Module 6: Regularization & Cross-Validation

Topic: Ridge regression, Lasso, Elastic Net, k-fold cross-validation, ROC/AUC.

Learning Objectives

  • Understand the bias-variance tradeoff
  • Fit regularized models with glmnet
  • Tune λ via cross-validation
  • Evaluate classifiers with ROC curves and AUC

Slides

R Code

Data

Key Packages

library(glmnet)
library(ggplot2)

Assignment

HW6: Regularization and Cross-Validation — due Module 7 Wednesday. Submit on Canvas.