Are you interested in predicting future outcomes using your data? This course helps you do just that! Machine learning is the process of developing, testing, and applying predictive algorithms to achieve this goal. Make sure to familiarize yourself with course 3 of this specialization before diving into these machine learning concepts. Building on Course 3, which introduces students to integral supervised machine learning concepts, this course will provide an overview of many additional concepts, techniques, and algorithms in machine learning, from basic classification to decision trees and clustering. By completing this course, you will learn how to apply, test, and interpret machine learning algorithms as alternative methods for addressing your research questions.

从本节课中

Lasso Regression

Lasso regression analysis is a shrinkage and variable selection method for linear regression models. The goal of lasso regression is to obtain the subset of predictors that minimizes prediction error for a quantitative response variable. The lasso does this by imposing a constraint on the model parameters that causes regression coefficients for some variables to shrink toward zero. Variables with a regression coefficient equal to zero after the shrinkage process are excluded from the model. Variables with non-zero regression coefficients variables are most strongly associated with the response variable. Explanatory variables can be either quantitative, categorical or both. In this session, you will apply and interpret a lasso regression analysis. You will also develop experience using k-fold cross validation to select the best fitting model and obtain a more accurate estimate of your model’s test error rate.
To test a lasso regression model, you will need to identify a quantitative response variable from your data set if you haven’t already done so, and choose a few additional quantitative and categorical predictor (i.e. explanatory) variables to develop a larger pool of predictors. Having a larger pool of predictors to test will maximize your experience with lasso regression analysis. Remember that lasso regression is a machine learning method, so your choice of additional predictors does not necessarily need to depend on a research hypothesis or theory. Take some chances, and try some new variables. The lasso regression analysis will help you determine which of your predictors are most important. Note also that if you are working with a relatively small data set, you do not need to split your data into training and test data sets. The cross-validation method you apply is designed to eliminate the need to split your data when you have a limited number of observations.