Confidence in the Lasso

For our October Meetup, we're very pleased to have Jared Lander from NYC visit us to talk about Lasso regression (http://en.wikipedia.org/wiki/Least_squares#Lasso_method). The Lasso is one of the most significant machine learning algorithms from the past 15 years. Conceived by Hastie, Tibshirani and Friedman from Stanford, the Lasso performs dimension reduction and variable selection, making it well suited for the high dimensionality of today's datasets. In this talk, Jared will go over some of the math behind the Lasso and discuss some recent advancements in performing statistical inference on Lasso-fitted models. He will also show the R code behind the results. This will be an engaging and highly informative presentation -- don't miss it!

Agenda:

• 6:30pm -- Networking, Empenadas, and Refreshments

• 7:00pm -- Introduction, Announcements, Give-aways

• 7:15pm -- Presentation and Discussion

• 8:30pm -- Data Drinks (Tonic, 2036 G St NW)

Bio:

Jared Lander (http://www.jaredlander.com/) is the Founder and CEO of Lander Analytics (http://www.landeranalytics.com/) a data science consultancy based in New York City, the Organizer of the New York Open Statistical Programming Meetup (https://www.meetup.com/nyhackr/) and an Adjunct Professor of Statistics at Columbia University (http://stat.columbia.edu/). His work for both large and small organizations ranges from music and tech startups to finance and humanitarian relief efforts. He is the author of R for Everyone: Advanced Analytics and Graphics (http://www.amazon.com/gp/product/0321888030/ref=as_li_tf_tl?ie=UTF8&camp=211189&creative=373489&creativeASIN=0321888030&link_code=as3&tag=jareland-20), a book about R Programming geared toward Data Scientists and Non-Statisticians alike.

Sponsors:

This event is sponsored by the GWU Department of Decision Sciences (http://business.gwu.edu/decisionsciences/), Pearson/InformIT (http://www.informit.com/), Cloudera (http://www.cloudera.com/), Statistics.com (http://bit.ly/12YljkP), LivingSocial (https://corporate.livingsocial.com/browsealljobs/?deep_link=/jobs/olpfYfwH), Novetta Solutions (http://novetta.com/), Elder Research (http://datamininglab.com/), and Five 9 Group (http://www.five9group.com/).