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Machine learning

Resources

Textbooks:

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

TBD

Regression in high dimensions

Subset selection

TBD

Stepwise selection

TBD

Shrinkage methods

TBD

Random forests

Decision trees

TBD

Bagging

TBD

Interpretation

TBD

Neuro networks

Multi-layer neuro networks

Language models

Text processing

TBD

Natural language processing

TBD

Word embeddings

TBD