From 934bd1c69b95069cfa98d295221ae128dd9d3579 Mon Sep 17 00:00:00 2001 From: kumar-navya <45938998+kumar-navya@users.noreply.github.com> Date: Mon, 6 May 2019 20:18:15 +0530 Subject: [PATCH] Supplement for ridge and LASSO regression --- penalized_regression | 13 +++++++++++++ 1 file changed, 13 insertions(+) create mode 100644 penalized_regression diff --git a/penalized_regression b/penalized_regression new file mode 100644 index 00000000..2b6d5eb9 --- /dev/null +++ b/penalized_regression @@ -0,0 +1,13 @@ +## Penalized Regression: Ridge and LASSO + +In the lecture on Regularized Regression under the Practical Machine Learning course of Coursera's Data Science Specialization, we were introduced to the theoretical concepts of two penalized regression models: ridge and LASSO (Least Absolute Shrinkage and Selection Operator). + +**This is an attempt to:** + +1. Support that theory with a practical example using the ``mtcars`` dataset and the ``caret package`` to obtain a visual understanding of the concept of shrinking coefficients. + +2. Compare goodness of fit on training data and prediction accuracy on test data across linear model (LM), ridge, and LASSO. + +3. Explore the goodness of fit and prediction accuracy implications of feature selection in LM using LASSO. + +[github repo for content on ridge and LASSO](https://github.com/kumar-navya/DS_toshare/tree/master/Supplement_Penalized_Regression)