hifinecon 发表于 2019-6-26 17:48
can you provide table of contents?
Week 1 (L1): Review of Linear Regression<br>
Sections 2.1, 2.1.1, 2.1.2, 2.1.3, 2.2, 2.2.1 from [JWHT13]<br>
Sections 2.4 and 2.6 from [HTF09].<br>
Week 2 (L2/3): Goodness of Fit vs Prediction error, Cross Validation<br>
Sections 5.1, 5.1.1, 5.1.2, 5.1.3 from [JWHT13]<br>
Sections 7.1, 7.2, 7.3, 7.10 from [HTF09].<br>
Week 3 (L4/5): Correlated predictors, Feature selection, AIC<br>
Sections 6.1, 6.1.1, 6.1.2, 6.1.3, 6.2 and 6.2.1 from [JWHT13]<br>
Sections 7.4, 7.5 from [HTF09].<br>
Week 4 (L6/MT1): Ridge regression, LASSO, Elastic Net<br>
Sections 6.2 (complete) from [JWHT13]<br>
Sections 3.4, 3.8, 3.8.1, 3.8.2 from [HTF09]<br>
Week 5 (L7/8): Elastic Net, Smoothers (Local regression, Splines)<br>
Sections 7.1, 7.3, 7.4, 7.5, 7.6 from [JWHT13]<br>
Week 6 (L9/10): Curse of dimensionality, Regression Trees<br>
Sections 8.1, 8.1.1, 8.1.3, 8.1.4 from [JWHT13]<br>
Week 7 (L11/MT2): Bagging<br>
Sections 8.2, 8.2.1 from [JWHT13]<br>
Week 8 (L12/13): Classification, LDA, LQA, Logistic Regression<br>
Section 4.1, 4.2, 4.3, 4.4, 2.2.3 from [JWHT13]<br>
Week 9 (L14/15): Trees, Ensembles, Bagging<br>
Sections 8.1.2, 8.2.1 and 8.2.2 from [JWHT13]<br>
Week 10 (L16/MT3): Random Forests<br>
Sections 8.2.1 and 8.2.2 from [JWHT13]<br>
Week 11 (L17/18): Boosting, Neural Networks?<br>
Sections 8.2.3 from [JWHT13]<br>
Sections 10.1 - 10.10 (except 10.7), 11.3 - 11.5, 11.7 from [HTF09]<br>
Week 12 (L19/20): Unsupervised learning, K-means, model-based clustering<br>
Sections 10.3 from [JWHT13]<br>
Sections 13.2, 14.3 from [HTF09]<br>
Week 13 (L21/L22): Hierarchical clustering, Principal Components, Multidimensional Scaling<br>
Sections 10.2, 10.3 from [JWHT13]<br>
Sections 8.5, 14.3, 14.5.1, 14.8, 14.9 from [HTF09]