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.