Lasso and Elastic Net
Slides
- S1-lrRegularized (version: current)
Videos
Original — the unedited, as-taught-live lecture capture. AI-Clone — the same lecture with an AI voice clone and filler words cleaned up. Author-Voice — a condensed and cleaned re-narration in the instructor's own cloned voice.
- Extra M3 [ Original ] · [ AI-Clone ] · [ Author-Voice ]
Readings
- Robert Tibshirani (1996), Regression Shrinkage and Selection via the Lasso
- Hui Zou & Trevor Hastie (2005), Regularization and Variable Selection via the Elastic Net