Machine learning
Resources¶
Textbooks:
Websites:
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