This is an excellent course. The presentation is clear, the graphs are very informative, the homework is well-structured and it does not beat around the bush with unnecessary theoretical tangents.
Linear Regression, Ridge Regression, Lasso (Statistics), Regression Analysis
Apr 07, 2016
Jan 02, 2017
This course is great. Things are very clearly explained. I am particularly happy because it helped me to understand many mathematical concepts. I will try not to be scared about formulas anymore.
Up to this point, we have focused on methods that fit parametric functions---like polynomials and hyperplanes---to the entire dataset. In this module, we instead turn our attention to a class of "nonparametric" methods. These methods allow the complexity of the model to increase as more data are observed, and result in fits that adapt locally to the observations. <p> We start by considering the simple and intuitive example of nonparametric methods, nearest neighbor regression: The prediction for a query point is based on the outputs of the most related observations in the training set. This approach is extremely simple, but can provide excellent predictions, especially for large datasets. You will deploy algorithms to search for the nearest neighbors and form predictions based on the discovered neighbors. Building on this idea, we turn to kernel regression. Instead of forming predictions based on a small set of neighboring observations, kernel regression uses all observations in the dataset, but the impact of these observations on the predicted value is weighted by their similarity to the query point. You will analyze the theoretical performance of these methods in the limit of infinite training data, and explore the scenarios in which these methods work well versus struggle. You will also implement these techniques and observe their practical behavior.