9.1 Summary

This week we will revisit linear models, but with a more modern approach. We will introduce regularization which roughly speaking introduces additional constraints to our models. In particular, we will see how purposefully introducing some bias can lead ot better predictions.

9.2 Learning Objectives

After completing this week, you are expected to be able to:

• Understand how the ridge and lasso constraints lead to shrunken and spare estimates.
• Use ridge regression to perform regression and classification.
• Use lasso to perform regression and classification.

9.3 Reading

9.4 Video

9.5 Assignments

9.6 Office Hours

9.7 Additional Information

• A visual explanation for regularization of linear models