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