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R workshop IX: Elastic Net, LASSO and Ridge Regression(advanced­­ level) 2nd time

  • Jul 10, 2014 · 7:00 PM

Find us on Twitter: @nycdatasci or #nycdatasci

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.

Install R packages glmnet


We will introduce lasso, ridge regression and elastic net regularization method which is widely used for variable selection problems.

$5 is collected for dinner and to cover costs.

Meetup has been having some difficulties with paypal. If you registered, but don't see your rsvp listed,  send Margot and email at [masked] with a confirmation of your payment and she will update your rsvp.

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  • Gene M.

    Slides 26-28 indicated that LASSO had the lowest median(mse) among the 3 methods.
    As I said, the comparison might be slightly faulty because each method was run against a different random sample.
    The table below shows additional trial runs using the same code but different random seeds. Note that Ridge Regression had the lowest median(mse) in Trial Run #1.

    # Slides 26-28
    > median(mse) Trial OLS Ridge LASSO Lowest
    ----- ----- ----- ----- -----
    slide[masked] LASSO
    trial[masked] Ridge <<<
    trial[masked] LASSO
    trial[masked] LASSO

    1 · July 12, 2014

  • Gene M.

    Cleaned-up R-code copied from presentation:

    1 · July 12, 2014

  • A former member
    A former member

    July 10, 2014

  • A former member
    A former member

    Hi, could you confirm the date for this is 7/10 rather than this evening? Thanks!

    June 23, 2014

    • A former member
      A former member

      Yes, the confirmed date is 7/10. I apologize for any confusion. If you are interested, there is a CartoDB workshop this evening at Annalect Group.

      June 23, 2014

  • A former member
    A former member

    Sorry for the rescheduling, we are working hard to bring in top level speakers. Unfortunately, this also can mean trying to work around their full schedules. We sincerely appreciate your patience and understanding.

    June 17, 2014

  • Sunny L.

    Very much interested in this one, using glmnet, right? Am looking for some literature too...Could it be rescheduled since I may not be able to make it on this Mon?

    June 4, 2014

    • Shangxuan Vivian Z.

      It is second time we offer this. I guess next one will be next year.

      June 4, 2014

  • John T.

    Will this be the same presentation as last time, or will different topics be discussed?

    May 19, 2014

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