mhjensen
270 lines
13 KiB
HTML
270 lines
13 KiB
HTML
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<a class="navbar-brand" href="week36-bs.html">Week 36: Resampling techniques and Ordinary Least Square</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="._week36-bs001.html#___sec0" style="font-size: 80%;">Plans for week 36</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs002.html#___sec1" style="font-size: 80%;">Thursday September 3</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs003.html#___sec2" style="font-size: 80%;">Why resampling methods</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs004.html#___sec3" style="font-size: 80%;">Resampling methods</a></li>
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<!-- navigation toc: --> <li><a href="#___sec4" style="font-size: 80%;">Resampling approaches can be computationally expensive</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs006.html#___sec5" style="font-size: 80%;">Why resampling methods ?</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs007.html#___sec6" style="font-size: 80%;">Statistical analysis</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs008.html#___sec7" style="font-size: 80%;">Linking the regression analysis with a statistical interpretation</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs009.html#___sec8" style="font-size: 80%;">Assumptions made</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs010.html#___sec9" style="font-size: 80%;">Expectation value and variance</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs011.html#___sec10" style="font-size: 80%;">Expectation value and variance for \( \boldsymbol{\beta} \)</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs012.html#___sec11" style="font-size: 80%;">Resampling methods</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs013.html#___sec12" style="font-size: 80%;">Resampling methods: Jackknife and Bootstrap</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs014.html#___sec13" style="font-size: 80%;">Resampling methods: Jackknife</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs015.html#___sec14" style="font-size: 80%;">Jackknife code example</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs016.html#___sec15" style="font-size: 80%;">Resampling methods: Bootstrap</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs017.html#___sec16" style="font-size: 80%;">Resampling methods: Bootstrap background</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs018.html#___sec17" style="font-size: 80%;">Resampling methods: More Bootstrap background</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs019.html#___sec18" style="font-size: 80%;">Resampling methods: Bootstrap approach</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs020.html#___sec19" style="font-size: 80%;">Resampling methods: Bootstrap steps</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs021.html#___sec20" style="font-size: 80%;">Code example for the Bootstrap method</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs022.html#___sec21" style="font-size: 80%;">Various steps in cross-validation</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs023.html#___sec22" 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="._week36-bs024.html#___sec23" style="font-size: 80%;">Cross-validation in brief</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs025.html#___sec24" 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="._week36-bs026.html#___sec25" style="font-size: 80%;">The bias-variance tradeoff</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs027.html#___sec26" style="font-size: 80%;">Example code for Bias-Variance tradeoff</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs028.html#___sec27" style="font-size: 80%;">Understanding what happens</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs029.html#___sec28" style="font-size: 80%;">Summing up</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs030.html#___sec29" style="font-size: 80%;">Another Example from Scikit-Learn's Repository</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs031.html#___sec30" style="font-size: 80%;">More examples on bootstrap and cross-validation and errors</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs032.html#___sec31" style="font-size: 80%;">The same example but now with cross-validation</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs033.html#___sec32" style="font-size: 80%;">Cross-validation with Ridge</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs034.html#___sec33" style="font-size: 80%;">Friday September 4</a></li>
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<div class="container">
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<p> </p><p> </p><p> </p> <!-- add vertical space -->
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<a name="part0005"></a>
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<!-- !split -->
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<h2 id="___sec4" class="anchor">Resampling approaches can be computationally expensive </h2>
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<div class="panel panel-default">
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<div class="panel-body">
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<p> <!-- subsequent paragraphs come in larger fonts, so start with a paragraph -->
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<p>
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Resampling approaches can be computationally expensive, because they
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involve fitting the same statistical method multiple times using
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different subsets of the training data. However, due to recent
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advances in computing power, the computational requirements of
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resampling methods generally are not prohibitive. In this chapter, we
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discuss two of the most commonly used resampling methods,
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cross-validation and the bootstrap. Both methods are important tools
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in the practical application of many statistical learning
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procedures. For example, cross-validation can be used to estimate the
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test error associated with a given statistical learning method in
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order to evaluate its performance, or to select the appropriate level
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of flexibility. The process of evaluating a model’s performance is
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known as model assessment, whereas the process of selecting the proper
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level of flexibility for a model is known as model selection. The
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bootstrap is widely used.
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<p>
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</div>
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</div>
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<p>
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<p>
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<li><a href="._week36-bs004.html">«</a></li>
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<li><a href="._week36-bs000.html">1</a></li>
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<li><a href="._week36-bs001.html">2</a></li>
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<li><a href="._week36-bs002.html">3</a></li>
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<li><a href="._week36-bs003.html">4</a></li>
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<li><a href="._week36-bs004.html">5</a></li>
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<li class="active"><a href="._week36-bs005.html">6</a></li>
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<li><a href="._week36-bs007.html">8</a></li>
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<li><a href="._week36-bs008.html">9</a></li>
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<li><a href="._week36-bs009.html">10</a></li>
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<li><a href="._week36-bs010.html">11</a></li>
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<li><a href="._week36-bs011.html">12</a></li>
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<li><a href="._week36-bs012.html">13</a></li>
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<li><a href="._week36-bs013.html">14</a></li>
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<li><a href="._week36-bs014.html">15</a></li>
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<li><a href="">...</a></li>
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<li><a href="._week36-bs034.html">35</a></li>
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<li><a href="._week36-bs006.html">»</a></li>
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