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

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Posted on Feb 14, 2014

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NYC Data Science Academy is offering five relative courses:

RSVP Data Science with R, Beginner Level

RSVP Data Science with R, Intermediate Level

RSVP Introduction to Data Science by R, 2 Full Days

RSVP RStudio's Master R Developer Workshop 2 Days

RSVP 20 Most Popular R Packages Series - Knitr - Dynamic Reporting

RSVP 20 Most Popular R Packages Series - Shiny - Web Applications


Slides:

Ridge regression, lasso and elastic net from Vivian S. Zhang


Meetup Announcement:

This workshop introduced lasso, ridge regression and elastic net regularization method which is widely used for variable selection problems.

Speaker:

Yunting Sun, is working on statistical modeling and experimental design for Google. Before that she was a PhD student in Statistics at Stanford University.

Outline:
1. Intro: a quick overview of the methods, theory and use cases
2. Deep dive: walk through a few examples
3. Hack time: instructor and TA will go around and help people with their tasks or projects or answer specific questions for them.

Content:
1. Book: The elements of statistical learning Chapter 3.4 and 3.8 for Lasso and Ridge Regression.
2. Paper: Regularization and variable selection via the elastic net, J. R. Statist. Soc.B (2005) for elastic net.(http://www.math.mtu.edu/~shuzhang/MA5761/model_selection2.pdf)

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