Sumários

Validation - I

29 Outubro 2025, 08:30 • André Maria da Silva Dias Moitinho de Almeida

  • Validation: assess confidence intervals. How good is my model? How good are the model parameters?
  • Resampling methods
    • Cross-validation
      • Validation Set Approach
      • Leave-One-Out Cross-Validation (LOOCV)
      • K-Fold Cross-Validation

Regression - III

28 Outubro 2025, 14:00 • André Maria da Silva Dias Moitinho de Almeida

  • Regularisation: LASSO regression, elastic regression
  • Detailed comparison of OLS, Ridge and LASSO regression performance in inferring  the Ising model with nearest neighbour interactions.
  • Logistic regression
  • SoftMax regression

Regression - I

22 Outubro 2025, 09:30 • André Maria da Silva Dias Moitinho de Almeida

Computational exercises on regression

Regression - II

22 Outubro 2025, 08:30 • André Maria da Silva Dias Moitinho de Almeida

  • Ordinary least squares (OLS) - cont.
  • Limitations of OLS

Regression - I

21 Outubro 2025, 14:00 • André Maria da Silva Dias Moitinho de Almeida

  • Typical problem in data science: dataset + model + cost function
  • Model determination: Training and testing samples
  • Bias/Variance trade-off
  • Overfitting
  • Regression as a special case of general model fitting and selection
  • Linear Regression: Linear models and norms (L2 and L1)
  • Ordinary least squares (OLS)