454 lines
27 KiB
HTML
454 lines
27 KiB
HTML
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'sections': [('Why Linear Regression (aka Ordinary Least Squares and family)',
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('Regression analysis, overarching aims', 2, None, '___sec1'),
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('Examples', 2, None, '___sec3'),
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('General linear models', 2, None, '___sec4'),
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('Rewriting the fitting procedure as a linear algebra problem',
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'___sec12'),
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('Interpretations and optimizing our parameters',
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'___sec13'),
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('Some useful matrix and vector expressions',
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'___sec14'),
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('Interpretations and optimizing our parameters',
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('Own code for Ordinary Least Squares', 2, None, '___sec16'),
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('Adding error analysis and training set up',
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('The $\\chi^2$ function', 2, None, '___sec19'),
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('The $\\chi^2$ function', 2, None, '___sec20'),
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('The $\\chi^2$ function', 2, None, '___sec21'),
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('The $\\chi^2$ function', 2, None, '___sec22'),
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('The $\\chi^2$ function', 2, None, '___sec23'),
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('Fitting an Equation of State for Dense Nuclear Matter',
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'___sec24'),
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('The code', 2, None, '___sec25'),
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('Splitting our Data in Training and Test data',
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'___sec26'),
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('The Boston housing data example', 2, None, '___sec27'),
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('Housing data, the code', 2, None, '___sec28'),
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('Reducing the number of degrees of freedom, overarching view',
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2,
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None,
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'___sec29'),
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('Preprocessing our data', 2, None, '___sec30'),
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('Simple preprocessing examples, Franke function and regression',
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2,
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None,
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'___sec32'),
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('The singular value decomposition', 2, None, '___sec33'),
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('Basic math of the SVD', 2, None, '___sec36'),
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('The SVD, a Fantastic Algorithm', 2, None, '___sec37'),
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('Economy-size SVD', 2, None, '___sec38'),
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('Codes for the SVD', 2, None, '___sec39'),
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('Mathematical Properties', 2, None, '___sec40'),
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('Ridge and LASSO Regression', 2, None, '___sec41'),
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('More on Ridge Regression', 2, None, '___sec42'),
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('Interpreting the Ridge results', 2, None, '___sec43'),
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('More interpretations', 2, None, '___sec44'),
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('A better understanding of regularization', 2, None, '___sec45'),
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('Decomposing the OLS and Ridge expressions',
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2,
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None,
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'___sec46'),
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('Introducing the Covariance and Correlation functions',
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2,
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None,
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'___sec47'),
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('Correlation Function and Design/Feature Matrix',
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2,
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None,
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'___sec48'),
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('Covariance Matrix Examples', 2, None, '___sec49'),
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('Correlation Matrix with Pandas and the Franke function',
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'___sec52'),
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('Rewriting the Covariance and/or Correlation Matrix',
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'___sec53'),
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('Linking with SVD', 2, None, '___sec54'),
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('Where are we going?', 2, None, '___sec55'),
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('Resampling methods', 2, None, '___sec56'),
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('Resampling approaches can be computationally expensive',
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('Why resampling methods ?', 2, None, '___sec58'),
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('Linking the regression analysis with a statistical '
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('Assumptions made', 2, None, '___sec61'),
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('Expectation value and variance', 2, None, '___sec62'),
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('Expectation value and variance for $\\boldsymbol{\\beta}$',
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None,
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'___sec63'),
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('Resampling methods: Bootstrap steps', 2, None, '___sec72'),
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('Code example for the Bootstrap method', 2, None, '___sec73'),
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('Cross-validation in brief', 2, None, '___sec76'),
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'Cross-validation',
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None,
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('The bias-variance tradeoff', 2, None, '___sec78'),
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('Example code for Bias-Variance tradeoff', 2, None, '___sec79'),
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('Understanding what happens', 2, None, '___sec80'),
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('Summing up', 2, None, '___sec81'),
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("Another Example from Scikit-Learn's Repository",
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('More examples on bootstrap and cross-validation and errors',
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'___sec83'),
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('The same example but now with cross-validation',
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('Cross-validation with Ridge', 2, None, '___sec85'),
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('The Ising model', 2, None, '___sec86'),
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('Reformulating the problem to suit regression',
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2,
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None,
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'___sec87'),
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('Linear regression', 2, None, '___sec88'),
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('Ridge regression', 2, None, '___sec91'),
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('LASSO regression', 2, None, '___sec92'),
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('Performance as function of the regularization parameter',
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2,
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None,
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'___sec93'),
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('Finding the optimal value of $\\lambda$', 2, None, '___sec94')]}
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<a class="navbar-brand" href="Regression-bs.html">Data Analysis and Machine Learning: Linear Regression and more Advanced Regression Analysis</a>
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<a href="#" class="dropdown-toggle" data-toggle="dropdown">Contents <b class="caret"></b></a>
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<ul class="dropdown-menu">
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<!-- navigation toc: --> <li><a href="._Regression-bs001.html#___sec0" style="font-size: 80%;">Why Linear Regression (aka Ordinary Least Squares and family)</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs002.html#___sec1" style="font-size: 80%;">Regression analysis, overarching aims</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs003.html#___sec2" style="font-size: 80%;">Regression analysis, overarching aims II</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs004.html#___sec3" style="font-size: 80%;">Examples</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs005.html#___sec4" style="font-size: 80%;">General linear models</a></li>
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|
<!-- navigation toc: --> <li><a href="._Regression-bs006.html#___sec5" style="font-size: 80%;">Rewriting the fitting procedure as a linear algebra problem</a></li>
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|
<!-- navigation toc: --> <li><a href="._Regression-bs007.html#___sec6" style="font-size: 80%;">Rewriting the fitting procedure as a linear algebra problem, more details</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs008.html#___sec7" style="font-size: 80%;">Generalizing the fitting procedure as a linear algebra problem</a></li>
|
|
<!-- navigation toc: --> <li><a href="._Regression-bs009.html#___sec8" style="font-size: 80%;">Generalizing the fitting procedure as a linear algebra problem</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs010.html#___sec9" style="font-size: 80%;">Optimizing our parameters</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs011.html#___sec10" style="font-size: 80%;">Our model for the nuclear binding energies</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs012.html#___sec11" style="font-size: 80%;">Optimizing our parameters, more details</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs013.html#___sec12" style="font-size: 80%;">Interpretations and optimizing our parameters</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs014.html#___sec13" style="font-size: 80%;">Interpretations and optimizing our parameters</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs015.html#___sec14" style="font-size: 80%;">Some useful matrix and vector expressions</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs016.html#___sec15" style="font-size: 80%;">Interpretations and optimizing our parameters</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs017.html#___sec16" style="font-size: 80%;">Own code for Ordinary Least Squares</a></li>
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|
<!-- navigation toc: --> <li><a href="._Regression-bs018.html#___sec17" style="font-size: 80%;">Adding error analysis and training set up</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs019.html#___sec18" style="font-size: 80%;">The \( \chi^2 \) function</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs020.html#___sec19" style="font-size: 80%;">The \( \chi^2 \) function</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs021.html#___sec20" style="font-size: 80%;">The \( \chi^2 \) function</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs022.html#___sec21" style="font-size: 80%;">The \( \chi^2 \) function</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs023.html#___sec22" style="font-size: 80%;">The \( \chi^2 \) function</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs024.html#___sec23" style="font-size: 80%;">The \( \chi^2 \) function</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs025.html#___sec24" style="font-size: 80%;">Fitting an Equation of State for Dense Nuclear Matter</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs026.html#___sec25" style="font-size: 80%;">The code</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs027.html#___sec26" style="font-size: 80%;">Splitting our Data in Training and Test data</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs028.html#___sec27" style="font-size: 80%;">The Boston housing data example</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs029.html#___sec28" style="font-size: 80%;">Housing data, the code</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs030.html#___sec29" style="font-size: 80%;">Reducing the number of degrees of freedom, overarching view</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs031.html#___sec30" style="font-size: 80%;">Preprocessing our data</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs032.html#___sec31" style="font-size: 80%;">More preprocessing</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs033.html#___sec32" style="font-size: 80%;">Simple preprocessing examples, Franke function and regression</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs034.html#___sec33" style="font-size: 80%;">The singular value decomposition</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs035.html#___sec34" style="font-size: 80%;">Linear Regression Problems</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs036.html#___sec35" style="font-size: 80%;">Fixing the singularity</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs037.html#___sec36" style="font-size: 80%;">Basic math of the SVD</a></li>
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|
<!-- navigation toc: --> <li><a href="._Regression-bs038.html#___sec37" style="font-size: 80%;">The SVD, a Fantastic Algorithm</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs039.html#___sec38" style="font-size: 80%;">Economy-size SVD</a></li>
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|
<!-- navigation toc: --> <li><a href="._Regression-bs040.html#___sec39" style="font-size: 80%;">Codes for the SVD</a></li>
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|
<!-- navigation toc: --> <li><a href="._Regression-bs041.html#___sec40" style="font-size: 80%;">Mathematical Properties</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs042.html#___sec41" style="font-size: 80%;">Ridge and LASSO Regression</a></li>
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|
<!-- navigation toc: --> <li><a href="._Regression-bs043.html#___sec42" style="font-size: 80%;">More on Ridge Regression</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs044.html#___sec43" style="font-size: 80%;">Interpreting the Ridge results</a></li>
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|
<!-- navigation toc: --> <li><a href="._Regression-bs045.html#___sec44" style="font-size: 80%;">More interpretations</a></li>
|
|
<!-- navigation toc: --> <li><a href="._Regression-bs046.html#___sec45" style="font-size: 80%;">A better understanding of regularization</a></li>
|
|
<!-- navigation toc: --> <li><a href="._Regression-bs047.html#___sec46" style="font-size: 80%;">Decomposing the OLS and Ridge expressions</a></li>
|
|
<!-- navigation toc: --> <li><a href="._Regression-bs048.html#___sec47" style="font-size: 80%;">Introducing the Covariance and Correlation functions</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs049.html#___sec48" style="font-size: 80%;">Correlation Function and Design/Feature Matrix</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs050.html#___sec49" style="font-size: 80%;">Covariance Matrix Examples</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs051.html#___sec50" style="font-size: 80%;">Correlation Matrix</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs052.html#___sec51" style="font-size: 80%;">Correlation Matrix with Pandas</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs053.html#___sec52" style="font-size: 80%;">Correlation Matrix with Pandas and the Franke function</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs054.html#___sec53" style="font-size: 80%;">Rewriting the Covariance and/or Correlation Matrix</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs055.html#___sec54" style="font-size: 80%;">Linking with SVD</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs056.html#___sec55" style="font-size: 80%;">Where are we going?</a></li>
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|
<!-- navigation toc: --> <li><a href="._Regression-bs057.html#___sec56" style="font-size: 80%;">Resampling methods</a></li>
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|
<!-- navigation toc: --> <li><a href="._Regression-bs058.html#___sec57" style="font-size: 80%;">Resampling approaches can be computationally expensive</a></li>
|
|
<!-- navigation toc: --> <li><a href="._Regression-bs059.html#___sec58" style="font-size: 80%;">Why resampling methods ?</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs060.html#___sec59" style="font-size: 80%;">Statistical analysis</a></li>
|
|
<!-- navigation toc: --> <li><a href="._Regression-bs061.html#___sec60" style="font-size: 80%;">Linking the regression analysis with a statistical interpretation</a></li>
|
|
<!-- navigation toc: --> <li><a href="._Regression-bs062.html#___sec61" style="font-size: 80%;">Assumptions made</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs063.html#___sec62" style="font-size: 80%;">Expectation value and variance</a></li>
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|
<!-- navigation toc: --> <li><a href="._Regression-bs064.html#___sec63" style="font-size: 80%;">Expectation value and variance for \( \boldsymbol{\beta} \)</a></li>
|
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<!-- navigation toc: --> <li><a href="._Regression-bs065.html#___sec64" style="font-size: 80%;">Resampling methods</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs066.html#___sec65" style="font-size: 80%;">Resampling methods: Jackknife and Bootstrap</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs067.html#___sec66" style="font-size: 80%;">Resampling methods: Jackknife</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs068.html#___sec67" style="font-size: 80%;">Jackknife code example</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs069.html#___sec68" style="font-size: 80%;">Resampling methods: Bootstrap</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs070.html#___sec69" style="font-size: 80%;">Resampling methods: Bootstrap background</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs071.html#___sec70" style="font-size: 80%;">Resampling methods: More Bootstrap background</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs072.html#___sec71" style="font-size: 80%;">Resampling methods: Bootstrap approach</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs073.html#___sec72" style="font-size: 80%;">Resampling methods: Bootstrap steps</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs074.html#___sec73" style="font-size: 80%;">Code example for the Bootstrap method</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs075.html#___sec74" style="font-size: 80%;">Various steps in cross-validation</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs076.html#___sec75" style="font-size: 80%;">How to set up the cross-validation for Ridge and/or Lasso</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs077.html#___sec76" style="font-size: 80%;">Cross-validation in brief</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs078.html#___sec77" style="font-size: 80%;">Code Example for Cross-validation and \( k \)-fold Cross-validation</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs079.html#___sec78" style="font-size: 80%;">The bias-variance tradeoff</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs080.html#___sec79" style="font-size: 80%;">Example code for Bias-Variance tradeoff</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs081.html#___sec80" style="font-size: 80%;">Understanding what happens</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs083.html#___sec82" style="font-size: 80%;">Another Example from Scikit-Learn's Repository</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs084.html#___sec83" style="font-size: 80%;">More examples on bootstrap and cross-validation and errors</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs085.html#___sec84" style="font-size: 80%;">The same example but now with cross-validation</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs086.html#___sec85" style="font-size: 80%;">Cross-validation with Ridge</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs087.html#___sec86" style="font-size: 80%;">The Ising model</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs088.html#___sec87" style="font-size: 80%;">Reformulating the problem to suit regression</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs089.html#___sec88" style="font-size: 80%;">Linear regression</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs090.html#___sec89" style="font-size: 80%;">Singular Value decomposition</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs091.html#___sec90" style="font-size: 80%;">The one-dimensional Ising model</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs092.html#___sec91" style="font-size: 80%;">Ridge regression</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs094.html#___sec93" style="font-size: 80%;">Performance as function of the regularization parameter</a></li>
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<!-- navigation toc: --> <li><a href="._Regression-bs095.html#___sec94" style="font-size: 80%;">Finding the optimal value of \( \lambda \)</a></li>
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<!-- ------------------- main content ---------------------- -->
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<center><h1>Data Analysis and Machine Learning: Linear Regression and more Advanced Regression Analysis</h1></center> <!-- document title -->
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<p>
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<!-- author(s): Morten Hjorth-Jensen -->
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<b>Morten Hjorth-Jensen</b> [1, 2]
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<!-- institution(s) -->
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<center>[1] <b>Department of Physics, University of Oslo</b></center>
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<center>[2] <b>Department of Physics and Astronomy and National Superconducting Cyclotron Laboratory, Michigan State University</b></center>
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<br>
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<center><h4>Sep 11, 2020</h4></center> <!-- date -->
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