update lecture notes

This commit is contained in:
Morten Hjorth-Jensen
2024-10-28 06:15:26 +01:00
parent d58daeae80
commit d6bb9335d0
158 changed files with 29822 additions and 2310 deletions
+55 -50
View File
@@ -348,6 +348,11 @@ const thebe_selector_output = ".output, .cell_output"
Exercises week 43
</a>
</li>
<li class="toctree-l1">
<a class="reference internal" href="week44.html">
Week 44, Convolutional Neural Networks (CNN)
</a>
</li>
</ul>
<p aria-level="2" class="caption" role="heading">
<span class="caption-text">
@@ -884,10 +889,10 @@ number <span class="math notranslate nohighlight">\(i\)</span> is left out. Usin
</div>
</div>
<div class="cell_output docutils container">
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>Runtime: 0.147161 sec
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>Runtime: 0.156654 sec
Jackknife Statistics :
original bias std. error
100.113 100.103 0.15078
100.193 100.183 0.150667
</pre></div>
</div>
</div>
@@ -1106,7 +1111,7 @@ 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
99.966 14.8724 99.9645 0.146212
100.159 15.0085 100.157 0.150625
</pre></div>
</div>
</div>
@@ -1318,9 +1323,7 @@ Error: 0.10398646080125035
Bias^2: 0.1007711427354898
Var: 0.0032153180657605116
0.10398646080125035 &gt;= 0.1007711427354898 + 0.0032153180657605116 = 0.10398646080125032
</pre></div>
</div>
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>Polynomial degree: 3
Polynomial degree: 3
Error: 0.06547790180152355
Bias^2: 0.06208238634231949
Var: 0.0033955154592040936
@@ -1335,7 +1338,9 @@ Error: 0.05227921801205686
Bias^2: 0.0481872773043029
Var: 0.004091940707753939
0.05227921801205686 &gt;= 0.0481872773043029 + 0.004091940707753939 = 0.052279218012056844
Polynomial degree: 6
</pre></div>
</div>
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>Polynomial degree: 6
Error: 0.037813671417389005
Bias^2: 0.033657685071527665
Var: 0.00415598634586135
@@ -1350,9 +1355,7 @@ 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
@@ -1369,7 +1372,9 @@ Error: 0.07160048164233104
Bias^2: 0.014436800088904942
Var: 0.05716368155342608
0.07160048164233104 &gt;= 0.014436800088904942 + 0.05716368155342608 = 0.07160048164233102
Polynomial degree: 12
</pre></div>
</div>
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>Polynomial degree: 12
Error: 0.11547777218872497
Bias^2: 0.01628578269596628
Var: 0.09919198949275869
@@ -1630,29 +1635,31 @@ Mean squared error on test data: 1.20015436
Degree of polynomial: 11
Mean squared error on training data: 0.01640891
Mean squared error on test data: 1.35533773
Degree of polynomial: 12
Mean squared error on training data: 0.00813803
Mean squared error on test data: 0.17446471
</pre></div>
</div>
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>Degree of polynomial: 13
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>Degree of polynomial: 12
Mean squared error on training data: 0.00813803
Mean squared error on test data: 0.17446471
Degree of polynomial: 13
Mean squared error on training data: 0.00759119
Mean squared error on test data: 1.08131003
Degree of polynomial: 14
Mean squared error on training data: 0.00472199
Mean squared error on test data: 0.81333808
Degree of polynomial: 15
</pre></div>
</div>
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>Degree of polynomial: 15
Mean squared error on training data: 0.00410478
Mean squared error on test data: 92.09163947
Degree of polynomial: 16
Mean squared error on training data: 0.00315593
Mean squared error on test data: 234.38827994
</pre></div>
</div>
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>Degree of polynomial: 17
Degree of polynomial: 17
Mean squared error on training data: 0.00242999
Mean squared error on test data: 1271.34367970
Degree of polynomial: 18
</pre></div>
</div>
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>Degree of polynomial: 18
Mean squared error on training data: 0.00228740
Mean squared error on test data: 108.21093775
Degree of polynomial: 19
@@ -1661,12 +1668,12 @@ Mean squared error on test data: 1385.79778008
Degree of polynomial: 20
Mean squared error on training data: 0.00137814
Mean squared error on test data: 1944.86062977
</pre></div>
</div>
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>Degree of polynomial: 21
Degree of polynomial: 21
Mean squared error on training data: 0.00118584
Mean squared error on test data: 14716.58827236
Degree of polynomial: 22
</pre></div>
</div>
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>Degree of polynomial: 22
Mean squared error on training data: 0.00092678
Mean squared error on test data: 877.21517262
Degree of polynomial: 23
@@ -1675,12 +1682,12 @@ Mean squared error on test data: 5567.04664255
Degree of polynomial: 24
Mean squared error on training data: 0.00084707
Mean squared error on test data: 1325.26124692
</pre></div>
</div>
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>Degree of polynomial: 25
Degree of polynomial: 25
Mean squared error on training data: 0.00079125
Mean squared error on test data: 129012.83870189
Degree of polynomial: 26
</pre></div>
</div>
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>Degree of polynomial: 26
Mean squared error on training data: 0.00076908
Mean squared error on test data: 18388.59354079
Degree of polynomial: 27
@@ -1689,16 +1696,14 @@ Mean squared error on test data: 2351.97979891
Degree of polynomial: 28
Mean squared error on training data: 0.00062592
Mean squared error on test data: 3983.63037846
</pre></div>
</div>
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>Degree of polynomial: 29
Degree of polynomial: 29
Mean squared error on training data: 0.00060704
Mean squared error on test data: 3262.26814548
</pre></div>
</div>
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>/var/folders/td/3yk470mj5p931p9dtkk0y6jw0000gn/T/ipykernel_94076/626635268.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_20789/626635268.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_94076/626635268.py:74: RuntimeWarning: divide by zero encountered in log10
/var/folders/td/3yk470mj5p931p9dtkk0y6jw0000gn/T/ipykernel_20789/626635268.py:74: RuntimeWarning: divide by zero encountered in log10
plt.plot(polynomial, np.log10(testerror), label=&#39;Test Error&#39;)
</pre></div>
</div>
@@ -1932,7 +1937,7 @@ cross-validation (LOOCV).</p>
</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_94076/3817475779.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_20789/3817475779.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>
@@ -2821,7 +2826,7 @@ linear system as an equation would reduce this down to
</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_94076/4162706317.py:7: UserWarning: set_ticklabels() should only be used with a fixed number of ticks, i.e. after set_ticks() or using a FixedLocator.
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>/var/folders/td/3yk470mj5p931p9dtkk0y6jw0000gn/T/ipykernel_20789/4162706317.py:7: UserWarning: set_ticklabels() should only be used with a fixed number of ticks, i.e. after set_ticks() or using a FixedLocator.
cb.ax.set_yticklabels(cb.ax.get_yticklabels(), fontsize=18)
</pre></div>
</div>
@@ -2965,7 +2970,7 @@ with the form utilized in linear regression, viz.</p>
</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_94076/3777801602.py:7: UserWarning: set_ticklabels() should only be used with a fixed number of ticks, i.e. after set_ticks() or using a FixedLocator.
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>/var/folders/td/3yk470mj5p931p9dtkk0y6jw0000gn/T/ipykernel_20789/3777801602.py:7: UserWarning: set_ticklabels() should only be used with a fixed number of ticks, i.e. after set_ticks() or using a FixedLocator.
cb.ax.set_yticklabels(cb.ax.get_yticklabels(), fontsize=18)
</pre></div>
</div>
@@ -3005,7 +3010,7 @@ cost function is given by</p>
</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_94076/438060758.py:10: UserWarning: set_ticklabels() should only be used with a fixed number of ticks, i.e. after set_ticks() or using a FixedLocator.
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>/var/folders/td/3yk470mj5p931p9dtkk0y6jw0000gn/T/ipykernel_20789/438060758.py:10: UserWarning: set_ticklabels() should only be used with a fixed number of ticks, i.e. after set_ticks() or using a FixedLocator.
cb.ax.set_yticklabels(cb.ax.get_yticklabels(), fontsize=18)
</pre></div>
</div>
@@ -3040,7 +3045,7 @@ cost function is given by</p>
</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_94076/3544313922.py:9: UserWarning: set_ticklabels() should only be used with a fixed number of ticks, i.e. after set_ticks() or using a FixedLocator.
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>/var/folders/td/3yk470mj5p931p9dtkk0y6jw0000gn/T/ipykernel_20789/3544313922.py:9: UserWarning: set_ticklabels() should only be used with a fixed number of ticks, i.e. after set_ticks() or using a FixedLocator.
cb.ax.set_yticklabels(cb.ax.get_yticklabels(), fontsize=18)
</pre></div>
</div>
@@ -3093,43 +3098,43 @@ constant as opposed to ridge and OLS. We get a sparse solution with
</div>
</div>
<div class="cell_output docutils container">
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span> 0%| | 0/10 [00:00&lt;?, ?it/s]
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span> 0%| | 0/10 [00:00&lt;?, ?it/s]
</pre></div>
</div>
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>/Users/mhjensen/miniforge3/envs/myenv/lib/python3.9/site-packages/sklearn/linear_model/_coordinate_descent.py:628: ConvergenceWarning: Objective did not converge. You might want to increase the number of iterations, check the scale of the features or consider increasing regularisation. Duality gap: 3.924e+00, tolerance: 1.797e+00
model = cd_fast.enet_coordinate_descent(
10%|███████████▏ | 1/10 [00:00&lt;00:07, 1.17it/s]
10%|██████████ | 1/10 [00:00&lt;00:06, 1.30it/s]
</pre></div>
</div>
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span> 20%|██████████████████████▍ | 2/10 [00:01&lt;00:07, 1.12it/s]
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span> 20%|████████████████████ | 2/10 [00:01&lt;00:06, 1.25it/s]
</pre></div>
</div>
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span> 30%|█████████████████████████████████▌ | 3/10 [00:02&lt;00:05, 1.33it/s]
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span> 30%|██████████████████████████████ | 3/10 [00:02&lt;00:04, 1.44it/s]
</pre></div>
</div>
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span> 40%|████████████████████████████████████████████▊ | 4/10 [00:03&lt;00:04, 1.41it/s]
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span> 40%|████████████████████████████████████████ | 4/10 [00:02&lt;00:03, 1.52it/s]
</pre></div>
</div>
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span> 50%|████████████████████████████████████████████████████████ | 5/10 [00:03&lt;00:03, 1.51it/s]
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span> 50%|██████████████████████████████████████████████████ | 5/10 [00:03&lt;00:03, 1.53it/s]
</pre></div>
</div>
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span> 60%|███████████████████████████████████████████████████████████████████▏ | 6/10 [00:04&lt;00:02, 1.54it/s]
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span> 60%|████████████████████████████████████████████████████████████ | 6/10 [00:04&lt;00:02, 1.54it/s]
</pre></div>
</div>
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span> 70%|██████████████████████████████████████████████████████████████████████████████▍ | 7/10 [00:04&lt;00:01, 1.56it/s]
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span> 70%|██████████████████████████████████████████████████████████████████████ | 7/10 [00:04&lt;00:02, 1.46it/s]
</pre></div>
</div>
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span> 80%|█████████████████████████████████████████████████████████████████████████████████████████▌ | 8/10 [00:05&lt;00:01, 1.48it/s]
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span> 80%|████████████████████████████████████████████████████████████████████████████████ | 8/10 [00:05&lt;00:01, 1.49it/s]
</pre></div>
</div>
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span> 90%|████████████████████████████████████████████████████████████████████████████████████████████████████▊ | 9/10 [00:06&lt;00:00, 1.43it/s]
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span> 90%|██████████████████████████████████████████████████████████████████████████████████████████ | 9/10 [00:06&lt;00:00, 1.50it/s]
</pre></div>
</div>
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>100%|███████████████████████████████████████████████████████████████████████████████████████████████████████████████| 10/10 [00:06&lt;00:00, 1.52it/s]
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>100%|███████████████████████████████████████████████████████████████████████████████████████████████████| 10/10 [00:06&lt;00:00, 1.55it/s]
</pre></div>
</div>
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>100%|███████████████████████████████████████████████████████████████████████████████████████████████████████████████| 10/10 [00:06&lt;00:00, 1.45it/s]
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>100%|███████████████████████████████████████████████████████████████████████████████████████████████████| 10/10 [00:06&lt;00:00, 1.49it/s]
</pre></div>
</div>
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>