
$$
\begin{align*}
@@ -1896,9 +1896,9 @@ $$
$$
-
+
- The value of the penalty parameter that maximizes the cross-validated log-likelihood is the value of choice. Or we can use the MSE or the R2 score functions.
-
+
diff --git a/doc/pub/Regression/ipynb/Regression.ipynb b/doc/pub/Regression/ipynb/Regression.ipynb
index 09033bf6f..f86beff59 100644
--- a/doc/pub/Regression/ipynb/Regression.ipynb
+++ b/doc/pub/Regression/ipynb/Regression.ipynb
@@ -2267,11 +2267,11 @@
"\n",
"## How to set up the cross-validation for Ridge and/or Lasso\n",
"\n",
- "1. Define a range of interest for the penalty parameter.\n",
+ "* Define a range of interest for the penalty parameter.\n",
"\n",
- "2. Divide the data set into training and test set comprising samples $\\{1, \\ldots, n\\} \\setminus i$ and $\\{ i \\}$, respectively.\n",
+ "* Divide the data set into training and test set comprising samples $\\{1, \\ldots, n\\} \\setminus i$ and $\\{ i \\}$, respectively.\n",
"\n",
- "3. Fit the linear regression model by means of ridge estimation for each $\\lambda$ in the grid using the training set, and the corresponding estimate of the error variance $\\hat{\\sigma}_{-i}^2(\\lambda)$, as"
+ "* Fit the linear regression model by means of ridge estimation for each $\\lambda$ in the grid using the training set, and the corresponding estimate of the error variance $\\hat{\\sigma}_{-i}^2(\\lambda)$, as"
]
},
{
@@ -2291,11 +2291,11 @@
"cell_type": "markdown",
"metadata": {},
"source": [
- "1. Evaluate the prediction performance of these models on the test set by $\\log\\{L[y_i, \\hat{X}_{i, \\ast}; \\hat{\\beta}_{-i}(\\lambda), \\hat{\\sigma}_{-i}^2(\\lambda)]\\}$. Or, by the prediction error $|y_i - \\hat{X}_{i, \\ast} \\hat{\\beta}_{-i}(\\lambda)|$, the relative error, the error squared or the R2 score function.\n",
+ "* Evaluate the prediction performance of these models on the test set by $\\log\\{L[y_i, \\hat{X}_{i, \\ast}; \\hat{\\beta}_{-i}(\\lambda), \\hat{\\sigma}_{-i}^2(\\lambda)]\\}$. Or, by the prediction error $|y_i - \\hat{X}_{i, \\ast} \\hat{\\beta}_{-i}(\\lambda)|$, the relative error, the error squared or the R2 score function.\n",
"\n",
- "2. Repeat steps 1) to 3) such that each sample plays the role of the test set once.\n",
+ "* Repeat the first three steps such that each sample plays the role of the test set once.\n",
"\n",
- "3. Average the prediction performances of the test sets at each grid point of the penalty bias/parameter by computing the *cross-validated log-likelihood*. It is an estimate of the prediction performance of the model corresponding to this value of the penalty parameter on novel data. It is defined as"
+ "* Average the prediction performances of the test sets at each grid point of the penalty bias/parameter by computing the *cross-validated log-likelihood*. It is an estimate of the prediction performance of the model corresponding to this value of the penalty parameter on novel data. It is defined as"
]
},
{
@@ -2313,7 +2313,7 @@
"cell_type": "markdown",
"metadata": {},
"source": [
- "1. The value of the penalty parameter that maximizes the cross-validated log-likelihood is the value of choice. Or we can use the MSE or the R2 score functions.\n",
+ "* The value of the penalty parameter that maximizes the cross-validated log-likelihood is the value of choice. Or we can use the MSE or the R2 score functions.\n",
"\n",
"## Predicted Residual Error Sum of Squares\n",
"Another approach in the LOOCV scheme is to the use the so-called Predicted Residual Error Sum of Squares (PRESS). \n",
diff --git a/doc/pub/Regression/ipynb/ipynb-Regression-src.tar.gz b/doc/pub/Regression/ipynb/ipynb-Regression-src.tar.gz
index c0e43e801..0e95f5af2 100644
Binary files a/doc/pub/Regression/ipynb/ipynb-Regression-src.tar.gz and b/doc/pub/Regression/ipynb/ipynb-Regression-src.tar.gz differ
diff --git a/doc/pub/Regression/pdf/Regression-beamer-handouts2x3.pdf b/doc/pub/Regression/pdf/Regression-beamer-handouts2x3.pdf
index 38f2d7194..406466c7a 100644
Binary files a/doc/pub/Regression/pdf/Regression-beamer-handouts2x3.pdf and b/doc/pub/Regression/pdf/Regression-beamer-handouts2x3.pdf differ
diff --git a/doc/pub/Regression/pdf/Regression-beamer.pdf b/doc/pub/Regression/pdf/Regression-beamer.pdf
index 3b5a3ea7d..aa07d3550 100644
Binary files a/doc/pub/Regression/pdf/Regression-beamer.pdf and b/doc/pub/Regression/pdf/Regression-beamer.pdf differ
diff --git a/doc/pub/Regression/pdf/Regression-minted.pdf b/doc/pub/Regression/pdf/Regression-minted.pdf
index 25211c937..84c286073 100644
Binary files a/doc/pub/Regression/pdf/Regression-minted.pdf and b/doc/pub/Regression/pdf/Regression-minted.pdf differ
diff --git a/doc/src/Regression/Regression.do.txt b/doc/src/Regression/Regression.do.txt
index 605835410..914eed14e 100644
--- a/doc/src/Regression/Regression.do.txt
+++ b/doc/src/Regression/Regression.do.txt
@@ -1539,11 +1539,11 @@ cross-validation (LOOCV).
!split
===== How to set up the cross-validation for Ridge and/or Lasso =====
-o Define a range of interest for the penalty parameter.
+* Define a range of interest for the penalty parameter.
-o Divide the data set into training and test set comprising samples $\{1, \ldots, n\} \setminus i$ and $\{ i \}$, respectively.
+* Divide the data set into training and test set comprising samples $\{1, \ldots, n\} \setminus i$ and $\{ i \}$, respectively.
-o Fit the linear regression model by means of ridge estimation for each $\lambda$ in the grid using the training set, and the corresponding estimate of the error variance $\hat{\sigma}_{-i}^2(\lambda)$, as
+* Fit the linear regression model by means of ridge estimation for each $\lambda$ in the grid using the training set, and the corresponding estimate of the error variance $\hat{\sigma}_{-i}^2(\lambda)$, as
!bt
\begin{align*}
\hat{\beta}_{-i}(\lambda) & = ( \hat{X}_{-i, \ast}^{\top}
@@ -1552,18 +1552,18 @@ o Fit the linear regression model by means of ridge estimation for each $\lambd
\end{align*}
!et
-o Evaluate the prediction performance of these models on the test set by $\log\{L[y_i, \hat{X}_{i, \ast}; \hat{\beta}_{-i}(\lambda), \hat{\sigma}_{-i}^2(\lambda)]\}$. Or, by the prediction error $|y_i - \hat{X}_{i, \ast} \hat{\beta}_{-i}(\lambda)|$, the relative error, the error squared or the R2 score function.
+* Evaluate the prediction performance of these models on the test set by $\log\{L[y_i, \hat{X}_{i, \ast}; \hat{\beta}_{-i}(\lambda), \hat{\sigma}_{-i}^2(\lambda)]\}$. Or, by the prediction error $|y_i - \hat{X}_{i, \ast} \hat{\beta}_{-i}(\lambda)|$, the relative error, the error squared or the R2 score function.
-o Repeat steps 1) to 3) such that each sample plays the role of the test set once.
+* Repeat the first three steps such that each sample plays the role of the test set once.
-o Average the prediction performances of the test sets at each grid point of the penalty bias/parameter by computing the *cross-validated log-likelihood*. It is an estimate of the prediction performance of the model corresponding to this value of the penalty parameter on novel data. It is defined as
+* Average the prediction performances of the test sets at each grid point of the penalty bias/parameter by computing the *cross-validated log-likelihood*. It is an estimate of the prediction performance of the model corresponding to this value of the penalty parameter on novel data. It is defined as
!bt
\begin{align*}
\frac{1}{n} \sum_{i = 1}^n \log\{L[y_i, \mathbf{X}_{i, \ast}; \hat{\beta}_{-i}(\lambda), \hat{\sigma}_{-i}^2(\lambda)]\}.
\end{align*}
!et
-o The value of the penalty parameter that maximizes the cross-validated log-likelihood is the value of choice. Or we can use the MSE or the R2 score functions.
+* The value of the penalty parameter that maximizes the cross-validated log-likelihood is the value of choice. Or we can use the MSE or the R2 score functions.
!split
===== Predicted Residual Error Sum of Squares =====