Plans for week 37
Dear all and welcome back to FYS-STK3155/4155.
We hope you all had a great weekend. The plans for this week focus on
1) The lab sessions
a) brief reminder from last week on expectation values. The exercises week focus on this topics and can all be reused in project 1. Take also a look at Wessel van Wieringen's article at https://arxiv.org/abs/1509.09169. This is a good read if you are somewhat rusty on expectation values and more.
b) Else, we will focus on work on project 1
c) A small discussion on scaling with examples. A jupyter-notebook will be sent separately. This will be discussed during the first hour of each session.
2) Lecture on Thursday September 7
a) we will focus on a statistical interpretation of Ridge and Lasso regression
b) and we will start discussing resampling techniques,such as the Bootstrap and cross validation and the magic of the bias-variance tradeoff
3) Suggesting Reads and Videos:
a) Hastie et al Chapter 7, here we recommend 7.1-7.5 and 7.10 (cross-validation) and 7.11 (bootstrap).
b) Video on cross validation from StatQuest https://www.youtube.com/watch?v=fSytzGwwBVw
c) Video on bias-variance tradeoff from StatQuest https://www.youtube.com/watch?v=EuBBz3bI-aA
The weekly material and exercises are included here as well.
Best wishes to you all,
Adam, Daniel, Fahimeh, Ida, Karl Henrik, Mia, and Morten