Module 6: Model selection and regularization
This is a self-study module, so please do work through chapter 6 in the course book yourself. Alternatively (or in addition) you can watch the video recordings from last year by Thiago Martins, or the more compact online videos from the book authors.
There is no lecture on Monday! You should use the time for self-study.
I am available in a zoom meeting room on Thursday 8:15-10:00 to discuss any questions that appear for this module. A google sheet is linked here, so that you can write down the "muddiest point", that is, anything that you feel is very unclear and where you would like to get more information or a short lecture about.
Zoom link for Thursday, 23. February 8-10am:
https://NTNU.zoom.us/j/94048009659?pwd=aHQ5bmhPN3hpUk1EVk1TNmlRNUllUT09
And again the link to the google sheet. Write your questions or unclear things here before the lecture on Thursday 23. February:
https://docs.google.com/spreadsheets/d/1fL0AjGStPZxueessTo4T-Q6oB2dm5I4I9AuPbZQzlsc/edit#gid=0
Recordings from 2021 (by Thiago Martins):
Recorded lecture 1, part1
Recorded lecture 1, part2
Recorded lecture 2
Supplement to lecture 2
Lecture notes (by Thiago Martins):
6ModelSel_lecture1.pdf
6ModelSel_lecture2.pdf
The online videos by two of the book authors:
Online lecture by Hastie and Tibshirani, Chapter 6 (all parts, including R lab)