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 are no physcial lectures this week. Note:

  • Thursday 8-10 you should use the time for self-study
  • I am available in a zoom meeting room on Friday 12:15-14:00 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 Friday, 23. February 12:15-14:00

https://NTNU.zoom.us/j/96022898555?pwd=QzdKaTAxNnI3SExlMDJqam9ZUjlGZz09

And again the link to the google sheet. Write your questions or unclear things here before the lecture on Friday 23. February:

https://docs.google.com/spreadsheets/d/1fL0AjGStPZxueessTo4T-Q6oB2dm5I4I9AuPbZQzlsc/edit#gid=0

The online videos by two of the book authors (highly recommended!):

Online lecture by Hastie and Tibshirani, Chapter 6 (all parts, including R lab)

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

2024-02-21, Stefanie Muff