Weekly plans for week 37 and update from last week_澳门葡京手机版app下载

mhjensen
2021-09-14T21:36:20.364Z
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www.uio.no

Welcome back to a new and exciting ML week.

Last week we discussed Ridge and Lasso regression using linear algebra and the singular value decomposition of a matrix as well as linking everything with a statistical interpretation. There we noted that, using the maximum likelihood estimation ansatz, we could derive the ordinary least square equations. Using Bayes' theorem we were able to get an alternative way of deriving the Ridge and Lasso equations.

This week we discuss resampling techniques and in particular we will focus on two widely methods used to obtain a better estimation of expected values, the so-called Bootstrap method and the cross-validation method. We will also include a discussion of the bias-variance tradeoff and other statistical quantities like the estimation of confidence intervals. These are all topics of relevance for project 1.

By the end of this week you should thus have all theoreti...