Weekly update FYS-STK3155/4155

Good morning to everybody, we hope you had a great weekend! Welcome to a new week. 

Here comes the weekly update with ditto plans for the week.

Last week we ended with a discussion of resampling techniques, in particular applied to the training of a model and its pertinent testing/validation. Most of this material is covered by chapter 7 of the text of Hastie et al.

In particular we discussed so-called cross-validation methods and started discussing the popular bootstrap method, as well as mentioning the Jackknife and blocking methods. We will finalize the discussion of these methods on Thursday and start thereafter with a discussion of classification methods. This will lead us to linear methods for classification and what is called logistic regression. The material is covered by chapter 4 of Hastie et al, and we will essentially discuss chapters 4.1-4.4.

Project 1 will hopefully we be ready later today and will be the topic for the lab sessions tomorrow. It will be based on linear regression methods (lasso, OLS and ridge) plus resampling techniques for validating/testing the models. 

The project will first start with a simple two-dimensional function to fit before we move on to data over terrains (for example in Norway) to be fitted by polynomials of various degrees. 

It should be ready by the end of the day, stay tuned.

All the best for the weel,

Morten et al