Robust, Interpretable Statistical Models: Sparse Regression with the LASSO
Sparse regression is an important topic in data science and machine learning that allows one to build models with as few variables as possible, making these models interpretable and robust to overfitting. Here we discuss sparse regression and the LASSO algorithm.
Original paper by Tibshirani (1996): http://statweb.stanford.edu/~tibs/lasso/lasso.pdf
Book Website: http://databookuw.com
Book PDF: http://databookuw.com/databook.pdf
These lectures follow Chapter 3 from:
"Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control" by Brunton and Kutz
Amazon: https://www.amazon.com/Data-Driven-Science-Engineering-Learning-Dynamical/dp/1108422098/
Brunton Website: eigensteve.com
Видео Robust, Interpretable Statistical Models: Sparse Regression with the LASSO канала Steve Brunton
Original paper by Tibshirani (1996): http://statweb.stanford.edu/~tibs/lasso/lasso.pdf
Book Website: http://databookuw.com
Book PDF: http://databookuw.com/databook.pdf
These lectures follow Chapter 3 from:
"Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control" by Brunton and Kutz
Amazon: https://www.amazon.com/Data-Driven-Science-Engineering-Learning-Dynamical/dp/1108422098/
Brunton Website: eigensteve.com
Видео Robust, Interpretable Statistical Models: Sparse Regression with the LASSO канала Steve Brunton
Показать
Комментарии отсутствуют
Информация о видео
Другие видео канала
Machine Learning for Fluid MechanicsSparsity and the L1 NormRobust Principal Component Analysis (RPCA)A Compressed Overview of SparsityLinear Systems of Equations, Least Squares Regression, PseudoinverseApplications of Machine Learning in the Supply ChainLASSO Regression in R (Part One)Data Science Interview with a PayPal Data Scientist (Roman Numeral)SVD: Image Compression [Matlab]The Laplace Transform: A Generalized Fourier TransformCancer Detection via the Lasso and Customized Training - Rob TibshiraniMachine Learning for Fluid Dynamics: PatternsThe Mathematics of ConsciousnessThe Discrete Fourier Transform (DFT)Singular Value Decomposition (SVD): Dominant CorrelationsSparse Identification of Nonlinear Dynamics (SINDy)2020 Machine Learning Roadmap (still valid for 2021)6. Monte Carlo SimulationShannon Nyquist Sampling Theorem