update
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@@ -308,6 +308,7 @@ MathJax.Hub.Config({
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<ul>
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<li> Hastie et al Chapter 7, here we recommend 7.1-7.5 and 7.10 (cross-validation) and 7.11 (bootstrap).</li>
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<li> <a href="https://www.youtube.com/watch?v=fSytzGwwBVw" target="_self">Video on cross validation</a></li>
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<li> <a href="https://www.youtube.com/watch?v=Xz0x-8-cgaQ" target="_self">Video on Bootstrapping</a></li>
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<li> <a href="https://www.youtube.com/watch?v=EuBBz3bI-aA" target="_self">Video on bias-variance tradeoff</a></li>
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</ul>
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</ul>
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@@ -232,6 +232,8 @@ MathJax.Hub.Config({
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<p><li> <a href="https://www.youtube.com/watch?v=fSytzGwwBVw" target="_blank">Video on cross validation</a></li>
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<p><li> <a href="https://www.youtube.com/watch?v=Xz0x-8-cgaQ" target="_blank">Video on Bootstrapping</a></li>
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<p><li> <a href="https://www.youtube.com/watch?v=EuBBz3bI-aA" target="_blank">Video on bias-variance tradeoff</a></li>
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</ul>
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<p>
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@@ -281,6 +281,7 @@ MathJax.Hub.Config({
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<ul>
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<li> Hastie et al Chapter 7, here we recommend 7.1-7.5 and 7.10 (cross-validation) and 7.11 (bootstrap).</li>
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<li> <a href="https://www.youtube.com/watch?v=fSytzGwwBVw" target="_blank">Video on cross validation</a></li>
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<li> <a href="https://www.youtube.com/watch?v=Xz0x-8-cgaQ" target="_blank">Video on Bootstrapping</a></li>
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<li> <a href="https://www.youtube.com/watch?v=EuBBz3bI-aA" target="_blank">Video on bias-variance tradeoff</a></li>
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</ul>
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</ul>
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@@ -358,6 +358,7 @@ MathJax.Hub.Config({
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<ul>
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<li> Hastie et al Chapter 7, here we recommend 7.1-7.5 and 7.10 (cross-validation) and 7.11 (bootstrap).</li>
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<li> <a href="https://www.youtube.com/watch?v=fSytzGwwBVw" target="_blank">Video on cross validation</a></li>
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<li> <a href="https://www.youtube.com/watch?v=Xz0x-8-cgaQ" target="_blank">Video on Bootstrapping</a></li>
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<li> <a href="https://www.youtube.com/watch?v=EuBBz3bI-aA" target="_blank">Video on bias-variance tradeoff</a></li>
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</ul>
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</ul>
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@@ -547,7 +547,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 43,
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"execution_count": 45,
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"id": "a721dffd",
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"metadata": {},
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"outputs": [
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@@ -555,13 +555,13 @@
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"[0. 0.5 3.7]\n",
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"[0. 0.49997445 3.69992817]\n",
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"2.000000000000007\n",
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"[0.5 3.7]\n",
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"[0.49997445 3.69992817]\n",
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"1.9999999999999947\n",
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"2.00021345091295\n",
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" \n",
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"test MSE of OLS\n",
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"3.729339929432333e-29\n",
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"1.7086727207087115e-28\n",
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" \n",
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"test MSE of Ridge\n",
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"6.420926689334773e-08\n"
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@@ -582,7 +582,7 @@
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"from sklearn import linear_model\n",
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"np.random.seed(2018)\n",
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"n = 100\n",
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"d = 3\n",
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"d = 2\n",
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"Lambda = 0.01\n",
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"true_beta = [2, 0.5, 3.7]\n",
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"\n",
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@@ -595,7 +595,7 @@
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"#Design matrix X does include the intercept. \n",
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"X = np.zeros((n, d))\n",
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"for p in range(d): \n",
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" X[:, p] = x ** (p)\n",
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" X[:, p] = x ** (p+1)\n",
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"\n",
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"\n",
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"#Split data in train and test\n",
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@@ -644,7 +644,7 @@
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{
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"cell_type": "code",
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"execution_count": null,
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"id": "8b3b48ac",
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"id": "cf021a10",
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"metadata": {},
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"outputs": [],
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"source": []
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@@ -21,6 +21,7 @@ DATE: today
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* Reads and Videos:
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* Hastie et al Chapter 7, here we recommend 7.1-7.5 and 7.10 (cross-validation) and 7.11 (bootstrap).
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* "Video on cross validation":"https://www.youtube.com/watch?v=fSytzGwwBVw"
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* "Video on Bootstrapping":"https://www.youtube.com/watch?v=Xz0x-8-cgaQ"
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* "Video on bias-variance tradeoff":"https://www.youtube.com/watch?v=EuBBz3bI-aA"
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!eblock
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