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Machine learning

TBD

Statistical learning

Assessing model fit

Training MSE and test MSE:

  • TBD

Bias-variance tradeoff

General characterization

\[\begin{equation} f(\cdot) = \arg \min_{f \in \mathcal{F}} \frac{1}{n}\sum_{i=1}^{n}\left\{y_i-f(x_i) \right\}^2 \end{equation}\]

where \(\mathcal{F}\) is a class of functions under consideration.

Resampling methods

Regression in high dimensions

Subset selection

Stepwise selection

Shrinkage methods

Random forests

Decision trees

Bagging

Interpretation

Neuro networks

Multi-layer neuro networks

Language models

Text processing

Natural language processing

Word embeddings