update book with material week 39

This commit is contained in:
Morten Hjorth-Jensen
2025-09-22 06:59:14 +02:00
parent ae5d5e08ec
commit e67f8d20cd
79 changed files with 9608 additions and 246 deletions
@@ -28,7 +28,7 @@
<link rel="preload" as="font" type="font/woff2" crossorigin href="_static/vendor/fontawesome/6.5.2/webfonts/fa-brands-400.woff2" />
<link rel="preload" as="font" type="font/woff2" crossorigin href="_static/vendor/fontawesome/6.5.2/webfonts/fa-regular-400.woff2" />
<link rel="stylesheet" type="text/css" href="_static/pygments.css?v=03e43079" />
<link rel="stylesheet" type="text/css" href="_static/pygments.css?v=fa44fd50" />
<link rel="stylesheet" type="text/css" href="_static/styles/sphinx-book-theme.css?v=eba8b062" />
<link rel="stylesheet" type="text/css" href="_static/togglebutton.css?v=13237357" />
<link rel="stylesheet" type="text/css" href="_static/copybutton.css?v=76b2166b" />
@@ -234,6 +234,7 @@
<li class="toctree-l1 current active"><a class="current reference internal" href="#">Exercises week 38</a></li>
<li class="toctree-l1"><a class="reference internal" href="week38.html">Week 38: Statistical analysis, bias-variance tradeoff and resampling methods</a></li>
<li class="toctree-l1"><a class="reference internal" href="exercisesweek39.html">Exercises week 39</a></li>
<li class="toctree-l1"><a class="reference internal" href="week39.html">Week 39: Resampling methods and logistic regression</a></li>
</ul>
<p aria-level="2" class="caption" role="heading"><span class="caption-text">Projects</span></p>
<ul class="nav bd-sidenav">
@@ -525,7 +526,7 @@ C(\boldsymbol{X},\boldsymbol{\beta}) =\frac{1}{n}\sum_{i=0}^{n-1}(y_i-\tilde{y}_
<p><strong>a)</strong> Using the expression above, compute the mean squared error, bias and variance of the given data. Check that the sum of the bias and variance correctly gives (approximately) the mean squared error.</p>
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<div class="highlight-ipython3 notranslate"><div class="highlight"><pre><span></span><span class="kn">import</span><span class="w"> </span><span class="nn">numpy</span><span class="w"> </span><span class="k">as</span><span class="w"> </span><span class="nn">np</span>
<div class="highlight-ipython3 notranslate"><div class="highlight"><pre><span></span><span class="kn">import</span> <span class="nn">numpy</span> <span class="k">as</span> <span class="nn">np</span>
<span class="n">n</span> <span class="o">=</span> <span class="mi">100</span>
<span class="n">bootstraps</span> <span class="o">=</span> <span class="mi">1000</span>
@@ -546,15 +547,15 @@ C(\boldsymbol{X},\boldsymbol{\beta}) =\frac{1}{n}\sum_{i=0}^{n-1}(y_i-\tilde{y}_
<p><strong>d)</strong> Perform a bias-variance analysis of a polynomial OLS model fit to a one-dimensional function by computing and plotting the bias and variances values as a function of the polynomial degree of your model.</p>
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<div class="highlight-ipython3 notranslate"><div class="highlight"><pre><span></span><span class="kn">import</span><span class="w"> </span><span class="nn">numpy</span><span class="w"> </span><span class="k">as</span><span class="w"> </span><span class="nn">np</span>
<span class="kn">import</span><span class="w"> </span><span class="nn">matplotlib.pyplot</span><span class="w"> </span><span class="k">as</span><span class="w"> </span><span class="nn">plt</span>
<span class="kn">from</span><span class="w"> </span><span class="nn">sklearn.preprocessing</span><span class="w"> </span><span class="kn">import</span> <span class="p">(</span>
<div class="highlight-ipython3 notranslate"><div class="highlight"><pre><span></span><span class="kn">import</span> <span class="nn">numpy</span> <span class="k">as</span> <span class="nn">np</span>
<span class="kn">import</span> <span class="nn">matplotlib.pyplot</span> <span class="k">as</span> <span class="nn">plt</span>
<span class="kn">from</span> <span class="nn">sklearn.preprocessing</span> <span class="kn">import</span> <span class="p">(</span>
<span class="n">PolynomialFeatures</span><span class="p">,</span>
<span class="p">)</span> <span class="c1"># use the fit_transform method of the created object!</span>
<span class="kn">from</span><span class="w"> </span><span class="nn">sklearn.linear_model</span><span class="w"> </span><span class="kn">import</span> <span class="n">LinearRegression</span>
<span class="kn">from</span><span class="w"> </span><span class="nn">sklearn.metrics</span><span class="w"> </span><span class="kn">import</span> <span class="n">mean_squared_error</span>
<span class="kn">from</span><span class="w"> </span><span class="nn">sklearn.model_selection</span><span class="w"> </span><span class="kn">import</span> <span class="n">train_test_split</span>
<span class="kn">from</span><span class="w"> </span><span class="nn">sklearn.utils</span><span class="w"> </span><span class="kn">import</span> <span class="n">resample</span>
<span class="kn">from</span> <span class="nn">sklearn.linear_model</span> <span class="kn">import</span> <span class="n">LinearRegression</span>
<span class="kn">from</span> <span class="nn">sklearn.metrics</span> <span class="kn">import</span> <span class="n">mean_squared_error</span>
<span class="kn">from</span> <span class="nn">sklearn.model_selection</span> <span class="kn">import</span> <span class="n">train_test_split</span>
<span class="kn">from</span> <span class="nn">sklearn.utils</span> <span class="kn">import</span> <span class="n">resample</span>
</pre></div>
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