ECE 595ML Lecture 2.2: Regularized Linear Regression - LASSO Regression

By Stanley H. Chan

Electrical and Computer Engineering, Purdue University, West Lafayette, IN

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Researchers should cite this work as follows:

  • Stanley H. Chan (2020), "ECE 595ML Lecture 2.2: Regularized Linear Regression - LASSO Regression," https://nanohub.org/resources/32210.

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WTHR 200, Purdue University, West Lafayette, IN

ECE 595ML Lecture 2.2: Regularized Linear Regression - LASSO Regression
  • Lecture 2.2: Regularization - LASSO Regression 1. Lecture 2.2: Regularization - … 0
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  • Outline 2. Outline 9.2759426092759423
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  • LASSO Regression 3. LASSO Regression 18.718718718718719
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  • Interpreting the LASSO Solution 4. Interpreting the LASSO Solutio… 146.31297964631298
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  • Why are Sparse Models Useful? 5. Why are Sparse Models Useful? 337.97130463797134
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  • LASSO for Image Reconstruction 6. LASSO for Image Reconstruction 493.22655989322658
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  • Shrinkage Operator 7. Shrinkage Operator 567.967967967968
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  • Shrinkage VS Hard Threshold 8. Shrinkage VS Hard Threshold 1032.4657991324659
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  • Algorithms to Solve LASSO Regression 9. Algorithms to Solve LASSO Regr… 1137.8378378378379
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  • Example: Crime Rate Data 10. Example: Crime Rate Data 1217.2839506172841
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  • Comparison between -1 and -2 norm 11. Comparison between -1 and -2 n… 1286.1194527861196
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  • Pros and Cons 12. Pros and Cons 1407.0737404070737
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  • Reading List 13. Reading List 1471.1711711711712
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