R workshop IX: Elastic Net, LASSO and Ridge Regression(advanced level)

Hosted By
Vivian Z.

Details
Brief:
We will introduce lasso, ridge regression and elastic net regularization method which is widely used for variable selection problems.
Speaker Bio:
Yunting Sun is working on statistical modeling and experimental design for Google. Before that she was a PhD student in Statistics at Stanford University.
Preparation:
Install R packages glmnet
Agenda:
- Intro: a quick overview of the methods, theory and use cases
- Deep dive: walk through a few examples
- Hack time: instructor and TA will go around and help people with their tasks or projects or answer specific questions for them.
Content:
-
Book: The elements of statistical learning Chapter 3.4 and 3.8 for Lasso and Ridge Regression
-
Paper: Regularization and variable selection via the elastic net, J. R. Statist. Soc.B (2005) for elastic net.

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R workshop IX: Elastic Net, LASSO and Ridge Regression(advanced level)