Learning Objective
After this session you will (a) understand the bias/variance trade-off in model fitting, (b) appreciate the implications of regularization strategies and the role of hyperparameter tuning, and (c) have a range of evaluation measures and strategies.
Required Readings
- Bishop, Christopher M. 2006. Pattern Recognition and Machine Learning. New York: Springer. (available online) Ch 1, 3
Optional Readings
- CRAN Task View: Reproducible Research. https://cran.r-project.org/web/views/MachineLearning.html
- Bishop, Christopher M. 2006. Pattern Recognition and Machine Learning. New York: Springer.
Lecture
Link