correcting project

This commit is contained in:
mhjensen
2020-08-31 13:44:42 +02:00
parent 1bd0986f64
commit e45319ddec
@@ -9,7 +9,7 @@ DATE: today
The main aim of this project is to study in more detail various
regression methods, including the Ordinary Least Squares (OLS) method,
Ridge regression and finally Lasso regression.
The methods are in turn combined with resampling techniques.
The methods are in turn combined with resampling techniques like the bootstrap method and cross validation.
We will first study how to fit polynomials to a specific
two-dimensional function called "Franke's
@@ -33,8 +33,8 @@ f(x,y) &= \frac{3}{4}\exp{\left(-\frac{(9x-2)^2}{4} - \frac{(9y-2)^2}{4}\right)}
The function will be defined for $x,y\in [0,1]$. Our first step will
be to perform an OLS regression analysis of this function, trying out
a polynomial fit with an $x$ and $y$ dependence of the form $[x, y,
x^2, y^2, xy, \dots]$. We will also include cross-validation (or bootstrap) as
resampling technique. As in homeworks 1 and 2, we can use a uniform
x^2, y^2, xy, \dots]$. We will also include bootstrap first as
a resampling technique. After that we will include the cross-validation technique. As in homeworks 1 and 2, we can use a uniform
distribution to set up the arrays of values for $x$ and $y$, or as in
the example below just a set of fixed
values for $x$ and $y$ with a given step
@@ -100,7 +100,7 @@ plt.show()
We will generate our own dataset for a function
$\mathrm{FrankeFunction}(x,y)$ with $x,y \in [0,1]$. The function
$f(x,y)$ is the Franke function. You should explore also the addition
an added stochastic noise to this function using the normal
of an added stochastic noise to this function using the normal
distribution $\cal{N}(0,1)$.
Write your own code (using either a matrix inversion or a singular