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 and Friday 8-10 you should use the time for self-study. Feel free to watch the recorded lectures (link below) in this time and sit in the lecture hall with your colleagues.
- I created 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.
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):