• If you are citizen of an European Union member nation, you may not use this service unless you are at least 16 years old.

  • Social distancing? Try a better way to work remotely on your online files. Dokkio, a new product from PBworks, can help your team find, organize, and collaborate on your Drive, Gmail, Dropbox, Box, and Slack files. Sign up for free.



Page history last edited by hoffman.tricia@gmail.com 9 years, 3 months ago


Slides used for in Class Lecture:

This slides can be found on Professor Tibshirani's web site:  http://www-stat.stanford.edu/~tibs/stat315a.html

Ordinary Linear Regression    Ridge Regression


Reference Material:


Why take out the mean before doing regression?  RidgeBiasDiscussion.txt 


Ridge Regression Slide (Lecture Notes on Linear Regression slide # 33) http://www-stat.stanford.edu/~tibs/stat315a.html


Example From Class:

In class example RegressionExamplesCamp


More Examples:

The Ordinary Least Squares Example (OLS) is sonar_regress_crossval.R

The Ridge Regression Example is RidgeRegSonarData.R


Data Files:

Here are the Data File to upload before you run the R programs:

                  sonar_test.csv   sonar_train.csv  test_data.csv   test_data.txt





Sonar Data from Above

Web Site for 1st problem Data Description  http://archive.ics.uci.edu/ml/machine-learning-databases/wine-quality/winequality.names

        Red Wine Data winequality-red.txt 



Reference on Ridge Regression

Ridge Regression Section 3.4.1 on page 61 of the :

"The Elements of Statistical Learning - Data Mining, Inference, and Prediction"  by Trevor Hastie, Robert Tibshirani, and Jerome Friedman.   



Matrix Computation Text by Golub




Preview of Next Week:

Start of Chapter 5 - nearest neighbor:

  chap5_alternative_classification.pdf      (start at slide 37)

   k Nearest Neighbor:  KfirstNearestNeighbor.R



Comments (0)

You don't have permission to comment on this page.