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:

Regression(stats315a).pdf

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

Homework:

Homework03.pdf

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 

References:

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.   

   http://www-stat.stanford.edu/~tibs/ElemStatLearn

PracticalRegression_R.pdf

Matrix Computation Text by Golub

RidgeRegression.pdf

Preview of Next Week:

Start of Chapter 5 - nearest neighbor:

  chap5_alternative_classification.pdf      (start at slide 37)

   k Nearest Neighbor:  KfirstNearestNeighbor.R